Machine learning in trading: theory, models, practice and algo-trading - page 2980

 
mytarmailS #:
So SOT reports aren't FA?

FA with a lag. Not everyone's ranked.

 
mytarmailS #:
So COT reports aren't FA?

In my opinion, COT reports are rubbish. Because the flow of market orders cannot be learnt anywhere in advance, and it is this flow that determines the order and magnitude of price movements.

 
Please ask the moderators to ban Uladzimir Izerski for flooding and deprive him of his 30 per cent bonuses, the precedent with Rena has already been set.
Uladzimir Izerski
Uladzimir Izerski
  • 2023.01.14
  • www.mql5.com
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Ilya Filatov #:

The COT reports are rubbish, in my opinion. Because the flow of market orders cannot be learnt anywhere in advance, and it is this flow that determines the order and magnitude of price movements.

Clearly.

That then it's your money to pay off.

 
Uladzimir Izerski #:

FA with a lag. Not everyone is entitled to a rank.

Okay.

So that means there are different FAs

lagged FAs and non-lagged FAs, and maybe a lagged FA.

Okay, what's a FA without lag, as you define it?

 
Maxim Dmitrievsky #:
Please ask the moderators to ban Uladzimir Izerski for flooding and deprive him of his 30 per cent bonuses, the precedent with Rena has already happened.

Please calm down.

If possible answer my questions if you have the civic ability.

 

If you manage the periods of mashes in dynamics, you get a good TS on mashes.



Moreover, it is possible to try to predict which periods of mashes will be profitable in the future.


trying different variations of fitness functions


 
mytarmailS #:

If you control the periods of the mashes in dynamics, you get a good TC on the mashes.



Moreover, you can try to predict which periods of the mashes will be profitable in the future.


trying different variations of fitness functions


It seems that very small average profit per 1 trade 0,01000 / 400 = 0,00002 - the strategy just by the spread, which will not be minimal over the bar will be taken out.

 
Forester #:

Looks like a very small average profit per 1 trade 0,01000 / 400 = 0,00002 - the strategy just by the spread, which will not be minimal for the bar will be taken away

spread is taken into account

 
mytarmailS #:

srped accounted for

minimum per bar?

Reason: