Machine learning in trading: theory, models, practice and algo-trading - page 1478
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And the idea came to me that if we teach the NS to guess the "right" periods of the waving in the real time mode to catch the reversals as accurately as possible.
The trick is that there is no need to select MAs at all. Even within the same strategy, you can use the MA in a fairly large interval of values, and it will not lead to any changes in the strategy performance. Figuratively speaking, if you use a centimeter ruler or an inch ruler for measurements, the result will not change.
The trick is that there is no need to select MAs at all. Even within one and the same strategy, you can use the MA in a sufficiently large range of values, and it will not lead to any changes in the results of the strategy. Figuratively speaking, whether you use a centimeter ruler or an inch ruler, the result will not change.
I'm not sure what you mean, you want to use thousands of scales with different periods instead of using two scales with adaptive periods?
I don't quite understand you, are you suggesting using thousands of wands with different periods at once instead of finding one instead of using two wands with adaptive periods?
No. What I'm saying is that you don't need to pick anything. The choice of MA period has little to do with the strategy. You can take arbitrary periods in a wide enough range for the strategy, and it will not affect anything. I.e., if you chose MA 12 and 16 or 10 and 14, it makes no difference for the strategy itself, everything will stay in its place and the entry parameters will be different, but it's like measuring with an inch or a centimeter ruler - the figures are different, but the result is equivalent.
If you want to use a large range of frequencies, then you need several MAs with a fixed period, and they will cover the entire range, and again you don't need to adjust the parameters.
For other indicators it is the same.
No. What I'm saying is that you don't have to pick anything. The choice of the MA period has little effect on the strategy. The strategy can take any periods in a wide range, and it will not affect anything. I.e., if you chose MA 12 and 16 or 10 and 14, it makes no difference for the strategy itself, everything will stay in its place and the entry parameters will be different, but it's like measuring with an inch or a centimeter ruler - the figures are different, but the result is equivalent.
If you want to use a large range of frequencies, then you need several MAs with a fixed period, and they will cover the entire range, and again you don't need to adjust the parameters.
For other indicators it's the same.
Yura, I think you took too much on your chest.
What you say now is true only for a self-similar random process like Brownian motion. There really are no periods or cycles.
I can assure you there are none in the marketplace. Well, it's 90% random, but there are certain periods (session, day, week, etc.) and regularities.
Yura, I think you have taken too much on your chest.
What you are saying now is true only for a self-similar random process like Brownian motion. There really are no periods or cycles.
I can assure you there are none in the marketplace. Well, it's 90% random, but there are some periods (session, day, week, ...) and patterns too.
It just means that you don't understand something.) For example, you don't understand orthogonal series, functions, and transformations.
By the way, I don't care about days and weeks. I have from 5 to 10 or more trades a day, and all in different directions.)
The point here is not in the periods. I repeat the signal is considered a crossover and under these crossovers it is necessary to adjust the price extremes by changing the period of the waveforms
And why is there a crossover? I don't understand.
Here is a simple example (not for imitation). It is already obvious that МАСs are tending to each other and will soon cross, and there is no way out - it's the best time to enter. What should we wait for? If they cross each other we will obtain something. If they cross, we will close, at least with a small but positive result. Or rather, it will go there.)
Kill, I don't understand.
You should drink less.
You have to drink less.
You should drink less, you should drink more. But everyone agrees that you should drink less.
You should drink less, you should drink more. But everyone agrees that you should drink.
:)) Lana. It's all bullshit.
What's not nonsense is that you're wrong. The market has some cyclic frequency and the selection of the mean (figuratively speaking) is very important.