Machine learning in trading: theory, models, practice and algo-trading - page 3559

 
Aleksey Vyazmikin #:

That's right, we have divided the range of values into intervals in this way - uniformly in increments of 100.

It is clear that the difference between the price (let's say closing) and MA is at the beginning. We put this data stream into cells (bins) and assign them an index (serial number - as an option) instead of their own value.

Thus, the data are standardised, which makes them comparable, and quantised, which allows them to be grouped according to the similarity of the event.

why not just round the prices and get practically the same thing without a tonne of terms and incomprehensions?

 
Aleksey Vyazmikin #:

I thought it was a cliché that everyone uses.

This can be done with different channels, you can imagine :)

I somehow gave up dealing with any kind of price smoothing, because it smears and simply erases information about the chart.

But the price position is interesting here

Just the best results I got on the price position feed. And only on the hourly chart. Apparently, the pattern lies between sessions

 
Ivan Butko #:

I've somehow given up dealing with any kind of price smoothing, as it smears and simply erases chart information.

it all depends on the padding between the chair and the monitor :)


And also mashka also aggregates prices, in fact it is a sliding profile of the market and if you think about it, you can use it for forecasting....

 
mytarmailS #:

it all depends on the padding between the chair and the monitor :)


And also the mashka also aggregates prices, in fact it is a sliding profile of the market and if you think about it, you can benefit from it for forecasting....

Please note: Sergey Nikitin is the only maestro to appeal to thinking. It won't get any better.

So if without thinking, but concretely - does it work or not?

Have you tried it for a period of a year or two or ten or twenty years?

Or do you have assumptions? (that's not bad either!)


I'll rephrase: indicators that involve price washout/smoothing/averaging - have they personally benefited you? Do they work on the forward? Better than a price position feed? (as an example).


UPD

I just have a strong belief that these are the horror in the night, not the predictors: MA, Stoch, RSI and the like
 

MA and price are the same thing...from price you can calculate MA, from a long enough MA you can reconstruct price.

Like a Fourier transform that goes back and forth. The only questions are computational complexity and "what the hell is the need for this when you have the original"

 
Ivan Butko #:

So if without thinking about it, but specifically, does it work or not?

Specifically : nothing works in the market head-on!


Personally I use mashka for my trading in my model it works, but it is not a model that is obvious to everyone.

 
Maxim Kuznetsov #:

MA and price are the same thing...from price you can calculate MA, from a long enough MA you can reconstruct price.

Like a Fourier transform that goes back and forth. The only questions are computational complexity and "what the hell is the need for this when you have the original"

You can't reconstruct prices from the MA, don't be ridiculous.

 
Maxim Kuznetsov #:

from a sufficiently long MA it is possible to reconstruct prices.

restore and share the code for reproduction by any forum member.

 
Maxim Kuznetsov #:

MA and price are the same thing...from price you can calculate MA, from a long enough MA you can reconstruct price.

Like a Fourier transform that goes back and forth. The only questions are computational complexity and "what the hell is the need for this when you have the original"

mytarmailS #:

you can't restore prices from the mashka, don't talk rubbish.

Forester #:

restore and share the code for reproduction by any forum member.

I already gave an example of upscaling: the AI doesn't restore the picture - it artistically completes it.

When two prices 9 and -9, as well as -9 and 9 say opposite directions, the average price will be 0. You won't recover anything from zero.

And if I'm wrong, please respond to the guys above.

 
mytarmailS #:

Specifically : head-on in the market works nothing!


Personally I use mashka for my trading in my model it works but it is not a model that is obvious to everyone.

Okay, I see.