Machine learning in trading: theory, models, practice and algo-trading - page 2863
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It doesn't fit into that logic:
1) The influence of large non-speculative players. These are, first of all, states and interstate organisations.
2) The influence of unexpected news.
3) Combination of the first points, when states react in an unexpected way to unexpected news.
There is an opinion that points 1,2,3 have very little influence on the price, and strongly influence the newly opened positions of the participants and it is not important their status and wallet size.
Here is the delta of buyers/sellers of 9 forex brokers (together) that broadcast the positions of their clients.
evaluate the correlation...
From which I conclude that the positions of the participants have a determining value.
And how to predict the actions of participants? Well, as an option to model their trading, but how to model trading? Well, we can't model everyone, we don't know everyone's strategy, but we know for sure that all strategies have one common feature - the capital curve that grows on the past data to now.
By modelling thousands of strategies with capital growth, we will approximate all participants by the law of large numbers (in theory).
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Made a first draft, through the model (this is not what I'm going to do, just a test run)
trained about 200 models on different growth areas, ala 200 TC buyers, top price and bottom like buyers.
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you can see from the chart - when a lot of models say growth-buy, the price falls, the same correlation is present as in the picture above with forex.
There is an opinion that points 1,2,3 have very little influence on the price, and strongly affect the new open positions of participants and in princetse it is not important their status and the size of the purse.
Here is the delta of buyers/sellers of 9 forex brokers (together) that broadcast the positions of their clients.
evaluate the correlation...
From which I conclude that the positions of the participants are decisive.
And how to predict the actions of participants? Well, as an option to model their trading, but how to model trading? Well, we can't model everyone, we don't know everyone's strategy, but we know for sure that all strategies have one common feature - the capital curve, which grows on the past data up to now.
By modelling thousands of strategies with capital growth, by the law of large numbers we approximate all participants (in theory).
anything that reacts as quickly as possible to price, however realised, is a situation in the moment.
anything that reacts as quickly as possible to price, however realised, is a situation in the moment.
I don't get it, what's the point?
I don't get it, what's the point?
That's good.
There is an opinion that points 1,2,3 have very little influence on the price, and strongly affect the newly opened positions of the participants and it is not important their status and the size of the purse.
Here is the delta of buyers/sellers of 9 forex brokers (together) that broadcast the positions of their clients.
evaluate the correlation...
I will repeat my deleted message that most likely the correlation is about traders following the price. That is, price is primary and delta is secondary.
the correlation is probably about traders following the price. That is, price is primary and delta is secondary.
Oppa....
didn't miss it, all the posts have been scrubbed.
Does that mean anything?
In short, good luck to those who have read it,
I look forward to being in the company of the successful.
It's time to start resting, New Year is coming!!!
Why most likely?
Some are against the trend, but most apparently believe that trend is your friend.
In my game models I have always proceeded from two axioms: (1) price is more likely to move in the direction chosen by a minority, (2) among those who do not guess the direction, a larger proportion of those who do guess change their opinion than among those who do. The first axiom speaks about the unfairness of the market, and the second axiom speaks about the behaviour of the crowd on average. These axioms seem too obvious to discard.
For a complete market model these axioms are of course missing, as they do not take into account news and the behaviour of nations.
Why most likely?
I don't think the crowd wants to trade against the trend. The lower the price, the more people want to buy to sell more expensive, and the higher the price, the more people want to sell. This is the basis of market trading. That's why it is correlated with the price.
States move the price for other reasons and can even consciously make temporary losses to achieve other goals (inflation, social, political).
News is a separate story.
Whales can divorce the crowd with large movements.
Exchanges, DCs and their insiders leaking information to whales can move the price where the client stops are bigger.
The crowd of hamsters always loses, only a few of them become successful.
Hi, GPT.
why is it that when the market is growing, most of the traders positions are for sale by brokers and vice versa
GPT: When the market is growing, it means that prices of securities, such as stocks, are increasing. In this case, traders who have bought these securities at a lower price may want to sell them to realise a profit. This can lead to an increase in the number of sell orders from traders, which brokers may facilitate by executing these orders on behalf of their clients.
On the other hand, when the market is declining, prices of securities may be decreasing. In this case, traders who believe that prices will continue to fall or who want to limit their losses may decide to sell their securities. This can lead to an increase in the number of sell orders from traders, which brokers may facilitate by executing these orders on behalf of their clients.
It's important to note that the actions of individual traders do not necessarily determine the overall direction of the market. Market movements can be influenced by a wide range of factors, including economic conditions, company earnings, and investor sentiment, among others.
elibrarius came closest to the answer, but did not take into account that orders to close positions can also be taken into account
And Alexey, of course, that it is a derivative of prices
We should ask the brokerage centres how they calculate it