Machine learning in trading: theory, models, practice and algo-trading - page 862
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Made (remade) a cool volatility indicator. I added volumes.
Does anyone need it as a feature?
https://www.mql5.com/ru/code/12567
I added tick volume and took the root from all this (I don't know why, but it defines cycles normally)
I marked in red where lag can be changed.
Homework: predict the volatility for n bars ahead and convert back to the price
The easiest ways: autoregression and https://www.mql5.com/ru/articles/318
Have you updated the code yet?
Have you re-downloaded the code yet?
it's not my indicator
That's not my indicator.
Oops. Didn't look at it.
Then: Would you like to upload your version?
Oops. Didn't look at it.
Well, then: would you like to upload your version?
Why? I've shown you what I've corrected.
+ There's no comparison yet what volatility is easier to predict - in the initial indicator or in the corrected one
Well.... Basta karapusiki, the dance is over!!!! Today I managed to get a model for BO with a good level of VI for the output. So let's see how strong this beast is, viz. R+Reshetov+R. Here and you will see everything at once, who is cool :-)
Okay, it was a sleepless night, but I'm in line. For those who want to play with Bo Do the following, we download the basic indicator TD Sequent from there. We throw it on the pound chart M15 with parameters 5 and 5 and wait for the green point, as soon as it appears immediately logging in this thread and waiting for recommendations on deals in BOO. Today I am at home till evening, so I will trade, I think, normally...
You're aiming too low, you can't create your own hedge fund in BO
You're aiming too low, you can't set up your own hedge fund in BOO.
It's just for fun! To keep my hands busy so I don't have to do anything... :-)
Thank you! Followed the instructions. Waiting for the green dot!!!
Real or are you kidding me? I can't tell when you're being sarcastic and when you're being realistic....
Show me a screenshot, I need to be sure the indicator is right.....
So. Trickster? You're surprised at my success in BO??? I've already had two, and I think I'm about to have another one. Look at this. Special for the U.S....
The arrow tells us what the bar will be in one bar. So we skip the one that's going up, but I think we'll buy an option on the next one. What about you? Are you with me?