Machine learning in trading: theory, models, practice and algo-trading - page 1100

 
mytarmailS:

What kind of reversal)) did you even read what we're talking about?

Then look carefully at your screen, the entry points at the extrema, the word "pivot" applied only as a method of entry, and how exactly you determine it, it does not matter.

From your screen you can see that if the trend continued, you would slowly drain the profits.

 
mytarmailS:

This is the first thing, because this is what we are discussing, and what is the point of your posts and pictures, I still do not understand.

The same as yours.

A screenshot from the indicator on the MO?

My screenshots, on the bot on the NS. Also goes training, etc.

 
mytarmailS:

This is if you're going to trade stochastic, once again, before you write something try to understand what you're talking about in general

:) ok, that's funny, let it be so. Screenshots deleted, so as not to claim something from the field of MO :).
 

how to define a flat market? post factum!

You are a horizontal movement with arbitrary dispersion.

I tried to run Dickey Fuller's stationarity test in the moving window. I thought if he found some stationarity then the market would be flat, but it didn't work(! Who has any ideas?

 
mytarmailS:

how to define a flat market? post factum!

You are a horizontal movement with arbitrary dispersion.

I tried to use Dickey Fuller's stationarity test in the sliding window, I thought it would be flat, but it didn't work(! Who has any ideas?

I am publishing the charts again:

GBPJPY 2018.

Top - the price itself

Lower - sum of CLOSE M1 increments in the sliding window - week. In fact, detrended price with expectation = 0 and variance = almost const. A perpetual flat, so to speak...

Maybe someone can use it...

 
Alexander_K2:

Once again I publish the charts:

GBPJPY 2018.

Upper - the price itself.

Lower - sum of CLOSE M1 increments in the sliding window - week. In fact, detrended price with expectation = 0 and variance = practically const. A perpetual flat, so to speak...

May be, someone may find it useful...

Sum of arbitrary increments or somehow selected?

 
Maxim Dmitrievsky:

the sum of arbitrary increments or somehow selected?

No, just all the gradients in a row. A sliding window of 7200 values of CLOSE M1 increments. I downloaded it from Finam. If we strain it, the variance will be a constant.

Files:
 
Maxim Dmitrievsky:


(Have you compared it to an rsi indicator, for example? )

No, I didn't, Max... Having once again been slapped in the face by the market, I'm already lazy...

 
Alexander_K2:

No, just all the increments in a row. Sliding window of 7200 values of CLOSE M1 increments. I downloaded it from Finam. If we discharge it, the variance will be a constant.

I see here that the variance of the increments does not always coincide with the variance of the original series

 
Maxim Dmitrievsky:

I see here that the reciprocity of the increments is not always the same as the reciprocity of the original series

Yeah. That's the trick... Otherwise, we would have long ago bought a larger purse...