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just improving the answer 💙💙💙
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Emma
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It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles information from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame, which are important and connected to information from other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles information from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame which are important and connected to other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles information from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each time-frame, which are important and connected to information from other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

just improving the answer 💙💙💙
Source Link
Emma
  • 460
  • 1
  • 5
  • 18

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles information from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame which are important and connected to other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame which are important and connected to other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles information from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame which are important and connected to other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

just improving the answer 💙💙💙
Source Link
Emma
  • 460
  • 1
  • 5
  • 18

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy ismay not be an issue for you, and you just want to prototypeare interested in prototyping a BVCA, itthat is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then expand toredesign and re-architect for expanding into a asyn system of algorithms in tangent based on which, for implementing inonly BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, as your intuition says5 seconds, ... , 1 min, 5 mins, ...) as well as step-wise higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame which are important and connected to other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costcosts may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in search of one hour or few hours candles from time-frame viewpoint.

But, if your time-frame might be lower, which may appear so, then your intuition is right, yet you will face accuracy issues as MikeRand very well points out. However, if, at this time, accuracy is not an issue, and you just want to prototype a BVCA, it is fine.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA, then expand to a asyn system of algorithms in tangent based on which, for implementing in lower time-frames, as your intuition says, as well as step-wise higher time-frames.

I would then optimize for precision. Because, computational cost may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

It highly depends on the goal of your classifier, or your Bulk Volume Classification Algorithm in this case.

MikeRand might be right, if you would be in any search of one hour or few hours candles from time-frame viewpoint.

But, if your time-frame might be lower (e.g., 1 min, 5 min), which may appear so, then your intuition is right, yet you will face accuracy issues, as MikeRand very well points out. However, if, at this time, accuracy may not be an issue for you, and you are interested in prototyping a BVCA, that is fine then.

Trading algorithms are very pertinent to speed processing systems. If I were you, I would first prototype one BVCA (e.g., any time-frame), then redesign and re-architect for expanding into a asyn system of algorithms in tangent based on only BVCA algorithm or other practical algorithms such that I could implement it to lower time-frames (1 second, 5 seconds, ... , 1 min, 5 mins, ...) as well as higher time-frames (e.g., 1 hour, 3 hours, ..., 1 day). Because in algorithmic trading systems, you can extract various features from each of this time-frame which are important and connected to other time-frames, and that is what practical traders do by sitting and watching the real-time charts.

I would then optimize for precision based on processed data from each time-frame, according to my objective function, however that would be. Because, computational costs may not be a factor or issue in algorithmic trading systems, not to mention you may be able to rent super-computing CPU services, once you are done with prototyping and scale-up, in production level, which will help you to perform your entire computations in 0.5<t<5 seconds.

Great question!

Parallel Processing

Image Courtesy: Illinois State Government

Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative

Parallel Algorithms

Source Link
Emma
  • 460
  • 1
  • 5
  • 18
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