Machine learning in trading: theory, models, practice and algo-trading - page 1825
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Bootforce by simple random still rules, I have not found better approaches, because there is not even a theoretical basis for them. And there's no Runtforms, except for lag.
If there is a theory, it's not in the public yet))) Within a series, the lagged ones according to autoregression theory have a prediction on the stationary period and with the loss of stationarity, which is defined earlier, they lose the prediction. It makes no difference whether white noise has occurred or stationarity has become different.
It turns out the definition of stationarity by the fact of the result of the NS and learning from the results of the new area. Something else is needed to determine stationarity, more explicit and shorter. And criteria for loss of stationarity.
What a mess
You're in over your head, no offense...
and this pattern in reality, not bad?
And this is considered its most elementary type, in two actions, and if the actions are 15?
So conclusions, what matters in the market is events, their sequence and their price.
Max, are you drinking there or what? ))
How do you see this pattern when you subtract the trend? Don't you even think about what I'm talking about?
I think the trend can be subtracted and left in the second chart) Or in the second chart) And everything will be even more visible.)
Your head is a mess, no offense...
I do not understand what you want to convey. I don't understand what you're trying to say.
I wanted to show that the market is not a time series, and it is necessary to work with it differently, with an understanding of the process... Since there are no ready-made solutions, you have to invent everything yourself.
there is no working system, but there is a working direction, at least for good entry points.
Total drain, what's not so good here? I don't understand...
Go to the CS and do better...
I think the trend can be subtracted and left in the second chart...) Or in the second chart...) And everything will be even more visible...)
How do you see the level breakout if you delete the trend?
I wanted to say that the market is not a time series, and you have to work with it differently, with an understanding of the process... and since there are no ready-made solutions, you have to invent everything yourself.
there is no working system, but there is a working direction, at least for good entry points.
Cool, people have been working hard to prove that the market is a stochastic, but here it's just not there and that's it, you have to do it all over again))))))
How do you see a breakout if you delete the trend?
It is not removed at all, it is entered in another table. If you remove the moving average, the noise remains. Just by separating the GA and MO goes easier.
So you don't remove it at all, you put it in another table. If you remove the moving average, there will still be noise. Just by dividing the GA and MO goes easier.
Well, remove / subtract what is the difference what to call it, how to see the breakthrough level if the trend is subtracted?
how do you see the breakthrough if you look at the chart in the sliding window? if the breakthrough may be in 5 candles, or in 125 candles
how do you see the breakout if you're looking at returnees?
if you watch a returnee, may arima see it? or Garchy? or neuronka in the same sliding window?