Machine learning in trading: theory, models, practice and algo-trading - page 2085
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Thank you, I read it... I don't understand everything, but that's my fault))
What's not clear?
What is not clear?
I don't understand anything about impulse characteristics
How to read, how to count, etc..I'll show you an interesting thing, if I can reproduce it
I don't understand anything about impulse characteristics
how to read, how to count, etc..Look, the MA(moving average) is a simple filter, for the MA(4) its IM (0.25, 0.25, 0.25, 0.25), for the MA(5) (0.2, 0.2, 0.2, 0.2).
For the MA(5), we take the last 5 prices, multiply each one by 0.2, add them up and this will be the value of MA(5) on the last bar.
You don't need it right now, just read the first part of the article and understand the filter types.
1) the range of the waving periods to be enumerated
2) the control function is the optimum period for the wrecker, what can be input to the period for the wrecker ?
karoch. you are an expert like i am ilon mask.
they don't have it, when they do, everything will be fine.Oh, it's much worse than it looked at first glance, total nerubanto.
I have not got to the news, so I can either get the price series and compare it to the news series, or parse the news series in the tester.
For example, is it possible to find a function that determines the presence or absence of important news for that day (binary classification) based on quotations for that day?)
For example, is it possible to find a function that determines the presence/absence of important news on that day (binary classification) based on the quotes for the day.
it is possiblehttps://www.mql5.com/ru/forum/244716#comment_7451342
The code worked before without problemshttps://www.mql5.com/ru/forum/123222/page4#comment_3229236
First, I would like to make sure of the fact that the news is important enough)
It depends on what we're looking for, if you confirm that at the time of news there is a surge of valotility (the code at the link is looking for it), then yes it does, because the news release is a kind of ritual during which there is a ban on putting oders and... the legend? the big strong players remove their orders during this action, which leads to a spike in valutility, the source of legend - the Internet resources of various forex brokers
if to confirm that the news turn the market - i doubt it is possible, then ZigZag with a big step to help, often trends were reversed at night, when no important news for everyone was released
To begin with, I would like to make sure of the fact of sufficient significance of the news) For example, can I find a function that determines the presence/absence of important news for that day (binary classification) based on the quotations for the day.
The date, time is there, the speed and the range of price change of a pair in the period of half an hour before and 3 hours after the news. The news is given for the country. The first archive is a breakdown by country and type of news. Select the country and view the effect of each news item on price. I can't think of anything else.
In addition there is a forecast of the importance of the news M L. It will be possible to compare. I do not know what the numbers after the letters of significance mean.
It's New York time) and I have to take into account daylight saving time.) Or to skip the day of transition.
Well... Zircon is fun... a lot of fuss, of course, but here's what happened last time
makes sense.
But if you add a spread :D
For example, can we find a function that determines the presence/absence of important news for that day (binary classification) based on the quotes for the day?)
I did not understand the question at first. There is a dilemma here. If you take as a condition, significant impulses act on the price. Impulses can be news and events in the country. And of course we cannot separate the simultaneous action of news and events. But the timing of news is certain. As for events, this is a complicated subject in terms of determining when an event begins to affect the price and how significant it is.
Watch the change in price at the time of the news. If we don't forecast behavior by significance, we watch the FA, the situation in the country at the time of news).