The future of automated trading - page 17

 
timbo:
Already, a long time ago...

Have MTS now learned, for example, to read newspapers, watch TV and process other similar data?

Maybe there is already a full-fledged AI that can completely replace the trader (all that is left to do is run the terminal and put an EA on the chart)?

PS

And for more details. Terminal and description of the trading system can you share?

 
timbo:
If you can't automate it, it's not a strategy, it's guesswork...

+1

I agree, more than ever.

 
Interesting:

Has MTS now learned, for example, to read newspapers, watch TV and process other such data?

Even for MT4 there is an adviser that reads the news. And if you invest a few million greens in this issue...

========================================================

ERNEST P. CHAN "Quantitative Trading".

Yet quantitative trading includes more than just technical analysis.

Many quantitative trading systems incorporate fundamental

data in their inputs: numbers such as revenue, cash flow, debt-toequity

ratio, and others. After all, fundamental data are nothing but

numbers, and computers can certainly crunch any numbers that are

fed into them! When it comes to judging the current financial performance

of a company compared to its peers or compared to its

historical performance, the computer is often just as good as human

financial analysts-and the computer can watch thousands of

such companies all at once. Some advanced quantitative systems

can even incorporate news events as inputs: Nowadays, it is possible

to use a computer to parse and understand the news report.

(After all, I used to be a researcher in this very field at IBM, working

on computer systems that can understand approximately what a

document is about.)

 
Renat:
Everything is correct with fixing the profit when crossing zero. It should be so.

Perhaps that's the way it should be. I was asking why this particular model was chosen?

With locks it is clear - US legislator has tried there, others have factors contributing to cancellation of locks (although I don't understand why it is not optional to leave, at DC's choice)

PS

If you have a good result - let everything happen with PROFIT, I'm talking about working with LOSS position.


Does not it seem a little absurd such an example?

They bought a bag of sugar for 240 roubles. The price went down to 140, we bought another sack.

The price went up to 175 roubles, we sold a sack for that price.

Oh, my goodness - as a result of the work done, we made a loss (even though it is clear to everyone that there should be a profit)...

Doesn't it seem that the result of all the work, so to speak, translated into the market that interests us should be a bag of sugar at, say, 205 rubles?

 
Interesting:

...

With locks I see - US lawmakers have tried, others have factors contributing to cancellation of locks (although I don't understand why it's not optional, the DC's choice).

...
What makes you think that lots are banned in all DCs? It's not so, to put it mildly.
 
Interesting:

We bought a bag of sugar for 240 roubles. The price dropped to 140, so we bought another sack.

The price went up to 175 roubles, and we sold the sack at that price.

Oh wonder - as a result of the work done, we made a loss (although it's clear to everyone that there should be a profit there)...

Doesn't it seem to you that the result of all the work, so to speak, translated into the market that interests us should be a bag of sugar at, say, 205 rubles?

Any accountant will tell you that there is not enough data here and it all depends on accounting policy.

But! Regardless of the accounting policy, when all the purchased sugar is sold, the financial result will be the same. Don't kid yourself.

 
joo:
What makes you think that locs are banned from all DCs? It is not, to put it mildly.
I didn't say that ALL of them are. I was just noting that regarding the introduction of NETTING in MT there are two statements: 1 - US legislator 2 - Other factors (starting with the transition to new markets)...
 
Interesting:

Perhaps that's the way it should be. I asked why this model was chosen?

Because it makes sense. Because that's how all the exchanges in the world work. Because that's how the maths works.

Why shouldn't you have a loss if you are sitting on a bag of sugar that you paid 240 for and is only worth 175 today?

MT5 has severely ruined the buzz for many sixth-point enthusiasts.

 
Interesting:

Perhaps that's the way it should be. I was asking why this particular model was chosen?

With locks it is clear - the US legislator has tried there, there are other factors contributing to cancellation of locks (although I don't understand why it is not optional to leave, at the DC's choice).

You do not understand for exactly one reason - you have not thought about the implementation and implications of a mixed model.

On the technical side of implementation this is complete suicide. I recommend that you spend a couple of days deep thinking over the problem with a compulsory table of trades and complete schemes of transaction processing. We spent a lot of time thinking about it, did two approaches in 2004 and 2007, and wisely gave it up.

Without calculated spreadsheets and schemes there is no point in even discussing this topic. As a dessert, think about the consequent duality of the models of any experts who would go mad that there are two completely different models of how orders work.

Doesn't this example seem a little absurd?

You bought a bag of sugar for 240 roubles. The price fell to 140, bought another sack.

The price went up to 175 roubles, we sold a sack at that price.

Oh wonder - as a result of the work we have made a loss (although it is clear to everyone that there should be a profit)...

Don't you think that the result of all this work, translated, so to speak, into the market we are interested in, should be a bag of sugar at, say, 205 roubles?

I'm not asking for the tables for nothing.

Symbol
Operation
Volume
Price
Average price
Profit
sugar
BUY
1
240240

BUY
1
140190

SELL
1
175190
-15





It is correct - at an average buy price of 190 we sold at 175, which resulted in a loss of 15. We should not kid ourselves by looking for a profitable matching order. The final financial result will not change.

 
timbo:
Loki is an F in maths.

:)))

That's your very big mistake ! Very, very big...

I'm sorry.

Reason: