Discussion of high-frequency trading on MT5 - page 76

 

lohhft: Я ничего не предлагаю, просто пытаюсь получить полезную для себя информацию в обсуждении, а о своей системе я рассказывал и выкладывал отчеты о торговле, правда вкратце,  чтобы не провоцировать обвинений в рекламе...
/Реклама удалена - Mathemat/

You keep suggesting anyway: you can see the name of this product in the pictures.

You will not sell the hashman through MQ services. Act either through Signals/Market, or open source, or give more specific information.

Please act on this resource according to the resource rules. I'm not going to help you sell an unsecured ehashnik on this forum.

P.S. I am not against FX-HFT, if such a miracle exists. But you are too blatantly trying to shove a black box. It's just unseemly; better go to buy.ru and sell it there.

 
Mathemat:

You keep offering anyway: you can see the name of this product in the pictures.

You will not sell the product through the MQ services. Act either through Signals/Market, or open the source, or give more specific information.

Please act on this resource according to the rules of the resource. I'm not going to help you sell an insecure ehshell on this forum.

P.S. I am not against FX-HFT, if such a miracle exists. But you are too blatantly trying to shove a black box. It's just unseemly; better go to buy.ru and sell it there.

You delete internal links, find watermarks in the pictures, it's just too much, and only if you pay attention to the fact that it's done in passing with hanging revolutionary posters (I mean your avatar), then such aggressive behavior in the style of "VCK-KGB" may be justified, an advertising campaign in favor of the left political forces!))) Is this in line with the rules of the forum and MQ's position, or is it unauthorised use of their internet resources, to carry out their clandestine party agenda?)))

Either way, you have successfully succeeded in stopping constructive discussion...

 

lohhft:

In any case, you have successfully succeeded in stopping constructive discussions...

translated into plain Russian - you have realised that spam is suppressed here and there is nothing to "constructively" catch from the PR.

 
lohhft:

In any case, you've succeeded in stopping constructive discussions...

Oha, on selling an unknown executable (Trojan?) under the guise of a neural network :)

Well, so what? The username is Lohft, the generator's name is consonant with "junk"... And the topic of this generator was created on another forex forum in early April :)

(By the way, on the site the authors of the executable write that it can act as a virtual protector of the user in the Internet, can save an archive of user photos and videos, documents, list of tasks, links to favorite web sites. And (!) you can instruct this program to find goods for you in online shops, and not only, but also movies and music!

In short, a tablecloth, not an exe-shop! And what's most surprising, the contents of its built-in help is practically empty :)


It's all clear to me personally.

 

Alex_Bondar:

If you only normalise the price in the hope that the multilayer Perspectron will give birth to a grail, then don't continue... It's as likely as if a hurricane flies over a landfill and picks up a Boeing by accident)))))))

Anyway, I join Negoih the substantive conversation is best left alone.

You shouldn't say that about MLP and normalisation. I also have a decent experience of working with NS, frankly I don't see the point of using such big structures you mentioned for TP forecasting even if you feed them "with a bunch" of currency pairs, stock metals and everything that might have at least some connection to predicted BP, my best results were oddly enough exactly MLP with depth of 3 hidden layers maximum, not more than 100 neurons in total. That's why Mr. lohhft(funny nickname, though...) may well be a profitable MLP Expert Advisor, but I agree that the architecture and training algorithm should be specified, at least in general terms. I don't think it will touch upon commercial interests, but it will help people who have tried to buy it understand why this or that system actually works.

Lohhft : I'm not suggesting anything, just trying to get useful information in the discussion,

I understand that you would be happy to have a competent discussion, but without specifics how is that possible?

To speculate on the picture agree to idle.

One should at least know some points, for example, the algorithm obviously takes a tick vector to the left of the entry point in a certain direction and then either accumulates some number of such vectors in pure form or clusters and averages them for each class to compress the number of vectors and accelerate further the comparison process, the question is how long a tick vector is taken? Or is it possible to set the length custom? How many unrefined patterns for a given direction are taken into account? If pre-classification and averaging is used, into how many classes is it split and is inconsistency between classes taken into account?

