Machine learning in trading: theory, models, practice and algo-trading - page 1023

 
Yuriy Asaulenko:
There is not much left, only to abandon the levels.)) The market is only events.) The rest is secondary.

there is an event from which the price will rise or fall, the event has a price, isn't that a level?

khorosh:

You don't need neural networks to build levels.

Yeah, yeah... but to make money?




Yeah... branch has clearly degraded((

 
mytarmailS:

Two weeks ago I created an indicator that builds levels, I am still just learning to understand it and create a trading system based on it, that's why trades are sloppy and I do not always manage to take a trend.

They work out with unknown for me frequency (+-70%).

The indicator is based on neural networks

Several pictures

I've realized for myself and I've already told about it here many times...

The market is not a time series, the market is levels and events, but not the time sequence of points

Good luck to all

Exciting

how to build levels with neuronics?

 
Maxim Dmitrievsky:

https://shapeofdata.wordpress.com/2013/07/23/gaussian-kernels/

Especially for Yuri, who has nothing better to do.

Not new and already applied - see orthogonal functions or ortho-prosts. Variations on the theme.
But it is possible to read.
 
Yuriy Asaulenko:
Not new and already applied - see orthogonal functions or ortho-prosts. Variations on the theme.

That's all you need to be happy.

 
Renat Akhtyamov:

entertaining

how to build levels using neuronics?

And how would you build?

The purpose of my post was not to give ready-made, but to stimulate the participants of the branch to look at the MO under a different angle, and this angle as it turned out to be orders of magnitude more deterministic and accurate.

Let's communicate and generate ideas, and all of us will benefit from it.

 
mytarmailS:

And how would you build?

The purpose of my post was not to give ready-made, but to stimulate the participants of the branch to look at the MO under a different angle, and this angle, as it turned out, is orders of magnitude more deterministic and accurate.

Let's communicate, generate ideas, and we all will get more from this.

Your way is not bad, the market loves levels, it's true

But where would you start?

 
Renat Akhtyamov:

Your way is not bad.

But where to start?

Start with the main thing)).

With the notion of what the market is and what its mechanics is, it's a matter of faith, but faith can be supported by something or not, it's a matter of common sense.

For me the stock exchange is the usual business, which makes money to those who organize this business, at our expense, the market has an inverse correlation with the positions of the crowd (I can even show/prove it if necessary), so in simple terms all that is needed is to calculate the crowd on the chart in fact ourselves, and trade in the opposite direction. For me support is the level at which everyone will start to sell and vice versa with resistance

It took me several years and hundreds or thousands of scripts to realize this philosophy.

 
mytarmailS:

To begin with the main thing))

With the notion of what the market is and what its mechanics is, it's a matter of faith, but faith can be supported by something or not, this is a matter of common sense.

For me the stock exchange is the usual business, which makes money to those who organize this business, at our expense, the market has an inverse correlation with the positions of the crowd (I can even show/prove it if necessary), so in simple terms all that is needed is to calculate the crowd on the chart in fact ourselves, and trade in the opposite direction. For me support is the level at which everyone will start to sell and vice versa with resistance

It took me several years and hundreds or thousands of scripts that I have written.

It's not surprising, that's how it is.

How to determine the crowd,

what is the essence of your logic

?

 
Renat Akhtyamov:

It's not surprising, that's the way it is.

How to define a crowd,

What is the essence of your logic?

?

About the "crowd" I made a special copypaste to my blog, for all those who like to talk about "randomness" in financial markets

 
mytarmailS:

And how would you build?

The purpose of my post was not to give ready-made, but to stimulate the participants of the branch to look at the MO under a different angle, and this angle, as it turned out, is orders of magnitude more deterministic and accurate.

Let's communicate, generate ideas, and we all will get more from this.

I have this question, what is the target/result of your prediction - event occurrence, price, or number of pips to level?