neural network and inputs - page 29
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Do you... really don't understand how to single out a group exploiting an idea?
I honestly don't understand.
there's a graph of a currency pair - how do you do that?
Take this group... I mean, take it now and think about it - for example, I want to catch mash-ups. What are they going to do? They will go in and out guided by MA. Can we learn these points by building different MAs? We can. Why not do that and see what will happen at those moments. I.e., if we admit a priori the existence of GROUPS that will use MAs to enter and leave, we assume that the market will react at those moments. Further. There are a lot of MAs and they all have different periods. There will be a lot of groups. In fact, on each bar there will be some changes in the arrangement of forces.
About all this and MAs - the fish is probably not there, but I hope I've explained the logic.
Well you've honestly killed me with these phrases that you do not understand how to catch groups. "here's a chart of the currency pair - how? "Are you hungover?
Take this group... I mean, take it now and think about it - for example, I want to catch mash-ups. What are they going to do? They will go in and out guided by MA. Can we learn these points by building different MAs? We can. Why not do that and see what will happen at those moments. I.e., if we admit a priori the existence of GROUPS that will use MAs to enter and leave, we assume that the market will react at those moments. Further. There are a lot of MAs and they all have different periods. There will be a lot of groups. In fact, on each bar there will be some changes in the arrangement of forces.
About all this and MAs - the fish is probably not there, but I hope I've explained the logic.
Well you've honestly killed me with these phrases that you do not understand how to catch groups. "here's a chart of the currency pair - how? "Are you hungover?
There are MAs. Let's say there are groups of traders who exploit MAs. What does that mean? It means that, for example, they open short or long positions when the mashcrosses. We are only interested in such groups who , by opening positions, actually move the market.
We do not know:
1. when do these groups open positions?
2. On what TFs do they open positions?
What does it mean in practice? That at the intersection of MAs price rises or falls to some limit. We take the fucking MAs and start to run them in the tester at different TFs and different parameters, just like at the beginning of the journey. And, just as at the beginning of the journey, we get the same result - 0
I can still understand it - there is an information that a certain London bank is trading GBPUSD using MAKs. There is an information that they do it strictly from 9.00 to 18.00 on workdays and only intraday.
Well, you can fantasize that by simply going through different МАшекшекшек variants it is possible to calculate them........ Fantasy! Do you have such information?
Theoretically, we can suppose that in the whole flow of false and true MA MA signals, as a result of a conscious action of a group of traders, we can find true signals, but again - when? On what TFs?
Well you honestly just killed me with these phrases, that you don't understand how to catch groups. "here's a chart of a currency pair - how? " - are you hung over?
There are MAs. Suppose there are groups of traders who exploit MAs. What does that mean? It means that, for example, they open short or long positions when they cross the waving arms. We are only interested in such groups who, by opening positions, actually move the market.
We do not know:
1. when do these groups open positions?
2. On what TFs do they open positions?
What does it mean in practice? That at the intersection of MAs price rises or falls to some limit. We take the fucking MAs and start to run them in the tester at different TFs and different parameters, just like at the beginning of the journey. And we obtain the same result as at the very beginning - 0
.
1. When these groups open positions - WE KNOW.
2. On which TFs - different ones. I would try M1 to begin with. In details - do not expect any details from me. I'm just trying to explain the logic of group catching, which for some reason someone else does not understand... And I'm not going to conduct a massive study to find out which TF is better to report back to you. You want it, you do it.
We'll take a lot of flies. With a period of 1 to as many as we want. Find out the current state for each of them. We assemble a vector from these data. We feed such vectors to the input of a solver.
Look, this is the last message I wrote about catching groups. I have to tell you some trivial things that have been chewed up for a long time
Any attempt to "calculate" some mythical group of traders who exploit a certain instrument for trading means that there are signals from this group in the round-the-clock flow of signals from this instrument, on the basis of which a profitable TS can be built.
In order to identify such signals you need to know exactly when this group opens them.
What settings the tool is used with?
Now let's assume that the settings vary - this group uses МАши one month with one settings, the second month with different ones, etc.
And now let's assume that the group opens positions irregularly - not upon every symbol signal, but according to a certain algorithm or without any algorithm at all. For example, this group works in a bank and they are subject to the bank's schedule - reporting periods etc.
And now let's say the group works for half a year, then it takes a holiday, then it takes two more months of trading, then the group gets fired, after three months they find a new job.......
The idea is that there are different volume groups on the machines with different periods. And if you plot the period/multi-volume relationship, you can get a generally smooth curve there. Since the groups are sort of discrete, but adjacent groups (MA = 10 and MA = 11) will differ little. This is hypothetical, of course.
Any attempt to "calculate" a mythical group of traders who exploit a particular instrument for trading means that there are signals from this group in the round-the-clock flow of signals from this instrument, on the basis of which a profitable TS can be built.
To identify such signals, you need to know - when this group opens them?
With what settings the tool is used?
Now let's assume that the settings change - this group uses МАCHs one month with one settings, the second month with different ones, etc.
Now let's assume that the group opens positions irregularly - not upon every symbol signal, but according to a certain algorithm or without any algorithm at all. For example, this group works in a bank and they are subject to the bank's schedule - reporting periods etc.
Now let's say the group trades for half a year, then they have a holiday, then they trade for another two months, then the group gets fired, three months later they find a new job....... ugh, b.y.
No you are getting it wrong. Group 11( MA=1) and group 53(MA=53) always exist. It's just that some volumes can move from one group to the other over time. Here is the current volumes for the groups (in fact, the intensity of influence on the situation) - and they must be calculated. Not for the entire history, but for the closest one, i.e. how much NOW is approximately in which group