Machine learning in trading: theory, models, practice and algo-trading - page 2885

 
mytarmailS #:

I don't mean that ekstreumums are like a grail or something))) no, just as you said the same pattern will be different if you look at candles, but with ekstreumums the picture will be more regular... that's it, nothing more.

No offence or moralising).

What are extrema? There are many variants.

Let's say we take a ZigZag vertex. But it is recognisedwhen it is too late).

There is no guarantee in a candlestick pattern.

There are methods of probabilistic vertex detection. You should work in this direction and MO can help you here.

Alexey Nikolaev should definitely help you in this)))

 
Uladzimir Izerski #:

Not in a moralising or offensive way :-)

What are extremes? There are many variations.

Well, within the framework of talking about candles, I meant extrema of high and low candles.

 
mytarmailS #:

Well, in the context of talking about candles, I was referring to the extrema of the high and low candles.

Not so important. In candlestick patterns ( these are combinations from OHLC ) there will be more frequent variants with extrema. That's all. And even more so on a minute chart.

 
Uladzimir Izerski #:

Not so important. In candlestick patterns ( these are the combinations from OHLC ) there will be more frequent variants with extrema. That's all. And even more so on a minute chart.

I don't use extrema in my trading, if that's what you mean, and I don't use MO either
 
mytarmailS #:
I don't use extremes in my trading, if that's what you mean, and I don't use MOs either

In trading, you always have to have some reference points.

What are your market entry considerations? From unknown to me"extrema"?

P.s. Gone for a long time. Busy.

 
Uladzimir Izerski #:

In trading, you always have to have some sort of reference point.

From what considerations do you enter the market? From unknown to me"extrema"?

P.s. Gone for a long time. Busy.

There is such a concept as "locked traders", it is probably useless to google, who knows knows, so I use these locked traders in level trading.

But it doesn't always work out, I've already caught stops.

 

What is important when analysing the market...What I have learned.....

1) Absolute price is important

2) Levels are there and they are important, but they are not what they write about in books.

3) Price is not SB.

4) The market is made up of participants, like matter is made up of atoms, and it should be investigated using such methods.

5) The market is quite deterministic.

 
mytarmailS #:

What is important when analysing the market...What I've learned.....

1) Absolute price is important

2) Levels are there and they are important, but they are not what they write about in books.

3) Price is not SB.

4) The market is made up of participants, like a substance is made up of atoms, and it should be investigated using such methods.

5) The market is quite deterministic.

1) Of course it is important, which does not negate the importance of increments. It is the increment that is traded.

2) There is but a big difference between "I see levels with my eyes" and "analysis has shown the presence of levels and their importance for trading".

3) The price is not SB, but the important question is "in what sense and to what extent is the price not SB now?". Different variations of differences from the SB can lead to opposite ways of trading them.

4) If we remember the ancient Greek founders of atomism, they could have atoms of any size, even bigger than a planet (the main thing was indivisibility, not smallness). It is the same in the market - a participant-state, for example, can outweigh all other market participants.

Econophysics tries to adapt to markets the ideas of statistical physics, which studies matter as consisting of atoms. It looks interesting, but so far without much results.

5) A market is deterministic only with respect to all the information that determines it. This information is never fully available to anyone, so there is always uncertainty. There are currently two ways of modelling uncertainty: probability theory and game theory.

 
Aleksey Nikolayev #:

1) Of course it is important, which does not negate the importance of increments. It is the increment that is traded.

2) There is a big difference between "I see levels with my eyes" and "analysis has shown the presence of levels and their importance for trading".

3) The price is not SB, but the important question is "in what sense and to what extent is the price not SB now?". Different variants of differences from the SB can lead to opposite ways of trading them.

4) If we remember the ancient Greek founders of atomism, they could have atoms of any size, even larger than a planet (the main thing was indivisibility, not smallness). It is the same in the market - a participant-state, for example, can outweigh all other market participants.

Econophysics tries to adapt to markets the ideas of statistical physics, which studies matter as consisting of atoms. It looks interesting, but so far without much results.

5) A market is deterministic only with respect to all the information that determines it. This information is never fully available to anyone, so there is always uncertainty. There are currently two ways to model uncertainty: probability theory and game theory.

1) in order to trade something, it must first be properly analysed, increments are not suitable for analysis because knowledge of past prices is lost.

2) what is meant by analysis? According to Wikipedia, analysis is the splitting of a whole into parts for study. What prevents me from doing it visually?

3) if for example a working market pattern is a false breakout of a double top.
We have a complex sequence of events and not statsyonary in time, what is the use of comparing it with SB??? Will we get something adequate at the output?

4) I meant that when analysing the market one should always keep in mind that it is a sum of separate events, participants, actions, that is why it does not repeat itself, too many combinations....
I also meant that when analysing the market it is necessary to decompose it into participants, or their actions or something else related to them, and then analyse it, by the way, this will correspond to the concept of the word analysis.

5) I am not competent in this
 
Aleksey Nikolayev #:

1) Of course it is important, which does not negate the importance of increments. It is the increment that is traded.

2) There is a big difference between "I see levels with my eyes" and "analysis has shown the presence of levels and their importance for trading".

3) The price is not SB, but the important question is "in what sense and to what extent is the price not SB now?". Different variants of differences from the SB can lead to opposite ways of trading them.

4) If we remember the ancient Greek founders of atomism, they could have atoms of any size, even larger than a planet (the main thing was indivisibility, not smallness). It is the same in the market - a participant-state, for example, can outweigh all other market participants.

Econophysics tries to adapt to markets the ideas of statistical physics, which studies matter as consisting of atoms. It looks interesting, but so far without much results.

5) A market is deterministic only with respect to all the information that determines it. This information is never fully available to anyone, so there is always uncertainty. There are currently two ways of modelling uncertainty: probability theory and game theory.

I agree with all of them.

from personal experience:

I tried, a long time ago, to predict a step ahead of the GSC, I got with results something like 60%. I just took the directions of increments for the last n samples. in fact, I hacked the algorithm of the GSC.

I did the same thing innumerable times with time series - the total result is a little more than 50%. but this does not mean that there is no information here, there is, but practically no information between neighbouring bars. but if you take bars not in a row, but only those that satisfy "some conditions" - the results are already better than when predicting the GCH. time series are very heterogeneous in the availability of information by ordinal counts, but this still cannot be called non-stationarity, and I don't know how to call it more correctly.

ss. I don't want to teach anyone, just thinking out loud.