Machine learning in trading: theory, models, practice and algo-trading - page 2198

 
Evgeniy Chumakov:

And what is the maximum time gap between cause and effect, are there statistics?

Not yet, it's not a trivial task, it's a hundred times harder than predicting one step ahead or similar stuff...

you have to figure it out for yourself.


But I'll ask a counter question: what's the gap between opening a trade and taking a stop, or between opening a trade and taking a take?

And the stop and take are limit orders, the force that creates the levels.


Now it's clear that this concept of a "gap" has no clear boundaries?

This is what elibrarius did not understand

 
mytarmailS:

No, by all parameters the market is a time series, but by internal structure it is not...


the market is controlled by orders, market and limit orders... ... it is the limit ones that create levels, channels, etc...

no method of working with BP, and there are lots of them, takes into account the influence of limit orders on the price (BP)

Do you think the price reaches the limit order and turns around because of that?

 
Aleksey Vyazmikin:

Do you think the price reaches the limit and reverses for that reason?

I'm sure of it, but this is my imho, not the truth

What else could the reason be? I was really wondering )
 

If you don't solve the problem of how the big players' robots work, nothing will work out for you.

Yes, there are levels, but they are always new relative to previous prices. That's the problem with not understanding the markets.

 
Uladzimir Izerski:

If you don't solve the problem of how the big players' robots work, nothing will work out for you.

Yes, there are levels, but they are always new relative to previous prices. That's the problem with not understanding the markets.

Why is that...

A large player opens a buy position through the sales of small players, and he closes his buy position (sells) using stop losses(buys) of the same small players ...

Stops accumulate in one place on the average (thanks to yelders, herdsmen and pro's), this is the level you can try to predict

in theory....
 
mytarmailS:

Why not...

A large player opens buy at the expense of small sales, and closes his buy (sells) at the expense of stop losses(purchases) of the same small players ...

stoplosses accumulate in one place (thanks to spreaders, herders and pro's), that's the level you can try to predict

in theory....

And why do the small ones sell where the large ones buy? Doesn't it seem like a stupid idea?

 
mytarmailS:

I'm sure of it, but it's my imho, not the truth

What else could be the reasons ? I was really wondering )

It happens differently - sometimes they really put a wall of large volume in a couple of levels in the glass and the buyers activity becomes less - for natural reasons there is a reversal.

However, more often the level is defended visually - the volumes start to sink and the price reverses.

If we go quickly to the levels, the depletion of the density in the cup occurs, which makes the growth unstable, and the one who wants to leave the market will lose a lot of money.

I.e. there are many reasons, and they have to be considered in the aggregate.

Added:

Here's the upper limit of the regression channel as resistance on Si today


 
Aleksey Vyazmikin:

Sometimes it happens differently - sometimes really put a wall of large volume in a couple of levels in the glass and the activity of buyers becomes less - for natural reasons there is a reversal.

However, more often there is a visual protection of the level - sharply begin to sink volumes and the price reverses.

If we go quickly to the levels, the depletion of the density in the cup occurs, which makes the growth unstable, and the one who wants to leave the market will lose a lot of money.

I.e. there are many reasons and they have to be considered as a whole.

Alexei, you are linking currency exchange in the forex market only from a purely speculative point of view. The speculative part is small. It's hard to focus on it.

 
Uladzimir Izerski:

Alexei, you associate currency exchange in the forex market only from a purely speculative point of view. The speculative part is small. It's hard to be guided by it.

I look at the Si bet and draw conclusions from what I see.

Observe the glass.

And, banks speculate when executing orders to buy/sell currencies of clients, legal entities.

 
Uladzimir Izerski:

Why do the small ones sell where the big ones buy? Doesn't that seem like a stupid idea?

the question is wrong, every transaction is two-sided

for a big player to buy for a million, someone has to sell for a million ..... same place, same prices, same millisecond...

a big player can't buy from a vacuum as well as a small player.


He just stands in the glass and waits for activity from the small players, and takes them all, because he is the reverse transaction of the small players

Now all you need is to bring all the stops to close your position ... You provoke all participants "in position" to a reverse trade