Machine learning in trading: theory, models, practice and algo-trading - page 1355
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The second picture is really good! What changes in the algorithm made it possible?
I changed the filter parameters to calculate the target. The high-frequency components, which gave the spread, were eliminated. Let me remind you that I do not predict the price, only the shift of the possible center of its possible distribution.
I changed the filter parameters to calculate the target. The high-frequency components, which gave the spread, were eliminated. Let me remind you that I do not predict the price, only the possible center of its possible distribution.
It's already much better). Starting from the prediction >2 and < -2 by X, loss-making trades are hardly expected if I close in 5 minutes.
If you have cut off the HF component, you will have to wait half an hour instead of five minutes. And in half an hour will happen what is shown in the 1st figure. That is, you can grab SL. But if you make the stops large, then maybe it will work. On the other hand one large stop, will cover several small TPs.
If you have cut off the HF component, you will have to wait not 5 minutes, but at least half an hour. And in half an hour will happen what is shown in the 1st picture. So you can grab a stop. But if you make the stops large, then maybe it will work.
You won't have to.) Clarification of the target for NS training is good in any case. Nobody cancelled stops and exits from deals, and nobody forbade forecasting in the course of the deal). This has not even been looked at yet and is not even in the plans.
It is impossible to make a half-hour forecast. At these settings for 10-15 min everything should theoretically start to fall apart. And I don't do long-term ones.
PS It did start to fall apart at 10 minutes. But we can still live.) For real, on the area chart only ~1/4 trades in minus, for clarification it is necessary to draw a regression line.
PS2 In general, the HF component of the price should not run anywhere far, except in extraordinary cases. If it is more than that, then you should use stops.
In any unclear situation, count the spectrum! The spectrum is your choice! (The spectrum is now also available in the case of non-stationarity.)
Have you ever tried to count the spectrum of, for example, any exchange or Forex instrument?
Check it out. It will be useful. It will open your eyes. Maybe, then you'll get rid of your blinders.
Have you tried to practically calculate the spectrum of, for example, any stock or forex instrument?
Check it out. It will be useful. It will open your eyes. Maybe then you will throw off your blinders...
Lard and lard - why try it).
Lard and lard - why try it))
;)))
There is lard, and a lot of it, but it differs in taste, smell, thickness, with pepper, garlic, or smoked ... --- unsteadiness, that's how it is... ;)))))))
Have you tried to practically calculate the spectrum of, for example, any stock or forex instrument?
Check it out. It will be useful. It will open your eyes. Maybe then you will throw off your blinders...
Radio amateurs don't know the basics of the matstat - calculating a sample analog of a value makes sense only when it converges to the true value (when the sample volume grows). For example, you can always calculate the arithmetic mean of a Cauchy distribution sample, but that does not mean the expectation of the distribution.
Prices do not have a spectrum because they are close enough to a Wiener process. But from any particular graph of them (the realization of a random process) you can always calculate something calling it a spectrum.
Radio amateurs do not know the basics of the matstat - calculating the sample analog of a value makes sense only when it converges to the true value (when the sample size grows). For example, you can always calculate the arithmetic mean of a sample of a Cauchy distribution, but that does not mean that the distribution has a mean.
Prices do not have a spectrum because they are close enough to a Wiener process. But from any particular graph of them (a realization of a random process) you can always calculate something calling it a spectrum.
All in all, you have no practice.
Theory without practice is dead.
In general, you have no practice.
Theory without practice is dead.
"Theory without practice is dead and unfruitful, and practice without theory is useless and pernicious."
П. L. Chebyshev
In general, you have no practice.
Theory without practice is dead.
Oleg, stop it. Comrade is too smart, and has been trying to get the point across to us for a week that until Daddy fell down the stairs, we can't say anything about the spectrum of his statements on the subject, because they don't exist.