Predictive indicators - page 8

 
Trolls:

I've written to you 10 times. I'm finally getting it. You don't need another indicator, just yours. Your forecast and the fact that it worked. I even gave you a link to the charts to see what it would look like if the indicator could make predictions. You just dismissed them as nonsense that they asked me during my university graduation. You build this graph and you will see.

It takes 5 minutes to have an indicator. You've already spent 1000 times more time on flubbing.


I will use two variants - qualitative and quantitative. The qualitative one is when we will estimate how correctly the future price direction from bar to bar is guessed with different sample volume by the principle: guessed-1, not guessed-minus-1. The principle of 45 degrees is preserved here as well. How do you look at it?

The second variant of quantitative estimation is familiar to both of us and can also be used to estimate the reliability of predictions, but it is difficult to implement in real trade, it is easier in the tester, stopping the trading process and analyzing the forecast with a future fact that also appears on the screen simultaneously, but I am confused by the fact that the data is not real, but synthesized.

 
yosuf:

The elephant-potatoes are not that scary, if you cannot predict them, the consequences are quite predictable.


They are.

But in real trading their unpredictable antics will lead to confusion and strong fear of losing the deposit, because it is very difficult to build an Expert Advisor that takes into account dramatic anomalies. If you only use the tester and try to consider all factors at once, it will take you more than one year, and secondly, it will be of little use for understanding the process. Then you will face many other pitfalls.

In particular I once put $ 230 on one broker (sorry they don't allow to write the name on the forum, otherwise I would have written it on who) and after a month or so I earned about $ 18,000 on a real account. So, this money was never paid to me, saying that it was impossible and that I used something like holes in MT4, or I used quotes from some leading source and traded on them. Now I try to trade only on ECN brokers, but direct interbank trading has its pitfalls too.

Already there in particular. As one of my friends, who is a professional trader, was telling me. When he opened a position for several hundred thousand dollars, they were simply sluiced by the spread widening during the bank rollover. They looked at the order book, saw that it was empty, and easily with a lot of money caused the spread to widen to such an extent as to slip his stop-loss. Now he says, with such volumes, it is imperative to see the order stack as well.

That's something you're unlikely to be able to account for immediately in an EA on the tester.

 
ANG3110:

This Yusuf doesn't seem to want anything. I asked the question twice yesterday. No reply or goodbye. And he is also offended that no one takes him seriously. He should first learn to treat people normally himself, maybe then people would treat him normally too. Like "do unto others as you would have them do unto you.

If he really wants the truth and not to swim in illusions, he has only one option. Put at least a couple thousand quid into a real account and start real trading. And he may leave his ambitious theorizing in an aggressive manner for those who are interested in getting smart, not making money.


I'm carefully studying your method "General Regression Network (GRNN). It is a modification of the PNN designed for approximations and predictions and how you managed to forecast the market so accurately with zigzags, ups and downs.
 
yosuf:

I'm carefully studying your method "General Regression Network (GRNN)". It is a modification of the PNN to approximate and predict" and how you managed to forecast the market so accurately with zigzags, rises and falls.


The functioning of the probability network, is quite interesting and simple, and is an order of magnitude different from polynomial-regressive methods.

It looks something like this. Let's say you are taking data for a period of time. For example, 5 days. You already know what happened the next day after each day. You need to find a pattern that takes into account the changes in each of the days, and compare it with the last current day and project it one day ahead.

That is you compare each day with the last and set the weighting coefficients according to the closeness of the difference. If the difference is very large, you can reduce these coefficients by compressing them, for example with an exponent. Then you sum up all the known future increments for those days and multiply them by weighting coefficients and get the mathematical probability of the signal form on the next unknown day. You can filter it a little bit for a better perception. So you get a picture with all the twists and curves.

I once attended a course of a parapsychologist and he taught us how you can see past lives, or future events. If you need to see the future, you take some time back and run through your mind minute by minute, all the events up to the present moment, then relax and let your imagination draw the images and pictures ahead. Since the brain is a highly complex neural network, people with a developed "TV", i.e. imagination, usually manage to do this correctly, unless there are some anomalies due to not taking into account large time cycles or measurements.