There is a plethora of such systems and revealing such general details will in no way take away the competitive advantage of the system. As such they mainly lie in the fine-tuning, not the general type of NS architecture.

Please consider the specifics of the community))) I, for example, may well believe that your system can make a profit, but you need a bit more details to buy it.

 

Has anyone seen a real investment? No?

Drink cold water. there is no point in the HFT making competitors. The only normal way to raise funds is through DT.

So I'm all for this guy getting the publicity he deserves.

 
TheXpert:

Has anyone seen a real investor? No?

Drink cold water. there is no point in the HFT making competitors. The only normal way to raise funds is through DT.

So I'm all for the comrade getting the publicity he deserves.

I wonder what type of trading is profitable to "have competitors"? My personal opinion is that in general the competition is an evil for any trade, or rather for some participants in the competition. If someone has an "ideal TS" then no one knows anything about this person or his TS, as long as the TS remains effective and / or person has not cut off 11 figure $ sums.

But I understood that lochoft is not pushing an ATC, but a kind of constructor of them and started a conversation here with the aim of improving this constructor, but apparently did not understand that it is necessary to provide sufficient ground for discussion. If not, then I agree that this is just an attempt to promote a black box in the wrong place for it.

 

Please, tell me if the "tick patterns" are different for different brokerage companies, logically they should be identical, as I understand filtering occurs from ticks to bars of one or another scale or not?

For example, may I download ticks from dukascopy, cheat "reference" combinations preceding the necessary price movement, and then use them for analysis of ticks and for trading with another broker?

My problem is that I cannot download qualitytick history from other broker, will not be able to collect ticks because I need quality tick history without any gaps for weekends and holidays and I won't keep my computer always switched on. I can download quality ticks, seconds, minutes, etc. from Dukas, and separately for bids and asks.

Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5
Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5
  • 2010.05.21
  • MetaQuotes Software Corp.
  • www.mql5.com
MetaTrader 5 позволяет во встроенном тестере стратегий моделировать автоматическую торговлю с помощью экспертов на языке MQL5. Такое моделирование называется тестированием экспертов, и может проводиться с использованием многопоточной оптимизации и одновременно по множеству инструментов. Для проведения тщательного тестирования требуется генерировать тики на основе имеющейся минутной истории. В статье дается подробное описание алгоритма, по которому генерируются тики для исторического тестирования в клиентском терминале MetaTrader 5.
 
lucky_teapot:

Please, tell me if the "tick patterns" are different for different brokerage companies, logically they should be identical, as I understand filtering occurs from ticks to bars of one or another scale or not?

For example, may I download ticks from dukascopy, cheat "reference" combinations preceding the necessary price movement, and then use them for analysis of ticks and for trading with another broker?

The thing is that I cannot download qualitytick history from other broker, will not be able to collect ticks because I need quality tick history in seconds, without gaps for weekends and holidays and because I won't keep my computer always turned on and there are connection gaps. I will not keep my computer always on for that there are connection interruptions. And I can download quality ticks, seconds, minutes, etc. from Dukas separately for bids and asks.

Why ask others when it is easy to check it yourself.

Download MT of several brokerage companies, start it and look at the tick chart of one symbol from two (three, ...) terminals, the question will disappear at once:)

 
lohhft: You delete internal links, you watermark pictures, it's just too much, and only if you pay attention to the fact that it's done in passing with revolutionary posters (I mean your avatar), then such aggressive behavior in the style of "VCK-KGB" may be justified, an advertising campaign in favor of left-wing political forces!))) Is this consistent with the rules of the forum and MQ's position, or is it unauthorised use of their internet resources, to carry out their clandestine party agenda?)))

Well thanks, but you clearly flatter me. "So aggressive... "VchK-KGB-style" my behaviour would be if I'd have banned you straight away - without exhortation. The technical reason for the ban is already there, but I'm still hoping for a bit of sanity on your part.

About the avatar: I changed it about a year ago - when I discovered OpenCL, and I decided my underground party assignment was to scribble a couple of articles about it (as a promotion for the political ultra-left).

You delete intra-forum links
Don't be sly, I'm not blind. You can find those very "watermarks" on those links, which are direct advertisements for the product.
Reason: