Machine learning in trading: theory, models, practice and algo-trading - page 959
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maybe 600 second bars - the last 10 minutes...
Yeah, well, if 2\3 is the price as he wrote
There are fish there, but very small, but a lot of them - scalping is called. On the stock exchange it works well. But in forex, when the minimum spread is 1 (10) p, and it is not so fast, it's all mind games. In Forex it's just to save some money on entry and exit and then you watch how this structure bounces back and forth.
What is the best way to connect to the exchange? Which one?
moex.ru Brokers are a dime a dozen. We choose from the first five or ten market participants.
Foreign exchanges are very expensive to work there alone.
The moex markapit is even worse than dts, and the spread starts from 20 p. Limits are also markapit.
Maxim, you're out of the loop).
Maxim, you're out of the loop).
what theme? on MT5 for sure, the slow-moving quickie for sure.
i have not tried direct connect
i got fined for that recently.
moex.ru Brokers are a dime a dozen. We choose from the first five or ten market participants.
Inexchange is very expensive to work there on your own.
If you do not know what the market is about, you may use it for scalping. But it had some problems last year...
They have problems there all the time and they are always rescuing them, so you can trade if you like 4-digit quotes on currency futures and a chronic lack of liquidity
I have no liquidity for scalping and I have to use Si and Ri.
I heard about the opening, that it is possible to trade through it. But it had problems last year...
I'm not in Otkritie, I don't know anything about them.
Generally speaking, you don't have to trade on the exchange of currency pairs. I deal mainly in futures of Sberbank and RTS index.
well, not an ensemble, but a committee then, on different samples, or a committee of ensembles
If the dependence is nonlinear, it is most likely not there at all, or it is random. You have to look for a linear one.
Well, I didn't know that everyone has been using it for a long time, while I'm inventing...