 
Roman.:


Please understand..., power outages..., the Rogun hydropower plant was not built..., the gauge shows some bullshit..., the competition was not held since April 1 because of power outages..., everything is gone... CHEF - it's all gone... The man, being a PhD, doesn't know what "parity" means and... a lot of basic things... It's all clear though... :-))) And you're talking about 2 koks on the real... :-)))

P.S. But there are thoughts of creating a "New Forex" etc... This reminds me of something... Like, "we're ours, we'll build a new world.... !!!! He who was a nobody is a..." and so on... Pure theorist...

P.P.S. "Saw Shura - they're golden..." Boo-ha-ha-ha-ha.


with interruptions you are right, with ind.wrong, I knew parity before in its true meaning as equal opportunities, and here it was said that a trade could be forcibly closed when parity is reached, which is still not clear to me.

You yourself should be ashamed of yourself for repeated unwarranted, unprovoked, inappropriate and very incorrect invective against me that has nothing to do with the topic of this thread and the predictive indicators. I urge to be wiser and not to succumb to the temptation and ability to insult anyone with impunity on the pages of a scientific and practical forum. If you really want to, you can argue your degree at the SAC, but not here. I have said openly more than once that I am not familiar with the practice of trading, and I do not see anything wrong with that.Perhaps it will come in time. I do not understand where the anger comes from in a single individual with a sufficiently high level of knowledge in the professional field, judging by most of the posts.

 
ANG3110:


Yusuf, I apologize for being too impatient to "chase" you myself. I just don't have much time. I rarely write on the forum nowadays in between research, development and actual trading.

Believe my experience, the experience of a man who himself once tried to adapt his scientific knowledge to forex trading, that you should start with a simple one.

That is, try to build at least the simplest trading Expert Advisor yourself and trade in the real market.

Then you'll understand that in order to realize your dream of forecasting the future and be sighted, you'll have to go to the post-graduate course, only of different nature, which hasn't been realized yet in the physical reality of our time. That is, you still have to study, investigate and reach much on your own, then maybe someday you will be able to reach your dream and maybe then these labours will be repaid with good money earned on it.


I am trying to adapt the indicator and the advisor to the realities of the market, there are so many options and the market does not let me relax, changing the property from week to week. I am looking for the key to this phenomenon.
 
ANG3110:


The functioning of a probabilistic network, is quite interesting and simple, and in order is different from polynomial-regressive methods.

It looks something like this. Let's say you are taking data for a period of time. For example, 5 days. You already know what happened the next day after each day. You need to find a pattern that takes into account the changes in each of the days, and compare it with the last current day and project it one day ahead.

That is you compare each day with the last and set the weighting coefficients according to the closeness of the difference. If the difference is too big, you can reduce these coefficients by compressing them, for example with an exponent. Then sum up all increments and multiply by weighting coefficients and you get mathematical probability of the waveform on the next yet unknown day. You can filter it a bit for a better perception. So you get a picture with all the twists and curvatures.

I once attended a course of a parapsychologist and he taught us how you can see past lives, or future events. If you need to see the future, you take some time back and run through your mind minute by minute, all the events up to the present moment, then relax and let your imagination draw the images and pictures ahead. Since the brain is a highly complex neural network, people with a developed "TV set", i.e. imagination, usually manage to do it correctly, and in most cases, unless there are some anomalies due to not taking into account large time cycles or measurements.


Correct, only I leave it to a mathematical function, but without zigzags, to produce monotonically increasing or decreasing results with finite increments.
 
yosuf:

I try to adapt the indicator and the Expert Advisor to the market, the market has a lot of variants and it does not let me to relax, changing the properties from week to week. I am searching for the key to this phenomenon.


I have done some research. I took the first found day, asked for a small error in the correlation and searched for the day closest to it in the past. So, within the small margin of error, I didn't get a similar day at all by scrolling back to ten years ago. By increasing the margin of error I got that the closest match was a few years ago.

gpwr by the way has also done this kind of research and will not lie that it is true.

