What to feed to the input of the neural network? Your ideas... - page 9

 

And I realised that there is a history, but a small one. Probably, it will be enough for trading on ticks, but if trades last a day or more, you need more history. I somehow ruled out pips for myself from the beginning of my trading journey,) I still do not look in that direction. And I need more history.


By the way, on the tick chart you can see how the price behaves interestingly near round prices. Some resistance is clearly present.

Horizontal lines are multiples of 250 pips of five-digit.

 
Petros Shatakhtsyan #:

This is not a contradiction. Obviously, you have to have at least 2 things to trade: time and price.

If I compare the current price with the previous price, then according to you the previous price is also history ? :)

Exactly!

There is nothing else besides price history.
 
Dmitry Fedoseev #:

Exactly!

There's nothing else besides price history.

For my robot, history does not exist.

Imagine that the time difference between ticks is zero and they all lie on the same vertical line and form the current minimum and maximum until an order is opened and closed.

And everything starts again, from the current price.

We don't need to know what the next tick will be when. It is only for the visualisation of the chart.

 
Petros Shatakhtsyan #:

For my robot, history doesn't exist.

Imagine that the time difference between ticks is zero and all of them are located on the same vertical line and form the current minimum and maximum until the order is opened and closed.

And everything starts again from the current price.

We don't need to know what the next tick will be when. It is only for the visualisation of the chart.

It's a mind game. When determining the minimum and maximum on bars, there is no difference between the bar that was earlier and the one that was later. When calculating a simple average, neither does it.

All inputs are equal in a neural network and there is no difference which bar to feed to which input, you just have to stick to the chosen order.

 
Dmitry Fedoseev #:

These are mind games. When determining the minimum and maximum on bars, there is no difference in which bar was earlier or later. When calculating a simple average, neither.

All inputs of the neural network are equal and there is no difference which bar to feed to which input, only you have to stick to the chosen order.

The difference is that I work with ticks. I have no idea how to work with some bars.

As far as I know, a bar is formed when the closing price comes. Is that right?

If it is so, we are already late, because maybe there is a tick inside the bar, at which we should have opened or closed the order.

 
Petros Shatakhtsyan #:

The difference is that I work with ticks. I don't know how to work with any bars.

As far as I know, a bar is formed when the closing price arrives. Is that right?

If so, then we are already late, because maybe there is a tick inside the bar, at which we should have opened or closed the order.

It is not fundamental - as bars are formed in turn in time, so ticks do not arrive all at once, but in turn in time.

Both bars and ticks are analyses of history, only at different depths.
 
Dmitry Fedoseev #:

It is not fundamental - as bars are formed one by one in time, so ticks do not arrive all at once, but one by one in time.

Both bars and ticks are analyses of history, only at different depths.

That's the thing, I don't analyse history. For me, history does not exist, there is only the current tick.

A tick is not just one price, it consists of Ask and Bid, i.e. the spread is also very important.

 
Petros Shatakhtsyan #:

That's the thing, I don't analyse the history. For me, history does not exist, there is only the current tick.

And a little bit above about finding the maximum and minimum, what was that?

Let's say there is only one tick, what to do with it? What can be done with it at all?

 

There is harmony in the world that obeys laws.

Financial charts show the flow of goods and services through money or in our case currencies.

The flows are wavy, but with preservation of the mass of goods and services and money.

Waves show deviations from the conventional centre.

History together with the current moment is important for understanding where the price will move in the future.

And anything can be fed into the neural network, but you can't feed future random events that will nullify all the efforts of the MO.

That's the way it is. But this does not mean that MO is useless).

 
Uladzimir Izerski #:

There is a harmony in the world that obeys laws.

Financial charts show the flow of goods and services through money or in our case currencies.

The flows are wavy, but with preservation of the mass of goods and services and money.

The waves show deviations from the conventional centre.

History combined with the current moment is important to understand where the price will move in the future.

And anything can be fed into the neural network, but you can't feed future random events that will nullify all the efforts of the MO.

That's the way it is. But this does not mean that MO is useless).

MO and NS is indispensable thing when it comes for example when it has a search for fingerprints, in pattern recognition, in drones with artificial intelligence, etc.

I.e. in all those areas where everything is known in advance. A robot can always scan the space and use its knowledge to determine how to act optimally.

But in trading it is impossible to scan the future. I.e.MO can only work well on history.

So the question arises, why do we need to know what was before? It doesn't give us anything. The price goes where it wants to go anyway. It is an uncontrollable process.