Dependency statistics in quotes (information theory, correlation and other feature selection methods) - page 46

 
...:

Alexey, Mathema and I have "peace, friendship" too;)

The point is that if the results of your work gave a qualitative prediction, then I would study your approach. But so far this has not happened as you can see from the results. So you and I are talking about the approach as a whole to understand - methodological error, hypothesis, execution, or whatever else did not give the expected result. Do I understand the purpose of the discussion correctly?

Correct. There are times when predicting the weather by predicting wind speed alone is not possible. Here, perhaps, the same principle applies. That is, this approach does not cover the influence of most possible factors underlying the price itself.
 
alexeymosc:
But, investigating the initial price values is dangerous because it is not a stationary process, and if you give the price of 0.954 an alphabetical index 154, it may turn out that this "letter" will not be used by this very process for the next 8-9 years.

Exactly so, I have already tried coding patterns with a binary signal, essentially an alphabet, here's the state I posted https://www.mql5.com/ru/forum/138383/page9, the idea was spinning for a couple of days, but as you write, it takes several months/years to wait for an alphabetically coded pattern to appear


...:

What does this have to do with the PF?! And what makes you think that even if things were simple, the PF would make money?

Grails, pension funds... Soros is still forgotten ;)

The RF PF lost big in 2008 on the markets, it's hard to find information now, http://veforex.ru/Forex-news.aspx?id=4595, as for the reports of its activities, the PF is constantly making losses on market action or profits are laughable in relation to the risks

...:

I am in this business. I know it from the inside.

I have carefully read your posts in this thread and the resources I could google, you position yourself as an open person, specific questions can be answered as a person "in this business"? for example, why the price moves? ;)
 

Alexei, why am I bringing you back to the starting point of your research?

Precisely because of what you said above - the danger!

When people come to the market, they bring with them a baggage of knowledge. In addition, they get garlands of names, hypotheses and theories that supposedly relate to the markets. And so, under the weight of their accumulations, imposed rules and preferences of the "gurus", they are already in shock... Well, yes, the galaxy of danger is the logical bottom line;)

 
IgorM:

RFP lost big in the markets in 2008, it's hard to find information now, http://veforex.ru/Forex-news.aspx?id=4595

I have carefully read your posts on this thread and the resources I was able to google, you position yourself as an open person, specific questions can be answered as a person "from this business"? for example, why the price moves? ;)

"RFP lost big in 2008 in the markets..."

Everyone bears the costs, suffers the losses, reaps the dreads. It's an inherent part of any business. PF has incurred costs on the topstarter's ideas and approach, what can we apply PF's experience to this issue?

"for example, why does the price move?"

If you googled it, you couldn't miss the Original. It details why and how things move. Including the price.

 
...:

"The RFP lost big in 2008 in the markets..."

Everyone incurs costs, suffers losses, reaps dreadful losses. It is an inherent part of any business. PF has incurred costs on the topstarter's ideas and approach, what can we apply PF's experience to this issue?

Fuck PF, not a good example, more politicised, I and many others have been drawn to politics in recent years - media action apparently, let's discuss the rest of the issue with you
 
...: If you were googling, you couldn't miss the Original. It details why and how things move. Including the price.

I've counted over the last three years, you claim to be the 3rd or 4th person at the forum who knows the market from the inside, the rest are either programmers or grailers - just screens and screens of profitable orders

I'll ask another question: on the Pauk there are many graphical drawings from ... / So you think that only the chart drawings can give us a forecast of the further price movement?

 
...:

Alexei, why am I bringing you back to the starting point of your research?

Precisely because of what you said above - the danger!

When people come to the market, they bring with them a baggage of knowledge. In addition, they get garlands of names, hypotheses and theories that supposedly relate to the markets. And so, under the weight of their accumulations, imposed rules and preferences of the "gurus", they are already in shock... Well, yes, the galaxy of danger is the logical bottom line;)

I don't quite follow you anymore. I said "dangerous" in the context of working with unsteady BP, and the direct consequence of neglecting this danger would be models that don't work in reality.
 
alexeymosc:

to Avals:

And I still think most traders are capable of understanding what it means to assign the value of the price increment between adjacent opening prices to one of several levels: from 1 (strong move down) to, say, 7 (strong move up), where 4 would be a move within the spread-two.

able. I just don't understand why you wrote this to me.
 
alexeymosc:
I don't quite follow you anymore. I said "dangerous" in the context of dealing with non-stationary BP, and a direct consequence of neglecting this danger would be models that don't work in reality.

You say that "it is dangerous to investigate initial price values because it is not a stationary process". And you already postulate - "the direct consequence of neglecting this danger will be models that don't work in reality".

Is this a hypothesis or a proven statement? Does it apply to all research methods or specific ones?

 
Avals:
capable. I just don't understand why you wrote that to me.

Why is that? I think you are a carrier of doubt that this type of alphabet is applicable to the market. Do you think it's fundamentally inapplicable? I'm just curious.