Machine learning in trading: theory, models, practice and algo-trading - page 1131

 
Vizard_:

I won't say anything)))

Tell me, what's the big deal, I take criticism.

 
mytarmailS:

Well, tell me, what's the point, I take criticism

Zones creep up on each other.

It's not quite clear what's going on.

the flat zone ate the trend one...

So far an ambiguous decision

 
Igor Makanu:

ah, I see.... I already asked toxica in this thread, now it must be your turn... Doesn't the napoleon squeeze you?

)))


Damn, where were you when I've been asking everyone here for days how to look for a float)))

I'll use my own indicator anyway.


Igor Makanu:

Replace the word "flat" with the word "consolidation",

There are also channels, sideways, sawtooth, density ))

I call it a flyaway, maybe I got used to it

 
Vizard_:

radikal.ru/video/m9Ct2f9xDCn

Thank you, music ok))

 

And I also thought whether there is a regular alternation between the flops.

I ran a sliding window on the Euro and noted the characteristics of my function

Let's make a spectral analysis)))


(I'm sorry. I've changed the wrong EUR)


It turns out that we can predict the intervals between the flat and if we can predict the flat approach it's something else



Or I've just found a normal volatility cycle andVizard is laughing under the table))

 
mytarmailS:

And I also thought whether there is a regular alternation between the flops.

I ran a sliding window on the Euro and noted the characteristics of my function

Let's perform a spectral analysis)))

It turns out that one can predict the intervals between the flat and if we can predict the flat approach it's already something

The period of a price series is infinity

And your period will be a multiple of your window.

In this case, if the cotier will fly (and it will fly in the dynamics, 100%) beyond the window, then the error will poppy.
 
( Or maybe I just found the usual volatility cycle andVizard is writhing under the table laughing))

I'm not going to say anything)))

 
Igor Makanu:

Well as if hurray! I have already written in a topic about looking "curves" in the tester, you have passed to a new level of "curves" ))))

It's strange to hear such a question from a man who wrote SSA

Or didn't he?

 
Vizard_:

I'm not gonna say anything)))

I said it myself )))


That's right, it's the same cycle.



 
Igor Makanu:

SSA is cool, I remembered the work with matrices, so to speak, charging for the mind, and ideas about prediction appeared, then I'll plug trajectory matrices into neural networks, and then... I'll either use curves or keep reading ;)

Curves do not work)