Machine learning in trading: theory, models, practice and algo-trading - page 1009
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Concerning the discretization.
The entire time interval can be broken down by a fine zigzag. Then segments from "a pit" to "a peak" and vice versa will be "elementary units" of the pattern (upward movement, downward movement, small upward movement, etc.). The analogy is letters.
Accordingly, we further analyze them in pairs and threes. For example, "here is the likeness of the left shoulder," "here is the likeness of the head looking down." The analogy is syllables.
Then it's just a matter of looking at the sequences of "syllables" and checking that they belong to "words".
As you can guess, the sample size will no longer matter, only the semantics.
I hope I made myself clear.
everything was already invented before us... Google "Concrete Mathematics" by Donald Erwin Knuth and Oren Patashnik and see p. You can read about derivative functions that can be written as an elementary set {+1;+1;-1;+1;+1;+1} etc. So you can encode the elements of zigzag breaks as finite sets {+1;-1}
then analyze on the history the repeatability on each set... then you can analyze numerically the found number of elementary patterns, then... then try to look for a correlation between the patterns... then... And then you'll be convinced that even if you find a connection between several patterns on the history - it will be just a chance!
And the regularity - the market pattern will not have further repetition on the history
So it's like that ;)
Everything has already been invented before us...
Not only invented, but also formalized and coded - Elliott Waves...
everything was already invented before us... Google "Concrete Mathematics" by Donald Erwin Knuth and Oren Patashnik and see p. You can read about derivative functions that can be written as an elementary set {+1;+1;-1;+1;+1;+1} etc. So you can encode the elements of zigzag breaks as finite sets {+1;-1}
then analyze on the history the repeatability on each set... then you can analyze numerically the found number of elementary patterns, then... then try to look for a correlation between the patterns... then... And then you will be convinced that even if you find a connection between several patterns on the history - it will be just a chance!
And the regularity - the market's regularity not to have further repetition on the history
So it's like this ;)
On the basis of ZZ it turns out simply a great teacher for trend trading, but no one managed to find predictors for such a teacher/teachers.
I've forgotten all about ZZ and I've written in this thread that you should first learn the machine from what you can understand, and then from the market quotes, and then from the simulations.
I've already written in this thread that you have to learn the machine first with what you can understand, and then with market quotes and a script for modeling a synthetic instrument, I thought maybe someone would pick up the idea, but no... I thought maybe somebody would pick up the idea but no...
I have a lot of money to trade on one indicatorThe ZZ is an awesome teacher for trend trading, but no one has found predictors for such a teacher/teachers, as it seems.
That's what I'm working on.
Do you have a methodology for tuning ZZ for a specific instrument? What kind of ZZ do you use (points/bars/others)?
One Indicator Rollover Trader with a Fixed LotJust a grail - ready to invest.
That's what I'm working on.
Do you have a methodology for tuning ZZ for a specific instrument? What ZZ do you use (points/bars/others)?
Killed a lot of time, but couldn't find any predictors. Maybe someone will be luckier than me.
I wasted a lot of time, but I couldn't find any predictors. Maybe someone will be luckier than me.
So you didn't raise the question of what settings should be in the ZZ?
So you didn't ask the question of what settings should be in the ZZ?
They are obvious, determined by the amount of profit you plan to make. For example, reversals of at least 100 pips in the hope that half can be rolled back. This value does not play a special role.
It is what is considered as a trend.
The determining factor is the set of predictors that will be relevant to the target. I've been writing about it for the third time, but it seems that you don't read my posts.
I wasted a lot of time, but I couldn't find any predictors (for ZZ). Maybe someone will be luckier than me.
I think ZZ as a targeting tool is a bad idea, its pivot points (knees) are in places where you can hardly predict, there are fluctuations, and in the middle of anything and trend or not trend, neither suckers nor dolls probably did not suspect that there ZZ stated trend a posteriori.
In my opinion it is necessary to play with the first derivative (finite difference) from different smoothing indulators like Djuric etc.