Machine learning in trading: theory, models, practice and algo-trading - page 1600

 
Boris:


Don't make it too difficult... The task is complicated enough as it is.

If you know how to make money on GSF, then you need to extract from the tick stream the one you need to work, that's all.

The final stage of sifting (or other similar operation) is to get an infinitely divisible probability distribution of increments.

 
Alexander_K2:

Don't make it too difficult... The task is complicated enough as it is.

If you know how to make money on GSF, then you need to extract from the tick stream the one you need to work, that's all.

The final stage of sifting (or other similar operation) is to get an infinitely divisible probability distribution of increments.

I've found some profitable sets for different TFs and different pairs

but only with a condition of improvement of the "curve" of bets

but, as I wrote above, I'm not sure that on H1 and H4 they should be used, because most of the sets either on the opening or on the closing of the order are in the area of change of dates, which is fraught with endless spread, on which I personally, as you know well (if you are what I think), already lost a decent amount

So now I'm wondering if it's worth using or if I should keep looking for more options

 
Boris:

I personally, as you well know, have already lost a decent amount

:))) You got me confused with someone else, my friend. It's the first time I see you here.

Don't be sad, money is a gain. But, for that, you have to see the Truth. It says so in the Book of Wise Men.

Well, I'll be on my way, for I'm only His Shadow...

 
Alexander_K2:

:))) You got me confused with somebody else, buddy. It's the first time I've seen you here.

Don't be sad, money is a gain. But, for that, you have to see the Truth. It says so in the Book of Wise Men.

Well, I'll fly on, for I'm only His Shadow...

I am... But it's a pity if I'm confused... it would be interesting to talk again with the one I confused )))
 
Alexander_K2:

Don't make it too difficult... The task is complicated enough as it is.

If you know how to make money on GSF, then you need to extract from the tick stream the one you need to work, that's all.

The final stage of sifting (or some other similar operation) is to get an infinitely divisible probability distribution of the increments.

...and agree with a broker that he also sifts quotes when we enter the market.)

 
Alexander_K2:

:))) Buddy, people have been working on this for years and are saving this technology.

Max Dmitrievsky knows a little more about it than everyone else. But so far, by all appearances, the results are not very good... The reason is banal - he sees that it's all about the market's own time, but (and it's not his fault) continues to think in terms of our earthly time - one hour, one minute, one second... But it's not like that on the market - it has its own structure of time, which is difficult to describe in ordinary terms.

While there was no time

I have understood how to work with volatility clustering and build simple models based on it. It is very simple, but not always effectively.

Obviously, you need a higher quality sifting and that's where the grail lies and nowhere else
 
For reading at your leisure:
 
Alexander_K2:
For reading at your leisure:

It's a classic, we can all do it.

 
Maxim Dmitrievsky:

it's a classic, we all can

:))) This is for all those who suffer. To have an understanding that there is nothing on "raw" data and no mathematical device will cope with usual OPEN/CLOSE or ticks. That the stages of data preprocessing and thinning are necessary for any TS.

And the way to prepare market quotes for the analysis - everyone is free to be creative. (temporary)).

 

Preparing full-fledged machine learning with Python support right in Metatrader: https://www.mql5.com/ru/forum/306688/page29#comment_14728528

This is a very important priority for us in the development of algotrading in MT5.

Take a look, please.

MetaTrader 5 Python User Group - как использовать Python в Метатрейдере
MetaTrader 5 Python User Group - как использовать Python в Метатрейдере
  • 2019.12.20
  • www.mql5.com
Мы готовим модуль MetaTrader 5 для Python, аналогичную R...