So the market signal is changing all the time and you can only find similar days very generally.

 
ANG3110:


The functioning of a probabilistic network, is quite interesting and simple, and in order is different from polynomial-regressive methods.

It looks something like this. Let's say you are taking data for a period of time. For example, 5 days. You already know what happened the next day after each day. You need to find a pattern that takes into account the changes in each of the days, and compare it with the last current day and project it one day ahead.

That is you compare each day with the last and set the weighting coefficients according to the closeness of the difference. If the difference is too big, you can reduce these coefficients by compressing them, for example with an exponent. Then sum up all increments and multiply by weighting coefficients and you get mathematical probability of the waveform on the next yet unknown day. You can filter it a bit for a better perception. So you get a picture with all the twists and curvatures.

I once attended a course of a parapsychologist and he taught us how you can see past lives, or future events. If you need to see the future, you take some time back and run through your mind minute by minute, all the events up to the present moment, then relax and let your imagination draw the images and pictures ahead. Since the brain is a highly complex neural network, people with a developed "TV set", i.e. imagination, usually manage to do this, and in most cases correctly, unless there are some anomalies due to not taking into account large temporal cycles or measurements.


GRNN is a great thing, I use it quite often myself. It doesn't need to be taught. The nearest neighbour method(https://www.mql5.com/ru/code/134) is from the same class of probabilistic networks. But the comparison of historical prices with current prices is done by correlation coefficient, although something else may be used (Euclidean distance or correspondent corner as in GRNN). There are many networks. Qualitative market modelling is not about choosing the "right" network, but about (1) filtering the noise and (2) non-linearizing the filtered prices before feeding them to the inputs of any network. To think that a network will learn to do 1 and 2 on its own is utopia. The human brain has at least 6 layers of non-linear transformation of information before feeding it to a classifier (like cat or dog, sell or buy, etc.).
 
yosuf:


You are right about interruptions and wrong about ind. I knew parity before in its true meaning as equal opportunities, but here it was said that a deal can be closed when parity is reached, which I still do not understand.

You should be ashamed of yourself for repeated unjustified, unprovoked, inappropriate and very incorrect attacks on me that have nothing to do with the subject of this thread and the predictive indicators. I urge to be wiser and not to succumb to the temptation and ability to insult anyone with impunity on the pages of a scientific and practical forum. If you really want to, you can argue your degree at the SAC, but not here. I have said openly more than once that I am not familiar with the practice of trading, and I do not see anything wrong with that.Perhaps it will come in time. I do not understand where the anger comes from in a single individual with a sufficiently high level of knowledge in the professional field, judging by most posts.


:-))) It's just that people have pointed out to you more than once the format for fruitful and constructive interaction with the forum public - as you can see, all in vain...

"...a deal can be forcibly closed when parity is reached, which is still not clear to me" - it means when a unit of one currency is equal to a unit of another... Let's say you are in the longs (up, in the bays) on USDCAD - 1in American equals 1.23 Canadian... Over time, 1 American became equal to 1.1 Canadian... You're still in the baja... taking a loss... Further, according to the graph - November 2011 - currencies in this pair have reached parity, i.e. for 1 American they give 1 Canadian..., that's it..., you forcibly close bai (long) - take losses, as they say - stop and reverse - i.e., close bai and roll over into shorts (into sells)... since November 2010. - now the quotes for 1 american are already giving 0.95550 Canadians, i.e. 455 points (on five digits ) of net profit...

"...I do not understand why there is so much anger in a single individual with a fairly high level of knowledge in the professional field, judging by most of the posts".

You have to understand, Yusuf, no one is going to argue or anything like that... Sometimes there is just a desire to communicate constructively, but alas and ah... All are tales of the Vienna Woods and secrets of the court in Madrid... Your indicator deserves at least some attention. It needs a little "help" from you... that's all...

P.S. Please understand - this is not anger on my part, but a desire to indicate to you the priority areas of movement and development of your indicator, and your form of interaction with the public forum ... Reread, if you have forgotten, the previous posts, both public moderators and forum members ... and everything will immediately become clear.