Stereo Neuro Net - page 3

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Neutron >> :

Maybe you are right.

Then the correct way would be: let the TS handle market movements with a characteristic amplitude of about 10 pips. Then, for such an TS, the given market dynamics will be a trend. And vice versa, let the TS process the market movements with a characteristic amplitude of about 100 points. Then the resulting market dynamics for this TS will be pullback (flat).

Now is it correct?

If we speak about categories (trend-flat), the correspondence or not of the model (sin()) to the real market dynamics in minor details is not essential, which makes understanding of the subject easier.

it means that your NS is a pipswitch, this is another original point, in addition to the first one -

when the NS of MLP type learns on every bar,

In your proposed NS we have only 2 inputs, what is the mathematical method of distinguishing the main

components?

 
Mathemat писал(а) >>

That's what everyone is so fond of writing - it's not that tricky, it's just the simple truth of life...

1. For some reason none of the most cunning digital filters ever learned to effectively separate the states in which it works well from those in which it works poorly. Of course, it's not the filter itself that works, but the strategy based on it, and we should keep that in mind.

2. It's not a big deal what they write. Some participants are just very lucky that the market is so rabid right now and is actually good for both pipsetting and trend strategies at the same time. However, I still haven't seen a sensible criterion that effectively (= profitably) separates its "profitable" states from its "unprofitable" states even in a given TS.

+1. In my opinion, it is practically impossible to separate a trend from a flat in time. A flat may be too different to give its exact definition for programming. Or rather, it may be possible, but with a great delay. The transition from a flat to a trend as well as from a trend to a flat. Accordingly the question arises - where is it better to lose or not to take some profits? - In a so-called flat, with losing trades or in a late entry into a trend and a late exit out of it?

Generally, a flat is easily identified "by eye" or with a "sixth sense", when the Euro has moved 300 pips and you understand that it will not go further - it has already gone too far - and after such a move a flat is more likely. Or many other cases, which are familiar to everybody. )))))

 
LeoV писал(а) >>. ..

Usually, a flat is well-defined "by eye" or "sixth sense", when, for example, the Euro has passed 300 pips and you understand that it will not go further - it is already too big a move - and after such a move it is most likely to be a flat. Or many other cases, which are familiar to everybody. )))))

The funny thing is that this thread shows the NS (in the form of cartoons), which catches the trend in 10 points, and when the market

it goes 300 pips - that's another song!

 
We should also add classes: FLUT, FLIT, FLOT.
 

There is no trend or flat. It was invented by people who don't understand what's going on... It was easier for them.

More precisely, there is no trend... :)) So there is no trend and therefore there is no antonym of flat.

There is a market, and it's always the same in what you call a "flat" or a "trend". It's always the same.

What are you arguing about? You're trying to make an optimizer yourself, but you just call it "neuro" ... That's why it does not work for you. Optimization is stationary. Even trainable.

To understand the deadlock of it all - try to come up with a winning strategy of playing chess ... with yourself. For money. :))

You're trying to catch something that doesn't exist, or rather what you have yourself.... :))

 
Andy_Kon >> :
We should also add classes: FLUT, FLIT, FLOT.

and the classes BAY,BOY,BEY and SOLL,SALL,SULL.

 
budimir писал(а) >>

Well, let's get to the bottom of it. This "trend-flat" question has come up a lot here on the forum.

  1. Many argue that the market has a "flat" condition. That is, the curve we see on the screen has this characteristic. People are wrong when they say so because they look at this curve through the prism of a trading system (TS). There are a lot of TSs and for one it may be a "flat" and for another one a trend.
  2. Now look at this curve, at its properties. Without using TS. What it turns out - this curve is always moving up or down. There is no other, as the tick will only come when the price has changed up or down.
  3. Ticks can go up in a row, say 2 or 500. or they can go down. They cannot go sideways. And the direction of this movement is easy to determine. Suppose we approximate this movement by the straight line equation y(x)=a*x+b. If a is positive, the curve goes up; if negative, it goes down.
  4. The main problem is that the lifetime of this movement is variable. The market may move in one direction for 1 minute or even for a week, though hardly, there will definitely be moves in the opposite direction, the so-called pullbacks.

On the basis of the above stated, I assert that there is no flat. There is only a trend = movement up or down. This may be represented in the form of the formula y(x)=a*x+b, which you can always calculate at any time and tell where the market is moving.

budimir

Please, give a mathematical formula for "flat", so that anyone can calculate it and say that yes - now the market is in flat, but 5 minutes ago it was not flat.

I think you won't succeed, as well as many others who claim the mythical existence of "flat" market.

 
Prival >> :

Well, let's get to the bottom of it. This "trend-flat" question has come up a lot here on the forum.

  1. Many argue that the market has a "flat" condition. That is, the curve we see on the screen has this characteristic. People are wrong when they say so because they look at this curve through the prism of a trading system (TS). There are a lot of TSs and for one it may be a "flat" and for another one a trend.
  2. Now look at this curve, at its properties. Without using TS. What it turns out - this curve is always moving up or down. There is no other, as the tick will only come when the price has changed up or down.
  3. Ticks can go up in a row, say 2 or 500. or they can go down. They cannot go sideways. And the direction of this movement is easy to determine. Suppose we approximate this movement by the straight line equation y(x)=a*x+b. If a is positive, the curve goes up; if negative, it goes down.
  4. The main problem is that the lifetime of this movement is variable. The market may move in one direction for 1 minute or even for a week, though hardly, there will definitely be moves in the opposite direction, the so-called pullbacks.

On the basis of the above stated, I assert that there is no flat. There is only a trend = movement up or down. This may be represented in the form of the formula y(x)=a*x+b, which you can always calculate at any time and tell where the market is moving.

budimir

Please, give a mathematical formula for "flat", so that anyone can calculate it and say that yes - now the market is in flat, but 5 minutes ago it was not flat.

I think you can't do it, as well as many others who claim the existence of a mythical "flat" market.

Where's the formula? (from a TV commercial)

This is the formula that the National Bank will give us, in cold blood,

without any "naughty hands" involved,

OK, even if some people hate the market as a FLET,

can't we give this decision to the National Assembly, let it - with 3 classes of output - and decide

what "nirvana" state the market is in!

If there is no such a state as FLET, then the trained neuron FLET in the NS will just dither (sometimes, alternately with other neurons-BUY and SELL).

 

In other words. It's the TS that should have the state of not knowing. It cannot determine where the market is going, so it should not do anything, neither enter nor exit.

Since Neutron's thread got scraped, this one's for you. Enter the 3rd state I don't know = do nothing (neither enter nor exit). This will improve the TC built on the neural network by an order of magnitude. That's what Batter did.

 
There is no need to break a sweat, a flat is from FLYTH, i.e. an up and down movement within a horizontal channel, similar to the keys on a flute, another question is the scope of this movement. Depending on the timeframe the flat may be from 10-20 to 200 pips.
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