Machine learning in trading: theory, models, practice and algo-trading - page 843
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ignore, how many times can i tell you about it?
I am interested in the reasoning of my question posed not to you
And who proved that the flow is distorted and on what basis?
I would listen to the arguments, for example
I meant indicative quotes.
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ignore, how many times can i tell you about it?
I'm interested in the reasoning of my question, not you
because the basic idea is to kill process memory by transformations and then mean reversion strategy or other on the NS
it's been written 100 times already
different quotes and ticks have nothing to do with it at all
Because the basic idea is to kill process memory by transformations, and then I'll use a reversion strategy or another one on NS
Forum on trading, automated trading systems and trading strategies testing
Machine learning in trading: theory and practice (trading and beyond)
fxsaber, 2018.04.15 11:14
if we rivet any imaginary tick history with this distribution, there is a TS (which one?) that shows the graality of this history?
Let's create a custom symbol with the desired tick distribution and write a graal TS. Let's make a backtest and post the result.
Let's create a custom symbol with the desired tick distribution and write a graphical TS. Let's make a backtest and post the result.
As soon as I finish RL (only 500 pages left), I'll be sure to try
i don't know about the cast symbols yet, but yes, this is the most convenient way to check
Let's create a custom symbol with the desired tick distribution and write a graphical TS. Let's make a backtest and post the result.
It won't work that way, no matter how the portfolio is stacked, it still won't fit into the specified mode on a constant basis...
It's going to be the sum of initial (by symbols) distributions including lots each time...
This will not work, no matter how you stack the portfolio, it still will not fit into the specified mode on a constant basis...
It will be each time the sum of the initial (by symbols) distributions, taking into account the lots...
It's not about whether it works or not. It's about moving from the theoretical utterance of words about graality to the practical component, at least on the Tester.
I have a grail on real ticks for the Tester. I am interested in the fundamental reason for its existence. I.e., what is it about quotients that makes a grail easy to write.
It's not about whether it works or not. It's about moving from the theoretical utterance of words about graality to the practical component, at least on the Tester.
I have a grail on real ticks for the Tester. I am interested in the fundamental reason for its existence. I.e., what is it about quotients that makes it easy to write a grail.
And I didn't say that you can't make a dynamic portfolio, I said that you can't set your distribution quite arbitrary
It's not about whether it works or not. It's about moving from the theoretical utterance of words about graality to the practical component, at least on the Tester.
I have a grail on real ticks for the Tester. I am interested in the fundamental reason for its existence. I.e., what is it about quotients that makes it easy to write a grail.
Try any way you can go for an hour in the H1 bar, but in a way that keeps the high, the low, the open, and the clause.
Will it work out that way?
Now in the tick bar.
Is there a difference?
And I didn't say that you can't make a dynamic portfolio, I said that you can't make your distribution completely arbitrary.
That's porno-theorizing. The custom symbol is palpable in all places really.