Machine learning in trading: theory, models, practice and algo-trading - page 274

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Yuriy Asaulenko:

Not Dimitri, but I'll tell you, you're wrong. White noise is really easy to work with. It's a medical fact, I'm sorry. The only question is where to get it, this white noise? ))

White noise if you integrate (cumulative sum to calculate) you get a random walk, which cannot be traded with an advantage. Of course it would be easy to trade the white noise itself if it were the price, but of course that was not the point.
 

I will not:

I will not, you can jinx the trade, it's near-market people like to show beautiful pictures, I do not trade near-market. If you learn how to trade profitably, then by that time you will know that extra popularity has no sense, it's not showbiz like near-market traders.

I still hope you're joking)) it's unprofessional, unbiased, and a little inadequate, as for me :)

You know, when a man is something confidently argues and asked her why you think so? Confirm their views by some of your studies or a finished product, and the man at least as far as possible to explain his point of view. That is, to put it simply, a man is responsible for his words, like a boy.

Then the man is treated in the same way, people listen to him.

And when a man begins to twist his words and say all sorts of nonsense, then such a person is treated differently, there are tons of them on the thread, they do not understand what they are saying, most importantly in a positive tone.

If you have not noticed I also have my own view of the market and have a system, so all I wanted was to compare your work with mine just to see who did better and more adequate to the market, in emergencies you can send them in person

 
I cannot do it:
If we integrate (cumulative sum to calculate) then we get a random walk that can't be traded with advantage. Of course it would be easy to trade the white noise itself if it were a price, but of course that's not what we were talking about.

You can trade white noise on RTS index futures, not integral. But 20 trades a day is too much. The profits are amazing. I am enough for a couple of days - with my hands. I cannot stand it any longer.

I gave up. But I can't make it automatic.

 
mytarmailS:

What are you talking about now?

About the properties of the market. And not unimportant, by the way. What were you thinking about?
 
mytarmailS:

I just don't understand the connection between the words white noise, RTS and 20 trades a day

I was the one who posted the results of trading on the rts, not the toxic

Haven't seen your post or your results, and admittedly not interested. The question is white noise and whether it can be traded. You can, and successfully. With your hands.

The question is how to do it in an automated system? Purely theoretically, of course.

 
mytarmailS:

:) So where did you get the words"RTS" and "20 trades a day" from??? You're a strange man.

I trade on the FORTS. I also trade on the RTS Index. What does it have to do with you? He said it somewhere. Wow, we didn't know about that.

You're a strange man.) Do you honestly think you're the only one there?)
Let's stop, if you have nothing to say on the matter. I'm interested in the noise, not in what you wrote where.

 
Yuriy Asaulenko:

I trade on the FORTS. I also trade on the RTS Index. What does that have to do with you? He said it somewhere. Wow, we didn't know that.

You're a strange man.) Do you honestly think you're the only one there?)

So it's clear... forgot .

 
mytarmailS:

So it's clear... forgotten

Oh, come on. Theoretical questions of trading on the RTS Index can be discussed. I'll even start a topic.)

 

some advice...

I have three charts of the same length, each of them has a completely different range of values, well, for example the range of the first from -300 to -500 the second from 0 to 100 the third from 1000 to 100 000

How do I add up these charts together (summarize) to get a certain average of these three charts and that the contribution of each chart in the overall amount was the same?

 
mytarmailS:

some advice...

I have three charts of the same length, each of them has a completely different range of values, well, for example the range of the first from -300 to -500 the second from 0 to 100 the third from 1000 to 100 000

How do I add up these charts together (summarize) to get a certain average of these three charts and that the contribution of each chart in the overall sum was the same?

Very simple. You need to scale the graphs to the same range.

//——————————————————————————————————————————————————————————————————————————————
// Масштабирование числа из диапазона в указанный диапазон
double Scale (double In, double InMIN, double InMAX, double OutMIN, double OutMAX, bool Revers = false)
{
  if(OutMIN == OutMAX)
    return (OutMIN);
  if(InMIN == InMAX)
    return ((OutMIN + OutMAX) / 2.0);
  else
  {
    if(Revers)
    {
      if(In < InMIN)
        return (OutMAX);
      if(In > InMAX)
        return (OutMIN);
      return (((InMAX - In) * (OutMAX - OutMIN) / (InMAX - InMIN)) + OutMIN);
    }
    else
    {
      if(In < InMIN)
        return (OutMIN);
      if(In > InMAX)
        return (OutMAX);
      return (((In - InMIN) * (OutMAX - OutMIN) / (InMAX - InMIN)) + OutMIN);
    }
  }
}
//——————————————————————————————————————————————————————————————————————————————
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