Recent Content by dtrader98

  1. A real edge hardly requires any testing

    I don't really distinguish those cases the way that you do. Especially with respect to the thread. When people on the forums say that backtesting...
    Post by: dtrader98, Feb 18, 2020 in forum: Automated Trading

  2. A real edge hardly requires any testing

    Since you are on the topic of ML. Few in ML would approach testing in the "tweak/test/fail, tweak/test/fail, tweak/test/fail, tweak/test/success!...
    Post by: dtrader98, Feb 17, 2020 in forum: Automated Trading

  3. A real edge hardly requires any testing

    Thanks for sharing those. Can't really speak to the UHF, as I don't have much experience there. Something like a pattern though, I would think...
    Post by: dtrader98, Feb 17, 2020 in forum: Automated Trading

  4. A real edge hardly requires any testing

    Backtesting is absolutely a research tool. If it helps, remove the word back, and just think about testing. You should run tests over data to...
    Post by: dtrader98, Feb 16, 2020 in forum: Automated Trading

  5. Reducing Noise for Dependent Variable

    I think we all grapple with these thoughts over the years. Most of introductory time series modeling requires conditions of stationarity in order...
    Post by: dtrader98, Jan 29, 2020 in forum: Trading

  6. A real edge hardly requires any testing

    I actually see that as using a bayesian approach to statistics. Maybe not as formal, but still utilizing some form of statistics there. I can't...
    Post by: dtrader98, Jan 28, 2020 in forum: Automated Trading

  7. A real edge hardly requires any testing

    I would say that it's when you 'think' you have a true edge that lots and lots of testing begins. You are trying to find out where it could break...
    Post by: dtrader98, Jan 27, 2020 in forum: Automated Trading

  8. The Theory of Edge Diminishing

    Here's some results of a system that was praised and written about in various blogs right up until about late 2014. The indicator was first...
    Post by: dtrader98, Jan 20, 2020 in forum: Trading

  9. Could AI / Machine learning come up with the method the way you have ?

    It comes down to whether or not rules can be coded. ML can replicate pretty much anything you want, given that the input/output decision/response...
    Post by: dtrader98, Jan 20, 2020 in forum: Trading

  10. Candlestick probability

    Worse than pointless... it's very misleading. Like showing a single outcome of a coin toss equaled heads, as if that implies something. Some of...
    Post by: dtrader98, Jan 15, 2020 in forum: Technical Analysis

  11. Candlestick probability

    You don't prove or disprove anything by showing anecdotal chart examples. You start by tabulating contingency tables and probabilities over large...
    Post by: dtrader98, Jan 11, 2020 in forum: Technical Analysis

  12. Forecasting stock prices with a feature fusion LSTM-CNN model using different representations

    I recall reading that they use bitmap to values of images of the charts, which are simply a matrix of (binary for black and white, 256 for RGB)...
    Post by: dtrader98, Dec 13, 2019 in forum: Automated Trading

  13. "The Strategy": a theory of market manipulation by big funds (Knuteson, 2018)

    Here's a slightly alternate version of the paper posted. https://arxiv.org/pdf/1912.01708.pdf I'll take a stab. My initial takeaway, is that he...
    Post by: dtrader98, Dec 10, 2019 in forum: Trading

  14. Forecasting stock prices with a feature fusion LSTM-CNN model using different representations

    Just looking at that paper raises several flags, and makes it not really worthy of continuing (other than academic theory)... Some examples 1)...
    Post by: dtrader98, Dec 6, 2019 in forum: Automated Trading

  15. Significance of different moving average periods?

    A moving average model is not necessarily bad or good, it is just a model. One could argue that how you use a model is more significant than the...
    Post by: dtrader98, Dec 3, 2019 in forum: Technical Analysis