Machine learning in trading: theory, models, practice and algo-trading - page 845

 
Regarding ticks in Forex. In Forex they are filtered on the server. Although ECN accounts probably have the same tick history for all participants. But also their DCs do not interfere with filtering. Therefore ticks only on exchange data at normal brokers.
 
Renat Akhtyamov:

Maheem, you're pissing me off.

You don't get to decide for me, okay?

I have a system that goes well without any perversions, and I ask questions just to not bother with what is not necessary

Never mind he's on his period!!! It's a well-known fact :-))))))

You know why,max? Because you're acting like an uptight chick, but what do we have to do with it, your hands are all messed up?

 

Gentlemen!

Don't any of you know anything about math?

For the billionth time, I attach Kolmogorov's work. Read at least the first two pages.

Well, everything is written as for a child. This approximation problem is exactly for neural networks. All is written in Russian.

If you don't want to mess with Erlang's flows, just take OPEN or CLOSE returns from M15 and higher.

 
If you are not able to solve such problems yourself, find me the VisSim NeuralNet module and I will show you how to do it.
 
Renat Akhtyamov:

However, the meaning of thinning is not clear

The thinning smoothes out price fluctuations and results in a smoother BP. Analogous to the wrecker, but without a delay.

 

The main idea behind converting BP into a pseudo-random is to look for a flat in the past and believe that in the future the flat will continue and the price will go back.

It is also possible to trade on the past trend in the hope that it will last.

It must make some kind of physical sense, if you ignore the mathematical casuistry.

 
Mihail Marchukajtes:

Never mind he's on his period!!! It's a well-known fact :-))))))

You know why, Max? Because you're acting like an offended chick, but it's not clear what we have to do with it, that your hands are crooked?

Do not come with your sick fantasies into this topic, or raise your head above the baseboard and then try to speak out.

 
Maxim Dmitrievsky:

Go with your unhealthy fantasies, or first raise your head a little higher than the plinth and then try to speak out

Boo boo boo.... Boo boo !!!!! I'd show you my tongue, but I do not know how to express it in text.

 
Alexander_K2:

Interpolation and extrapolation of stationary random sequences.

Where did you see stationarity in the behavior of the price?)

 
basilio:

Where did you see stationarity in the price behavior)

sleight of hand and no cheating and... the price becomes stationary))