From theory to practice - page 1562

 
If MA was ahead of the price, that would be the theme
 
Vladimir Baskakov:
If the MA was ahead of the price, that would be the theme

No problem, shift the MA to the right and it will be ahead).

 
Alexander_K:

Honestly - I'm sick of this forum. There was a specific question - how to determine if there is a gigantic outburst, by what criteria. If the only criterion is OI, how to get it into the terminal, or how to calculate it.

The answer to this question was a bunch of Vysotsky's waffling, high philosophy with accusations of my signals and just plain stupidity.

What is there to talk about?

Anatoly - this is not a reference to you specifically, but simply a reasoning about the pointlessness of all endeavours on the forum.

Do you think that everyone should deal with your problems and the whole world should revolve around you? You, having once chosen one direction, namely the use of return to the mean, chisel at it no matter what, using all possibilities of matanalysis. On the one hand your persistence is commendable, but on the other hand where are the guarantees of success of such a one-sided approach? After all, you can solve one problem your whole life and not solve it. I have quite a different approach to creation of vending machines. Firstly, my approach is not so scientific as yours, but more engineering, applied. Secondly, I do not "dwell" too long on one direction and if some variant of TS does not give me the result I start my search without regret in another direction and on other principles.

And here I appear, when tired of his work, I want to distract a little and joke. Sometimes I also show the results of testing my latest Expert Advisors.

Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - MetaTrader 5
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - MetaTrader 5
  • www.metatrader5.com
Тестер стратегий позволяет тестировать и оптимизировать торговые стратегии (советники) перед началом использования их в реальной торговле. При тестировании советника происходит его однократная прогонка с начальными параметрами на исторических данных. При оптимизации торговая стратегия прогоняется несколько раз с различным набором параметров...
 
khorosh:

No problem, shift the MA to the right and it will be ahead).

Exactly, as in Ishimoku
 
Vladimir Baskakov:
If the MA was ahead of the price, that would be the theme


It would only be ahead if you knew future prices. But then you wouldn't need the mashups either.

 
Volatility autoregression as a problem for stochastic gradient descent.
10 Sep 2019, 18:45
Kot_Begemot
https://smart-lab.ru/blog/560997.php
Авторегрессия волатильности как задача для стохастического градиентного спуска.
Авторегрессия волатильности как задача для стохастического градиентного спуска.
  • smart-lab.ru
Занимаясь первоначально исключительно портфельным инвестированием мы всё чаще сталкиваемся с задачей моделирования волатильности фондового рынка и его будущих ковариаций. Соответственно, так или иначе, мы сталкиваемся с проблемой выбора модели, которая позволяла бы нам на самом широком диапазоне данных получать сколько-нибудь значимые оценки...
 
Natalja Romancheva:
Volatility autoregression as a problem for stochastic gradient descent.
10 Sep 2019, 18:45
Kot_Begemot
h ttps://smart-lab.ru/blog/560997.php

Ahhhhh.... KinMax has arrived... Which means we'll live.

 
Natalja Romancheva:
Volatility autoregression as a problem for stochastic gradient descent.
10 Sep 2019, 18:45
Kot_Begemot
h ttps://smart-lab.ru/blog/560997.php

Thanks for the link. In the comments there Gorchakov (A.G.) asks a question about checking stationarity of autoregressive residuals. No adequate answer seems to be given yet.

 
 
Alexander_K:

on the bottom chart we have a great deal.

"We want to buy a Lexus, but we're not happy with the price. Let's draw a price for it and buy it. "It's a great deal!"

Reason: