Machine learning in trading: theory, models, practice and algo-trading - page 1758

 
Valeriy Yastremskiy:

the only question is how to screw high-frequency data to low-frequency phenomena and mona forward)))))

Like this?

Forum on trading, automated trading systems and trading strategies testing

I am learning to use intraday EMA.

Aleksey Panfilov, 2019.04.20 08:07

From the indicators inMT5,MT4 code base discussed in the topicDifference Calculus, Examples,put together this "Pseudo Fourier" combo.))

The wide red line is final, it is not redrawn.

I suggest to discuss in this thread.

If you are interested, I will send you the source code by private message.


 
Aleksey Panfilov:

Is this about right?


Not really, although send the code please. The task here is to evaluate the waves of the low price by weight and select them to the high price and so on to the tick from month to tick)))) or at least to the minute.

 
Valeriy Yastremskiy:

Not really, although send the code please. You have waves of one TF, while the task here is to evaluate the waves of a junior TF by weight and select them to a senior TF and so on to the tick from month to tick)))) or at least to the minute. i.e. there are more waves in a junior TF than in a senior one, but there should be selected target ones. or to cluster and select the necessary ones.

I agree, I think it is more convenient to assemble the expert from the indicator in the code base. If we look at the algorithm, we will see that it will be able to calibrate the indicator for each timeframe.

 
Aleksey Panfilov:

I agree, I think it is more convenient to assemble an Expert Advisor from an indicator in a code base. In addition, digitization will allow to adapt it quite finely to the situation in each timeframe.

I have an idea in masks of price behavior. But so far I haven't come to the system. Moreover, different parameters may be different for different timeframes ...

Документация по MQL5: Доступ к таймсериям и индикаторам / Bars
Документация по MQL5: Доступ к таймсериям и индикаторам / Bars
  • www.mql5.com
Если указаны параметры start_time и stop_time, то функция возвращает количество баров в диапазоне дат. Если эти параметры не указаны, то функция возвращает общее количество баров. Если данные для таймсерии с указанными параметрами при вызове функции Bars() еще не сформированы в терминале, или данные таймсерии в момент вызова функции не...
 
Valeriy Yastremskiy:

I have an idea in masks of price behavior. i.e. the mask should contain some important parameters for all TFs on a certain number of bars.

If I do "for real" like for me, then the simpler, the better. "Both above and below, inside and outside. And to look for extremes, what else to come up with...

 
Aleksey Panfilov:

If you do "for real" as for yourself, the simpler the better."As above, so below, as inside, so outside." And looking for extremes, what else to come up with...

I have no goal to make an owl for myself. everything is simpler hypothesis theory proof base and the proof itself... that's it...

drunk, of course, but the vector is correct)))))

 
Valeriy Yastremskiy:

I have no goal to make an owl for myself. everything is simpler hypothesis theory proof base and the proof itself... that's the way it is...

Alas.

The simpler the idea, the more complicated the rigorous description. (Rigorous description equals arithmetic. Arithmetic, roughly early Arithmos.)

 
Aleksey Panfilov:

Alas.

The simpler the idea, the more complicated the strict description. (Strict description, equals arithmetic. arithmetic, about early Arithmos.)

in unison, why alas? logic should be understandable. did not understand about arithmos what missed?

 
Valeriy Yastremskiy:

I have no goal to make an owl for myself. everything is simpler hypothesis theory proof base and the proof itself... it's like this...

Drunk, of course, but the vector is correct)))))

And I was thinking, why do I get so much energy?)

 
Valeriy Yastremskiy:

in unison, why alas? logic should be clear. did not understand about arrhythmos what missed?

Rhythm, equals sinusoid and resonance. The prefix A denies, even more likely than not. The first, upcoming letter of the alphabet for everyone.