neural network and inputs - page 31

 
Debugger:

I have a question for MetaDriver. How do you determine entry/exit points when a signal is present? I have a lot of options and they all work, but I can't make up my mind.

.....

I have all my TS are coup-return. i.e. "always in the market", exit-also entry-entry upon receiving a reverse signal from the forecaster (simplified: oscillator zero crossing).

All. logically, it agrees with the theory. and no fiddling with the input-outputs.

 
FAGOTT:


OK. There are two analyses:

1. we assume that there is a herd of nomadic traders in nature and their migration route runs through the mash-ups of different periods. We know nothing else about them - nothing at all.

2. We don't assume anything, but perform a dumb research of TUs in order to use them in TS construction.

Question - what is the difference between these two methods of analysis?

I don't understand the methodology - each trading method, and especially the mashki, has been studied far and wide on testers in all possible variants. The assumption of mythical groups may help a lot when constructing a TS, but only if something is known about the specifics of the trading of these groups - the time and day of the position opening or TF, the indicator parameter and the currency pair or something else.

But if you do not know anything, then HOW can you figure out the mysterious group? HOW??? And how does the process of such calculation differ from a simple analysis of a particular instrument - MA, for example, methodologically???

Not a GROUP. But groups. A bundle of groups, you see? Analyses are a bundle of groups, which stand next to each other and form a (hypothetical) smooth curve with their volumes.

 
IronBird:

Not a GROUP. A bunch of bands. A bundle of groups, you see? A bundle of groups is a bundle of groups that stand next to each other and form a smooth curve with their volumes (hypothetically).


how do the two studies differ methodologically? Is it a mere study of mash-ups, for example, from a simple mash-ups study in which the hypothesis of groups of traders is accepted? If apart from the hypothesis there is no evidence for the presence of groups, and if there is, there is no additional information about their trading methods?
 

At any given time, we know where the group is standing - up or down - because we know how to calculate the MAs. This lovely bundle - some stand up, others down. This is the vector we work with

 
IronBird:

At any given time, we know where the group is standing - up or down - because we know how to calculate the MAs. This lovely bundle - some stand up, others down. That's the vector we work with.


well, I don't know what else and.....

let's say there is no group, but we know how to calculate checksums and we have a set of checksum values.

say there is a group (a bundle of groups), but we know how to calculate bags, and we have a set of bag values. Same set, same values! Same wands, everything is the same, absolutely.

What's the difference? How does the hypothesis of having a group affect the analysis?

What criterion allows us to determine - is it really the work of some groups? Or are there no groups at all?

 

What kind of... everyone's criteria are different.

Let me just say this one more time and be done with it. I'm sick and tired of it.

Bunch of groups. Subgroups, so there's no confusion. Each subgroup has a certain volume. There is a hypothetical assumption that this curve (group period/volume) will be smooth. For each subgroup we know how to calculate the state. It stands up or down. All this is summed up (state*volume) and the output is the output. It is the solver's job to calculate these volumes. The simplest is linear regression (multivariate). But this is straightforward.

There are many points. For instance, you don't calculate only volumes, but QUANTITY of money. And this will no longer just be volume, but volume*delta_price, i.e. the difference between the opening price and the current moment. This is also easy to calculate, you just have to count not only the state of each subgroup, but also when it changed last time. I hope I've described it clearly. If it's not clear, fuck it.

What to use as a solver? I don't know. The linear regression is just for illustration, of course. There is a huge field of imagination here - from lin reg to NS.

Exhaust (teacher) is also a different approach.

But all these points are a matter of technique. I am only trying to explain the idea. Seems to be unsuccessful.

That's enough, guys.

 
IronBird:

What kind of... everyone's criteria are different.

Let me just say this one more time and be done with it. I'm sick and tired of it.

Bunch of groups. Subgroups, so there's no confusion. Each subgroup has a certain volume. There is a hypothetical assumption that this curve (group period/volume) will be smooth. For each subgroup we know how to calculate the state. It stands up or down. All this is summed up (state*volume) and the output is the output. It is the solver's job to calculate these volumes. The simplest is linear regression (multivariate). But this is straightforward.

There are many points. For instance, you don't calculate only volumes, but QUANTITY of money. And this will no longer just be volume, but volume*delta_price, i.e. the difference between the opening price and the current moment. This is also easy to calculate, you just have to count not only the state of each subgroup, but also when it changed last time. I hope I've described it clearly. If it's not clear, fuck it.

What to use as a solver? I don't know. The linear regression is just for illustration, of course. There is a huge field of imagination here - from lin reg to NS.

Exhaust (teacher) is also a different approach.

But all these points are a matter of technique. I am only trying to explain the idea. Seems to be unsuccessful.

That's enough, guys.

the second time, what is the volume?
 

The volume of the peeple. The number of adherents to one subgroup or another. 10 people believe that a T=50 wagon will bring them happiness. 12 people believe that T=51(next). 15 people that T=52(next) will help. And so on.

 

to be precise, the sum of their typical stakes. For simplicity, we assume that they are equal, so we get the number of people

 
IronBird:

The volume of the peeple. The number of adherents to one subgroup or another. 10 people believe that a T=50 wagon will bring them happiness. 12 people believe that T=51(next). 15 people that T=52(next) will help. Etc.

)understandable.

In short, if we assume that - there are groups, the curve is smooth, they trade continuously and round the clock, have an unlimited financial resource (on all instruments and on all TFs to trade), we know and know how, and now we simplify, and this neglect, etc. In short, yes, yes, yes and in the end we come to the usual analysis of the TA instrument

There are no methods for calculating such groups without having a priori additional information

well, there are, but not in forex - you need real volumes

Reason: