1st and 2nd derivatives of the MACD - page 30
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Vladimir, this is all understandable and very clear. But according to Zen Buddhism, external = internal and internal = external. These are reflections. You look inside and you get a ready-made formula or any model.
True, it is difficult to say where we look into it, but we can definitely say that with the help of the brain. No one has yet invented a more perfect NS than the brain.
Not quite so. According to Kolmogorov's theorem, any continuous function of many variables can be represented as a sum of non-linear transformations of continuous functions of one variable. In other words, any continuous function of many variables can be represented by a neural network with two hidden layers h and g as shown below
Someone later derived the theorem that a NS with three hidden layers can model any continuous function. Properly chosen continuous functions are any non-linear smooth functions, e.g. h and g in most cases tanh, although simple exp can also be used.
NS are not used to model the brain, but to model the object, in our case the market. Their strength is in their versatility. It means that it's not necessary to know the laws of price movement, write diffusions or make up different regression models like (18). Theoretically, NS is able to simulate any non-linear dynamic system. In practice people often mistake the strength of NS thinking they can add prices or different indicators to network inputs and the network will find all regularities and generate trading signals. In fact, we should choose the network inputs correctly. For example, if we believe in support and resistance levels, then inputs should be based on those predefined levels and past prices in relation to those levels. The net itself isn't able to detect the importance of these levels, it should always "prompt" in which price transformation space we're looking for our non-linear market model.
I have one doubt about NS: NS is not fundamentally different from TA. This doubt applies only to quotes. In other areas of NS application it is not so.
The similarity is in the main: in TA and NS you have to see some pattern, either directly on the quotation, or on some transformations of the quotation (indicators, for example). Then the difference in technique. We teach this pattern to the NS or it itself learns this pattern, or we describe this pattern verbally for manual trading or algorithmically for automated trading. But the basis is the same - the pattern. The hope is the same: you are as smart as you are rich, or vice versa. The result for most is the same. Finding a pattern is an act of creativity, not a consistent exercise using any toolkit.
I have raised this topic several times in the forum. The NS apologists have always been silent.
to gpwr
Вижу 4 направления создания торговых систем:
I have such experience. The more complex the trading system, the quicker it will fail. You need something very simple to work reliably.
The undoubted foundation of success in any branch of science is a deep understanding of the object of study/control subject/etc. Without that, there is no way to get results, at all.
Thoughts?
At the very least you have to understand what you are doing.
...
According to Kolmogorov's theorem...
...
No, it's not. The theorem is well-known, of course, but it is an "inscription" in the literal sense of the word. You can inscribe it into the program, predict it with great difficulty, but for quotation the NS will not work, even if it has 100 layers. It won't work without a significant correlation of the initial process between lags. It proves in the NS theory by the way.
to AlexeyFX
Geez. If you do not know what to do with it you may write it in the annals as an example of very abstruse and almost incomprehensible verbiage. In fact the quote is an exchange rate of the currency against the counter-currency at a certain time.
What I love about this forum is that you'll always be approached by a good old colleague, disheveled, in sweatpants with the word "abibas" printed on them, will trustingly look you in the eyes and ask in a surprised way, "What, you don't know what Forex is? I will tell you, look, you take EUR, divide it by USD and you get a quote. You got it?"
Thanks for the wisdom. By the way, you remind me of the warrant officer from the movie "Combat Corps". I don't remember the details - whether he took a bite of vodka or something else, but he got into a barrel, which was taken to an international exhibition, where a delegation of Indians found him. To their mute question - who is he, some big shot was not confused and said, ah, ...this is our company yogi. This "yogi" was uttering a profound thought, like "when you are in the army, everybody argues about who is older, but in the army he is older than the one who has more stars. So numerous delegations from india began to go to this "yogi" for the worship of the great wisdom.
PS: and in the annals I'm happy to, it's still the coolest place on the site and the most respected, (and here I'm blurring into such a smile) :o))))))
Have you tried to build a spectrum acceleration from, say, macd? how do you even formalise this process?
Maybe I've got it a bit wrong, but roughly speaking I'm trying to build something like spectrum acceleration and extrapolate it further. it should be a kind of extrapolation of probabilities of motion character development. damn, again, it's complicated.
here is the development of the same process from which we need to get the spectrum acceleration and extrapolate it.
Of course, we can build stochastics, magdies or other oscillators from all this and use them to see the speed of each line together, but we will not be able to extrapolate.
Roughly speaking, ideally, if you have a series of green lines (values), and extrapolate them, then you can judge the nature of the sine wave movement.
I apologise for the primitive).
It's like when the video game software comes down, a folder window moves in squares when you drag it, when you sharply move, the distance between each adjacent window increases and tends to catch up with the original window (already shifted), and by analyzing these distances between windows you can judge about the movement of the slowest window.
(I may have overdone it, it's closer to the concept of a stroboscope)
Have you tried to build a spectrum acceleration from, say, macd? how do you even formalise this process?
Maybe I've got it a bit wrong, but roughly speaking I'm trying to build something like spectrum acceleration and extrapolate it further. it should be something like an extrapolation of the probabilities of development of the character of motion. damn, it's complicated again.
here is the development of one and the same process from it we need to get the spectrum acceleration and extrapolate it.
Of course, we can build stochastics, magdies or other oscillators from all this and use them to see the speed of each line together, but we will not be able to extrapolate.
The best way is for you to learn to write in MQL4 yourself. Then you will be able to test all your complicated ideas yourself.
If you have a technical background, learning a simple language, a pale shadow of C, is like clapping your hands.
The trick is that even if you have money for a coder from Job, it's hard to imagine a coder who would take you on (well, unless you're a complete novice).
The best way is for you to learn to write in MQL4 yourself. Then you will be able to test all your clever ideas yourself.
If you have a technical background, learning a simple language, a pale shadow of C, is like clapping your hands.
The trick is that even if you have money for a coder from Job, it's hard to imagine a coder who would work with you (unless he's a complete novice).
thanks for the kind word(((
I have no result yet, so it's all blurred.
Thanks again for the tip:......, I'm a pauper, you sent me to a page where products cost 10-200 quid, which is not millions to me...
Thanks for the kind word(!)
the result is not yet available, that's why everything is blurred.
Thanks again for the insulting ......, I'm a pauper, you sent me to a page where products cost 10-200 quid, which is not millions to me...
Believe me, I have known Alexey for a very long time. He did not mean to offend you I am not referring to "beggars", I am referring to the fact that money should be spent wisely, and not thrown away, even if it is just one cent. We are traders. Why are you wasting money now, with such a technical specification?
PS: But my advice to you - forget the Makdi, does not work crap, you need to be a super psychic (including iz0sa effect Slutsky-Yullah, which is much written here). Or at least relate it to the real price. I.e. - where will be your ins/outs with the "peek-a-boo", where is the "phenomenon" of the trade.