Machine learning in trading: theory, models, practice and algo-trading - page 3220
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CSV: time bid ask.
How long do I need a series?
I took so many ticks D'2023.03.01', from MQ demo EURUSD, it turned out to be about 10mln
And the output is a series without timestamps, what can I do about it? I can link to the old ones, I can do without it.
Even when generating Bid and Ask (their increments), the cumulative sums are very different, due to random sampling
It does not work together, i.e. you have to generate either one or the other.
How long do you need the row to be?
The source is less than 7 million ticks. As a source.
I took so many ticks D'2023.03.01', with MQ demo EURUSD, I got about 10mn ticks
Why MQ-demo?
And the output is a series without timestamps, what can I do about it? I can link to the old ones, I can do without it.
You can't do it without timestamps. The patterns depend on the time of day. The same rollover, for example.
Even when generating Bid and Ask (their increments), the cumulative sums are very different, due to random sampling
It does not work together, i.e. you have to generate either one or the other.
You can generate the average.
Forum on trading, automated trading systems and testing trading strategies.
Machine Learning in Trading: Theory, Models, Practice and Algorithm Trading
fxsaber, 2023.08.19 08:36 AM
The randomisation algorithm is like this:
Then timestamps and spreads will coincide.
That would be educational.
I'll try tonight.
The only thing is, we've got to do something to avoid that.
Forum on trading, automated trading systems and testing trading strategies
Machine learning in trading: theory, models, practice and algo-trading
fxsaber, 2023.09.05 09:00
if you take a large ZigZag, the same flat scalper does not merge (even earns something there). But this is for the reason that the flat plots are bypassed by the randomiser.
You can generate an average.
p.2 and p.4. Then timestamps and spreads will coincide.
https://disk.yandex.ru/d/_p7ZGNw70AiABQ
The only thing is, we've got to do something to avoid it.
I think that here it will depend on the number of gaussians, this file is generated in 15 pieces.
plus sampling from the resulting distribution is random, i.e. it pulls each new sample randomly from the whole distribution.https://disk.yandex.ru/d/_p7ZGNw70AiABQ
Timestamps are not the same as the original. MQ-demo is not interesting.