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Anyway did a modulo increment and plotted a histogram window of about 30000 values, very similar with this
https://www.mql5.com/ru/forum/221552/page567#comment_8665711
Here you go
Well, also converging to normal, h.t.d.
Now look at the subject - I've already mentioned it in "Machine learning...".
It is possible, as I do now - to wait for the sum of increments to go beyond a certain interval, etc., etc. But, deals are extremely rare... Terribly boring and tortuous...
If this junk (amount of increments) is shoved into a neuronet, it will stupidly hack it and the trades will be at every time step - 5 min. Fun. Profitable. A grail. No?
If this junk (amount of increments) is shoved into a neural network, it will bluntly hack it and there will be trades at every time step - 5 min. It's fun. Profitable. A grail. No?
NS is complicated for me.
NS is difficult for me.
He's the one who's fooling around.
And erlang how to count, in the sum of the increments count not all in a row, but at a certain interval. I.e. = increment 1 +
increment 3 + increment 5, etc.
And erlang how to count, in the sum of the increments count not all in a row, but at a certain interval. I.e. = increment 1 +
increment 3 + increment 5 etc.
No. It's much more complicated than that... I'll post the data later.
He's the one who's playing dumb.
I didn't turn on anything. I'm just at a standstill right now - looking for different options, communicating with young people in their language. What else is there to do?! It's so depressing...
No. It's much more complicated than that... I'll post the data later.
Write the algorithm, maybe I'll understand what's what.
By the way, should the M5 increments be calculated on a five-minute chart? Or it would be better to use Close(current) - Close(5) on a minute chart?
Write down the algorithm, maybe I'll understand what's what.
By the way, do the M5 increments count on a five-minute chart? Or it would be more reasonable to use Close(current) - Close(5) on a minute chart?
On the five-minute chart.
Erlang's Flows Algorithm? We should accept data through the sum of exponential time intervals. There are no such archives and cannot be - that's why I cannot use strategy tester.
Anyway did a modulo increment and plotted a histogram window of about 30,000 values, very similar to this
https://www.mql5.com/ru/forum/221552/page567#comment_8665711
Well, it's xi-squared, obviously.
It's the variance. I'm wrong of course - the sum of the moduli of the increments is directly proportional to the variance.
We should just count the sum of the increments - we have a normal distribution.
But again, what should we do with it? Should I work with the levels in the weekly window? I'd rather stop working on the market altogether - I'm bored and I don't need any money.
Nothing else but neural networks comes to mind...