_Market description - page 12

 
Mathemat писал(а) >>

I have never considered that the sensitivity of the system to input and output should be the same. And it can't be obvious to the rest of us. It all depends on the system. I have already given an example of a system for which this is not the case: input is on breakdown, output is on doldrums. But this system is clearly not a rollover system.

And, say, for a coup, as Figar0 has already pointed out, these values are the same.

No, that's exactly what I'm saying here.... For everyone, it's not the same... To understand it, try to try to disprove me, well for that you will only have to, write an advisor who will refute it with his example ... You can even try to do it together... Well, let's not develop it together, but make a problem statement, that will be proved on real quotes... M1 period, all ticks... :)

 

Refute what, LP? What assertion? That the values are not equal? And one example would disprove it?

 

Don't sweat it Alexei, LP just changed his casting tactics and the goals are still unfulfilled.

для этого вам всего-лишь надо будет, написать советника который на своем примере это опровергнет... Это можно, даже попытаться сделать совметно..

I knew right away it was him coming back for you .

Casting, shmasting, choosing.

What to do (((

Arguing is forbidden ((

Either unquestionably take off his hat and declare him king of all programmers and traders, or he'll take out his caveman and put everyone around him in a 360° turn.

 

Mischek, hats off to your psychological skills!

 
Mathemat писал(а) >>

Refute what, LP? What assertion? That the values are not equal? And one example would disprove it?

M, I think I get it, you're a forum troll... You're spinning like a frying pan - all the straightforward questions.... the answers are... uh,let's just say crooked... You don't think things through, you never give a straight answer, and on the other hand, there's nothing constructive from you .... just criticism and platitudes...

Conclusion - "Sorry, I won't have any more questions to your remarks..."


:)

 
Mischek писал(а) >>

Don't sweat it Alexei, LP just changed his casting tactics and the goals are still unfulfilled.

I knew right away it was him coming back for you .

Casting, shmasting, choosing.

What to do (((

Arguing is forbidden ((

Either unquestionably take off his hat and declare him king of all programmers and traders, or he'll take out his caveman and put everyone around him in a 360° turn.

:)

You are an amazingly cool plychologist.

And just a little comment - "what makes you think I want to take part in this epic? I say this - "YOU... Gentlemen who are sure I'm wrong, you need ALL TOGETHER to create this TK ..." ... Otherwise you'll end up with either one strategy or the other.

I, the Japanese god, do not need to create anything, because I'm like, I already have it ... Tired of repeating myself... :) Still can't hear... :)

Mishek, where can I, in what post, read something from you other than sablukovshina? You should have been banned before Sablik, at least he emits humor, while you are just rubbish, just meaningless verbiage ... And it's so characteristic - boo-boo-boo... boo-boo-boo... :)

You must be old... Stale... And smoky, too. You can't make a damn thing out of other people's ideas... You can't "steal" an idea... :) >> the world is always changing.

 

"Flying"?) Shall we continue?

I thought and thought, nothing interesting, platitudes and obviousness, but I will try to write them down, at least for myself, it disciplines me and helps to fight natural laziness)

The 1st obviousness: different market situations require different approaches, and an analysis of different factors for building a forecast;

2-nd: these market situations can, hopefully, be divided into a finite number of classes and each one can be selected according to a different set of meaningful criteria with a potential for further analysis;

3rd : any TS should contain a "sensor" as the first block of its algorithm, capable of determining the current market situation with a probability higher than random.

Thus the TS we need will look like this

a) A sensor that should identify the current situation with the highest possible speed for the required accuracy. The sensor inputs could be the following attributes: "instantaneous" speed and acceleration (i.e. last few bars, ticks, etc.), time of day, day of the week, etc. Output: there will be a class to which the current market belongs. I have just started to formulate classes, let them be impulse, trend and flat for now.

b) Block of selecting trading criteria for each class.

c) Block of trade decisions generation on the basis of analysis of criteria that correspond to the current class.

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But it is important to understand this later.

For now it looks like this) In short, like in school for idiots, "heavy bodies fall a bit faster").

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Now we need to identify possible classes, then we will look for each of them meaningful trading criteria, it is possible that by coincidence of the criteria some classes may be merged. Who can suggest which classes? And perhaps their respective attributes?

 

Figaro, do I understand correctly that you are proposing to create some kind of set of rules that will allocate classes (clusters) from the dataset.


For example, the EM cluster works by sampling based on Hilbert indicators. Whenever I tried to cluster by three classes (Imuls, Trend, Flat) I always failed.







The topic is interesting, I will try to participate.

 
sol писал(а) >>

Figaro, do I understand correctly that you are proposing to create some kind of set of rules that will allocate classes (clusters) from the dataset.

It's an interesting topic, I'll try to get involved.

Basically YES, but highlighting the classes I mentioned is an ongoing intermediate task, the main goal is to find trading criteria for each class. Join in, it's more fun together.

 
Cluster indicators should be suitable for 'market description'...
Reason: