Machine learning in trading: theory, models, practice and algo-trading - page 3199

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Maxim Dmitrievsky #:
Just a while ago looking for some events
Now here are the quantum cuts

I don't see the contradiction.

Time series here is a way to describe price change in dynamics, and events are a factor influencing price change.

In my understanding - the market in the form of SB moves from event to event, and the event is like the application of force to an object - it sets the speed and vector of the subsequent movement in the form of force influencing the price.

Quantum segments describe probable points of triggers of event manifestation.

 
Aleksey Vyazmikin #:

I don't see the contradiction.

The time series here is a way of describing the price change in dynamics, and events are the factor influencing the price change.

In my understanding - the market in the form of the SB moves from event to event, and the event is like the application of force to an object - it sets the speed and vector of the subsequent movement in the form of force influencing the price.

Quantum segments describe probable points of triggers of event manifestation.

for God's sake )

 
Maxim Dmitrievsky #:

for God's sake.)

Yeah, to each his own....

But have you evaluated the SB from the point of view of the trend component? For example, you can calculate the number of trends of different lengths, the stability of trends after correction to resume movement along the vector of the current trend. It is possible to estimate the frequency and size of outliers over the range of average price with a window of 100. You can also look at the time of trend duration, estimate seasonality....

 
Aleksey Vyazmikin #:

Yeah, well, to each his own.

Have you evaluated the SB from the point of view of the trend component? For example, you can calculate the number of trends of different lengths, the stability of trends after correction to resume movement along the vector of the current trend. It is possible to estimate the frequency and size of outliers over the range of average price with a window of 100. You can also look at the time of trend duration, estimate seasonality....

My NSs look for repeating patterns of any kind in quotes, they don't do anything else.
.
You can exhale at once after a series of meaningless words.
 

Yesterday I decided to trade to unwind, and today I want to tell a little bit about - levels and about events... using yesterday's example.


Let's say we know how to identify the PD/SP levels of those clusters of large orders.

I see it like this.


A lot of strong buy positions stop the price and it changes its direction...

Let's say we know how to identify this big player and his levels...

scenario 1.

the price stopped out and the trend reversed.

My action is to enter from the level.


Scenario 2 (price flattened near the entry point).

A major player closes the position amidst uncertainty, this flotation around the position of a major player is a sign of this for me, or I just got the level wrong.

My action is to take a stop loss

I will not illustrate )

scenario 3 (price sharply breaks the level of a major player)

Questions

1 - Did the big player manage to close his position?

The answer is no, he had no chance to close the position because of the sharp squeeze down, the position is big. Why is it big? Because the price stopped earlier by forming a level.


2 - What will the big player do when the price returns to his level?

The answer is he will close his position at the same price at which he entered, the price will decline from the onslaught of his sell orders. Sell orders because he is closing his buy.


Scenario 3+ (price returns to the buy level)

My action is to sell from the buy level of the big guys.





===============================================================

I illustrate at once practically all scenarios except for 2



1) scenario 1 (entry from the level) I buy first.

2) it is cancelled and goes to scenario 3 (sharp breakout) I take a stop.

3) scenarios 3+ close of big player's purchases I enter the sell.

4) Scenario 1 appears again, I close the sell and take a buy.


 
mytarmailS #:

===============================================================

I illustrate at once practically all scenarios except 2.

Magic is forbidden outside of Hogwarts.
Enter point to point.

 
Maxim Dmitrievsky #:
My NSs look for repeating patterns of any kind in quotes, they don't do anything else.
You can exhale at once after a string of meaningless words.

So on SB it's just an illusion - patterns are random, just like quantum segments...

 
Aleksey Vyazmikin #:

So on SB it's just an illusion - patterns are random, just like quantum segments.....

Yeah, but the very fact that you can find them.
If you give me a non-SB, I can find patterns there too.
 
Maxim Dmitrievsky #:
Yes

Then what's the point of burning extrication?

 
Aleksey Vyazmikin #:

Then what's the point of burning extreme power?

I have an energy-efficient mac
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