Machine learning in trading: theory, models, practice and algo-trading - page 1107

 
Yuriy Asaulenko:

It goes something like this.

No)))) it won't work like that) Because:

1) levels are identified and drawn long before the reversal +- a day

2) after the pivot, the level immediately becomes irrelevant, it dies

Regression does not predict anything, it's like a poppy channel)

 
mytarmailS:

No)))) it does not work that way) Because:

1) levels are identified and drawn long before the turn + - a day

2) after a pounce, the level immediately becomes irrelevant, i.e. dies

Regression does not predict anything; it is the same as a channel from a poke)

Well, then it won't do it).

 
In spite of my past recommendations about boosting, I now use Random Forest in its classic version. I am not experimenting with other MO methods yet. The task of selecting the input data is more crucial.
 
Ilya Antipin:
In spite of my previous recommendations about boosting, I now use Random Forest in its classic form.

They're too square, these forest-trees. But it might be useful somewhere.

 
Yuriy Asaulenko:

They're too square, these forest-trees. But it may be useful somewhere.

I HAVEN'T LIKED THE OVAL SINCE CHILDHOOD.
I used to be small and stupid.
I didn't like the shape of an oval.
In the corner I stood, stood, stood
And this corner I drew...
How much water has flowed
Since then, but there are traces of me
In the corner: on the walls, on the floor.
I still sing the praises of the corner
I sing, and my voice is hoarse.
I have disliked the oval since childhood.
When the oval of a belt
♪ When they slapped me on the ass ♪
I whispered through my tears:
"Better an angle than an oval..."
"But fate has no control,
"I can't predict the zigzag of fate.
This is my Oval Office,
♪ And the star-spangled flag ♪
♪ On the wall behind me ♪
♪ And the dollar is falling... scandal... ♪
Why so cruel to me?
♪ I've disliked the oval since I was a child ♪

 
Farkhat Guzairov:

I am waiting that someone was able to achieve a result from the many clever words expressed in this thread, I personally do not need either source code or algorithms, but the result of the MO in the form of trapped signal or screenshots for a couple of days. And so far all we have been talking about is not the point.

I'll repeat a hackneyed phrase: start with yourself! - Where is your signal?

The topic is OK, look how Maxim has returned the dreamers to the eternal earth ;)

ZS: show me your state now, tomorrow bring me the keys from your apartment... ))))

 
Igor Makanu:

I'll repeat a hackneyed phrase: Start with yourself! - Where is your signal?

The topic is normal, see how Maxim again on the earth of fantasists returned ;)

ZS: show me your state now, tomorrow bring me the keys to your apartment... ))))

Why are you so excited? I'm asking you for the keys to the apartment? Calm down, if this does not directly apply to you, pass by.

There is a signal, but it is in a deplorable condition, so it makes no sense to poke them all.

 
Farkhat Guzairov:

Why are you getting so excited? Am I asking for your keys to the apartment? Calm down, if it does not directly apply to you, pass by.

There is a signal, it's true in a deplorable state, so while poking them all there is no point.

I am calm, not a single place is not excited, I do not even know, you want the same? ))))... a neutral "Uzbagoysya" will not hurt you.

SZS: this is how it starts, now the state, then the keys, then you register a new account in the DC, they start calling, go to the bank to find out what's up with loans/mortgages - they start calling.... alas, in today's world, privacy and privacy again! ;)

 
Farkhat Guzairov:

There is a signal, but it is in a deplorable condition, so there is no point in poking everyone with it.

One of the very few signals, which looked, it is yours.

In general, I do not see any point in watching someone else's signals. I have no doubt that there are traders who make money. I know some of them from sitting together at auto-trading conferences and seminars. Well, what is the use of it? The speakers did not offer their own strategies. By the way, they are the most valuable. By the way, they are the most valuable.

I thought that in science, everything is the same. Scientific achievements are open - take it, use it. But the technology of their realization-application is a big secret. They are protected by patents.

 
Yuriy Asaulenko:

One of the very few signals I watched was yours.

In general I do not see any point in watching someone else's signals. I have no doubts that there are traders who make money. I know some of them from sitting together at auto-trading conferences and seminars. Well, what is the use of it? The speakers did not offer their own strategies. By the way, they are the most valuable. By the way, they are the most valuable.

Are you familiar with Gorchakov?

https://smart-lab.ru/blog/499678.php

О «теореме Ферма» теории вероятностей или о нормальности «бытия» (много буков)
О «теореме Ферма» теории вероятностей или о нормальности «бытия» (много буков)
  • smart-lab.ru
А точнее даже не о нем самом, а об известной центральной предельной теореме (ЦПТ) применительно к ценам. Что такое центральная предельная теорема в ее классическом виде? Пусть нам дана некоторая сумма большого числа случайных величин Х=х1+…+хN где каждое слагаемое имеет конечную и ненулевую дисперсию (как мы увидим далее в приложении к ценам...