Discussion of high-frequency trading on MT5 - page 72

 
newdigital:
I'm very sorry ... I haven't read everything here ... but what is a multi-terminal price flow? And how can I use it in Expert Advisors? And pattern recognition is like ZUP in on*x? I understand arbitrage. I see the frequencies. And how do you determine the time when you want to attach your EA to the chart for 10 minutes?

There is not one EA, but several or more under several terminals plus one or more in the engine.
In the example that I have set up, two EAs in two terminals and one engine script are used.
All EAs work together through engine objects and therefore we may accelerate the execution by sending orders simultaneously between terminals from one and the same terminal or synchronize prices from terminals with different brokerage companies.

Now about the patterns - by default when an EA is generated the neural network is trained on patterns which are continuous normalized arrays of bars (I have ticks) that precede a profitable price movement i.e. when to enter the market. When the Expert Advisor is working it always selects the current pattern from the price flow, the neuronet calculates the signal level in percentage SELL or BUY, compares it with an admissible deviation and if it is OK, appropriate positions are opened.
This is exactly the answer to the last question - when to attach it to the chart, i.e. EAs can hang there the whole week.

But when these inefficiencies come statistically, I haven't checked it, maybe somebody will tell me, I think it has something to do with quotes filters, which as I understood they change all the time, probably so traders wouldn't get used to them...)
But ~10 minutes is not the reason there, because I was opening new default $5K accounts, turning them on and then turning them off when 100% of my deposit was hit.

 

Are these advisers actually free? This is a public forum ... :) I believe your explanation. Besides - in MT4 you can have one EA giving commands to others within the same terminal (to open orders, for example - I have one). In MT5 probably - more possibilities in this sense.

Are there free (not trial, just free) versions? Otherwise ... sorry ... have to give people something ... there's no advertising here not because no one wants to ... you understand. Free - here in a branch (source code), paid - in the Market. Both people are pleased, and you income and promotion.

Just as an idea, sorry.

 
newdigital:

Are these advisers actually free? This is a public forum ... :) I believe your explanation. Besides - in MT4 you can have one EA giving commands to others within the same terminal (to open orders, for example - I have one). In MT5 probably - more possibilities in this sense.

Are there free (not trial, just free) versions? Otherwise ... sorry ... have to give people something ... there's no advertising here not because no one wants to ... you understand. Free - here in a branch (source code), paid - in the Market. Both people are pleased, and you income and promotion.

Just as an idea, sorry.

I - against. The author - do not think.
 
but give me an example of a profitable pattern (it's almost a prediction)
 
Is it to the author (him)? If the pattern took place (completed), then the price has already recovered there. So it is like a forecast for yesterday :) And if the pattern is incomplete, it is like a redrawing indicator - maybe yes and maybe no. Yes, I agree, it is interesting to see examples from the author on patterns.
 
Heroix:
I'm against it. The author - don't try it.

Why are you making a big deal out of this? The request is not addressed to you, at least not to this nickname of yours.

newdigital:
Is it to the author (him)? If the pattern has occurred (completed), the price has already recovered. So it is sort of a forecast for yesterday :) And if the pattern is incomplete, it is like a redrawing indicator - maybe yes and maybe no. Yes, I agree, it is interesting to see examples from the author on patterns.

You can recognize a pattern by incomplete data, just like you can recognize a person by his clothes, face only, cologne, etc. and extrapolate the missing data. That is the point of patterns, for market predicates. But we can safely assert a number of funny things about them, the first is that these patterns are very simple, complex patterns do not work, and the simple ones are like momentum, acceleration, past price levels consolidation, etc. in simple combinations, that is standard TA, this is a subtype of pattern recognition. The market does not "remember" ornate patterns. It turns out that the main point is the primary preprocessing of time series, compressing the information into an optimal distribution of "states" from which the patterns are built and it's not a stupid normalized price and not MACs... This is the second point, preprocessing of BP before its analysis by a neuron is 99% of all work, in fact the neuron is no longer needed if the data is processed correctly, the patterns become obvious to the human brain, and they are simply programmed, and if the normalized price is fed to the neuron, or to a wopper, it is useless, those who understand how neurons work do not expect miracles from them. You can play this game forever, the probability of real success is vanishingly small.

 
Yes Alex, I asked for any pattern - I understand it is also a tick pattern - just a pattern (if the neural net detects it, the eye should surely recognize it)
 
Young:
yes Alex, that's what I asked for any pattern - I thought it was a tick pattern - just a pattern (if the neural net detects it - then the eye should certainly see it)

so lohhft answered this question a little earlier:

lohhft:
Now about patterns - by default, when an EA is generated, the neural network is trained on patterns, which are

continuous normalised arrays of bars (I have ticks) that precede a profitable price movement

You average a number of such patterns for a given FI, timeframe, time of day season, etc., and get a reference one, with which you compare for example the n-dimensional distance or the scalar product. But this is a dead-end path of eternal experimentation. simple normalisation is definitely not an option.

 
Alex_Bondar:

Why are you making a big deal out of this? The request is not addressed to you, at least not to this nickname of yours.

Because whoever wants to do it, will do it... and whoever can't, it's their destiny.

Oh, how interesting, what other nicknames of mine do you know? I myself am curious, maybe I'm sleepwalking and do not fucking remember that I write under other nicknames ... fuck.

Or maybe you're a fantasist?

 
Heroix:

Because whoever wants to do it, will do it... and whoever can't, it's their destiny.

Oh, how interesting, what other nicknames of mine do you know? I'm curious myself, maybe I'm sleepwalking and do not fucking remember that I write under other nicknames ... fuck.

Or maybe you're a fantasist?

don't swear - there are 77 pages in a branch. It's not an advertising thread, is it? It would be good to have the source code of a couple of such EAs ... We're talking, we're talking... I'm good, everyone's good ... but there's nothing to attach. Otherwise, it will turn out that I have participated here for free, while someone else gets burned at my expense, sorry (just kidding) :)
Reason: