Machine learning in trading: theory, models, practice and algo-trading - page 1343

 

And by the way,


this result of NS work on noise generator once again confirms the possibility of "earning on SB", the possibility of "earning on a coin". Although many people do not have it in the head.

Well it so, to a word.

 
Yuriy Asaulenko:

...Let's have your model ...

Yuri, try adding some artifact to the SB.

For example, like this: https://smart-lab.ru/blog/186186.php

Осознанность при построении систем
Осознанность при построении систем
  • smart-lab.ru
Рассмотрим вот такой инструмент: Видно, что за несколько месяцев акция очень существенно выросла. Значит, это волатильная и достаточно трендовая вещь. Поэтому логично ее торговать при помощи трендовой системы. Нетрудно построить простейшую трендовуху. По классике будем входить на пересечении скользящих средних, а выходить по...
 
Yuriy Asaulenko:


The problem is artificial, made on a noise generator, and so that theoretically this noise can be predicted. Tried it for a few counts ahead.

If it is not a secret, on what principles is the artificial series made? Is it just a roughly sine wave mixed in with the noise, or somehow more complicated?

 
Oleg avtomat:

And by the way,


this result of NS work on noise generator once again confirms the possibility of "earning on SB", the possibility of "earning on a coin". Although many people do not have it in the head.

Well it is so, to a word.

Well this is absurd, as perpetual motion in physics, that is, of course, not very obvious absurd, I remember at 7 years old I made my version of perpetual motion, but after my grandfather explained the laws of conservation, I easily understood that all attempts are futile, as well as with attempts to trade SB, although for beginners it is excusable and even recommended to work through))

 
Gianni:

Well this is absurd, as perpetual motion in physics, that is, of course not very obvious absurdity, I remember when I was 7 years old I made my version of perpetual motion, but after my grandfather explained the laws of conservation, I easily understood that all attempts are futile, as well as with attempts to trade SB, although beginners are forgiven and even recommended to work through))

The circus has gone and the clowns have remained

 
smart guys, think hard about what a noise generator is.
 
Oleg avtomat:
smart guys, think hard about what a noise generator is.
 
Vitaly Muzichenko:

you saw that word combination on the lid. Good for you.

 
Hi all. In many ways the last commenters are right about the noise generator. The theory of frequency fluctuations of the market taken from radio engineering is absolutely a failure. I got acquainted with FATL SATL in about 2006 and of course it showed its inconsistency in the form of lack of results. The high-frequency price fluctuation is there, but it is only a consequence of the price. Yes, here and now there was such and such frequency, and here there was such. But it does not say anything about what frequency will be in the future. The only really good achievement is CSSA that, as I understand it, has learned to complete the moving average tip that is redrawn by SSA but is not redrawn by CSSA. The problem is that the researchers taking this tool are overestimating it and have great expectations for it. Well, someone finally managed to add it to their TS. But in general I am skeptical of the frequency analysis, and especially of the noise generators. Here you are trying to get rid of it, and someone is adding it. Wonders and all :-)
 
By the way, has anyone seen Trickster? It makes me want to talk to him..... YEAH there was a time.... We are not We!!! :-)
Reason: