Machine learning in trading: theory, models, practice and algo-trading - page 2538
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technically, close is the only price with reliable time, i.e. at the moment of the change of one bar by another, the price is exactly equal to close.
open is the price of the first tick of a new bar. If this first tick will be in 10 minutes from the moment of bar change, then open will be for this moment.
and here the difference between iTime(), CopyRates() [x].time and time[x] indicators.
If to approach strictly mathematically, it is necessary to use Open, because only for it the moment of arrival of its tick is Markovian - it is uniquely defined as an opening (assuming ideal hours and absence of missing quotations). Close at the moment of its tick receipt cannot be uniquely defined as closing until the end of the timeframe segment.
But more often it is accepted to work with the close. Perhaps, it has developed from the times when they worked with daily quotes.
Yes, I simply ignore the last candle in my analysis until it is closed by a new one.
Offtop. Does anyone remember the dude from the forum who was called Frodo) I don't know why I remembered him.
The average for a period of time is determined by the ISC, no?
If you need to break it into segments within some volatility limits, then I recommend to try this way: the RAMER-DOUGLAS-PECKER ALGORITHM (google it)
the average over a period of time is determined by MNC, no?
In theory yes, but where is the vector of weights or direct+inverse coordinate transformation?
The ANC is an almost universal method, what can I say ... i.e. it's abstract, but for it to work you need a well-founded physics of the process
In theory yes, but where is the vector of weights or forward+reverse coordinate transformation?
The MNC is an almost universal method, what can I say ... I mean, it's abstract, and for it to work you need a reasonable physics of the process
weights to find - there are a lot of options here
depending on how many you need.
Hai, loi, RMS
any deviations
weights to find - there are many options here
depending on how many you need.
Hai, loi, RMS.
any deviations
A beginner trader comes to this thread and asks... I wonder what
I don't know what they are preparing
predictors for the MO most likely (scales are concerned)
I suspect that they make up a function like
price = a1*y1+a2*y2+...aN*yN
a logical trick in principle
it is interesting what we will get
only if you break it up into segments, you probably need to multiply each part by something related to the angleWe are only looking for the average, we have not yet reached the trade
For all the banter, the quote should be posted on the main page of the forum and only after a thoughtful reading should it be allowed for discussions
Beware offalse prophets, who come to you in sheep's clothing, but inside they areravenouswolves.By their fruits ye shall know them. Do you gather grapes from thorns, or figs from thistles? So every good tree bears good fruit; but a bad tree bears bad fruit. A good tree cannot bear bad fruit, nor can a bad tree bear good fruit. Every tree which does not yield good fruit shall be cut down and cast into the fire. By their fruits ye shall know them. Not everyone who says to me, "Lord! Lord, shall enter into the Kingdom of Heaven, but he that doeth the will of My Father which is in Heaven. Many will say to Me in that day, "Lord! Lord, did we not prophesy in your name? Did we not cast out demons in your name? Did we not do many miracles in your name?" Then I will declare to them, "I have never known you. Depart from me, you who do iniquity."
but "who are you..." is shorter and clearer :-) let's leave the long texts to the Dreamer
technically, close is the only price with reliable time, i.e. at the moment of the change of one bar by another, the price is exactly equal to close.
Open is the price of the first tick of a new bar. If this first tick is 10 minutes after the moment of bar change, then open will be for this moment.
Well, a bar may not exist at all. B it's the same whether it's close or open)
Maybe it's stupid, but I don't like to use anything but close. When I have a series of observations (sorry) of close, I always know that there is a fixed period of time between observations (it is always the same, stable, and known to me). And when I use low / high and different calculations with them, between observations I find..... a random time interval? which is always different, from one observation to another.
It seems to me for technical analysis, and certainly in the MT environment (as far as I've had time to immerse myself in it and taking into account tester operation models) - more convenient Open. The High Low happened not clear when, Close[0] changes, Close[1] could happen one weekend ago and the next tick (Open[0]) happened with a significant gap and we will analyze the last year snow. My opinion is only Open or ticks.
But who cares about the opinion of the green beginner?)