Machine learning in trading: theory, models, practice and algo-trading - page 1096
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https://radikal.ru/video/Fm0qUroH5A1
You got me thinking.
Unfortunately WEB programming is not engaged, your question from this area, you need a search bot on the server
I can and did parsing specific network resources - the site, ie, I took the necessary information to my program from a third-party site and processed, if I am not mistaken, then on this forum, I could mention a site with some online data, like the gold was my interest, somewhere I took online prices for the metals
SZY: google GET and POST https://ru.wikipedia.org/wiki/POST_(HTTP)
Yes I just asked, as not an expert, just wondering whether it is possible in principle
?
It's not clear yet, that's why I'm not saying anything.
kroch. telling the method itself, because I'm sick of these secrets
Well that's the problem, that any pattern can be determined when it is over (has been fully formed)
And identifying a pattern does not give any forecast - you are right in the pictures, there is no alternation of events in the market as it was on the history: a pattern, then the price will go up, then a new pattern...
it's much easier to use any trend indicator and open transactions on the zero bar - the one which is overdrawn, and we'll have the same multivariate forecasts and limit the wrong forecast variants by short stoplosses
a lot of people write here about probabilities of forecasts, imho "there is no fish" here too - the probability distributions are not uniform and it will turn out that in terms of probabilities we will have a series of unlikely events, then one the most probable event, then unlikely event, then a great series of probable events
So that our Ukrainian brothers do not fall for any nonsense. About the lectures in Yale and ...
I won't tell about the lectures about Russia and what should be done with it to the future "elite")
You can rest easy about me.
It is much easier to use any trend indicator and open transactions on the zero bar - the one that overdraws, and we will obtain a similar multi-variant forecasts and limit the wrong versions of predictions by short stoplosses
but I don't have any overdraws
But I have nothing redrawn
i know, i wrote about the fact that there are no clear scenarios after the appearance of patterns
And in addition, 99% of pictures on the forum, which show the patterns, are based on the principle that the price chart is a continuous BP, I'm not sure that this is so - it's easier to make and models and look for patterns, but there are trading sessions, there is a week, month and at the opening of the week and the beginning of the month, the price often (than in the rest of the week / month) "twists" around the opening price - this will not be taken into account in a continuous BP
1) It is said: SB can create imaginary patterns, support and resistance levels, etc.
2) It doesn't concern the breakdown systems where the requests are really clustered and their fulfillment gives rise to some movement1) Sure it can, but the market is not the SB, I've often said so myself, my misha even built trend lines in the SB, he's a beauty))
2) Look, you're contradicting yourself, you have the SB market, then you have a breakthrough system with requests, and these are levels by the way.
1) Sure it can, but the market is not the SB, I've said it more than once, my misha even built trend lines with SB, nice guy))
2) Look, you're contradicting yourself, if you have the bull market then you have a breakthrough system with requests, and these are levels by the way
i just get baffled by the definitions that the Brownian motion is the SB, and the generalized is not the SB, hence the confusion
maybe i don't understand something in this life.
Yes, these are levels, but the patterns there are within bars, i.e., consider them as ticks. Pure market mechanics, I would say, which does not work everywhere because of slippages1) yes it is clear, I wrote about the fact that there are no clear scenarios after the appearance of patterns
2) Well, 99% of pictures on the forum, that show the patterns, are based on the principle that the price chart is a continuous BP, I'm not sure that this is so - it's easier to make and models and look for patterns, but there are trading sessions, there is a week, month and at the opening of the week and month price is more often (than in the rest of the week / month) "turns" around the opening price - this will not be considered in a continuous BP
1) i agree the proximity measure is rubbish, but so far there is no other, you can try and BP pre-processing it somehow zig for example
2) Well if you add predictors, time, day of week, session, month, quarter, then by idea should take into account