Machine learning in trading: theory, models, practice and algo-trading - page 1499
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I have an idea, but I can't figure out how to implement it...
1) We have a certain segment with market data (ODS)
2) We have certain market parameters, like width, height, speed, etc.
We have an indicator, let it be two moving averages
4) There is an ideal equity, built on (ORD), those "ideal deals" were made, on which "ideal equity" was built.
5) there are deals that are executed at the intersection of averages (classic)
The target is to find such trading that the built equities are maximally similar to the ideal equities from point 4), for example, to measure the correlation between them.
The algorithm consists in correcting average periods of each candle usingmarket parameters from Sec. 2) in order to get the trade closest to the ideal requity.
I apologize for not very clear statements, I always have a problem with it,
To put it simply:
On each candlestick, depending on the market parameters (point 2) we are looking for such periods of averages (points 3, 5) in order to get maximum close to the ideal equity in the entire trading area (point 4)
Who has any ideas how it should be implemented?
Already talked about something similar or the same ...
The "ideal trades" are the ones using the wands that average both to the left and to the right (future), conventional wands (left-handed) are always lagging, their "profitability" is a function not of the window (period) but of the market condition (trend/flit), and the window only affects the number of trades, but not their profitability. So it makes no sense to search for periods (windows), it won't give us anything, we need to look for ways to distinguish between market states.
Already talked about something similar or the same...
"Ideal trades are those using wands that average both left and right (future), conventional wands (left-handed) are always lagging, their "profitability" is a function not of the window (period), but of the market state (trend/flit), and the window only affects the number of trades, but not their profitability. So there is no point in looking for periods (windows), it won't do anything, we need to look for ways to distinguish between market states.
Did Trump tell you this crap?
Did Trump tell you that crap?
I don't understand you...
Who the fuck is Trump? Took another one in the middle of the week in broad daylight?I don't understand you...
Who the fuck is Trump?:))) That's the one. He's obviously your daddy. Otherwise, where do these texts come from? I don't get it. I'm sorry.
:))) That's the one. Obviously, he's your daddy. Otherwise, where do these texts come from? I don't get it. I'm sorry.
Okay, no questions, you guys... Careful with hawthorn or cologne)))
Already talked about something similar or the same...
"Ideal trades are those using wands that average both left and right (future), conventional wands (left-handed) are always lagging, their "proficiency" is a function not of window (period), but of market conditions (trend/flit), and the window only affects the number of trades, but not their profitability. So it makes no sense to search for periods (windows), it won't give us anything, we need to look for ways to distinguish between market states.
Do you drink there or what?
I got it, no questions, you there... be careful with hawthorn or cologne)))
:))) Come on, come on, buddy. Keep peddling the abyss of stupidity to those who suffer.
And the essence of the algorithm is that usingthe market parameters from point 2) on each candlestick to correct the periods of averages to get as close to the ideal equity trade as possible.
You don't have to adjust anything.
You need to find these periods. Calculate them by doing research. Once you find them, never change them, no matter how difficult it is. These periods are there and form the time structure of the market.
Only the spongy pundits don't understand that. Well, and you - shh, don't ever tell them that.
I have an idea, but I can't figure out how to implement it...
1) We have a certain segment with market data (ODS)
2) We have certain market parameters, like width, height, speed, etc.
We have an indicator, let it be two moving averages
4) There is an ideal equity, built on (ORD), those "ideal deals" were made, on which "ideal equity" was built.
5) there are deals that are executed at the intersection of averages (classic)
The target is to find such trading that the built equities are maximally similar to the ideal equities from point 4), for example, to measure the correlation between them.
The algorithm consists in correcting average periods of each candle usingmarket parameters from Sec. 2) in order to get the trade closest to the ideal requity.
I apologize for not very clear statements, I always have a problem with it,
To put it simply:
On each candlestick, depending on the market parameters (point 2) we are looking for such periods of averages (points 3, 5) in order to get maximum close to the ideal equity in the entire trading area (point 4)
Who has any ideas how it should be implemented?
Many things are not formalized, "market parameters: width, height, speed", "ideal deals" etc. Also, averages usually work in a wide range of parameters when they work.