Machine learning in trading: theory, models, practice and algo-trading - page 1005

 
Maxim Dmitrievsky:

So he already admitted that he had been leaking for some years, then he won back what he had leaked and now nothing works for him.

if there was a real pattern to the BP transformation, it would still be working

Actually there is no one else to expose, no matter how they resist the outcome is the same :)

I agree. Alyosha cleverly let the fog out and ran away.

But something in his speeches grabbed my attention. Something like: "100% random walk, exponent, dough..." I can't calm down:)))

 
Alexander_K2:

I agree. Alyosha cleverly put on a fog and ran away.

But, there was something in his speeches that stuck with me. Something like, "100% on random walk, exponent, dough..." I can't calm down :)))

And the fractals have been in the market so far :) but I don't know how to automate it

I'll try to finish predictors using inverted autoregression next week.

 
Maxim Dmitrievsky:

And fractals are still in the market :)

I will try to finish the predictors on the inverted autoregression next week and look at them.

And once again I agree.

We are waiting, Max. I really need the result, otherwise everything will go to hell and it will be easier to subscribe to some Makar Ivanovich's signal, for example.

 
Maxim Dmitrievsky:

So he already admitted that he had been leaking for some years, then he won back what was leaked and now nothing works for him.

He got off all right :)

What do you want... Especially on the DC software forum?

What do you expect, especially on brokerage software forum?

 
Alexander_K2:

Say, to skip the nonstationary pieces of BP,

In my opinion, this is the main point - to break the series into stationary chunks. One possible method is to solve the discontinuity problem. A small paper by Shiryaev on this subject (by the way, he is a student of Kolmogorov and author of the famous 2-volume book)

Surely someone used MO to solve this problem.

 
Alexander_K2:
.......

In fact, the value CLOSE[i]-OPEN[i] is nothing but the sum of the increments.

it's like a convolution

that is the derivative of the motion

i.e. acceleration of price, momentum

but it has already been, not will be...

Since I have given up studying, here is another interesting feature:

CLOSE[i-1]-OPEN[i] == 0 ? (for MT4)

observe, what does it give ?

 

I don't get it, who is that Gramazeka1 is hiding behind my name? What's the deal at......????

Just kidding, I'm all that... Я!!!!

I'm sure many are familiar with Reshetov's work, but no one has fully understood his concept. One of the points of his work is sticking to the Shepley axiom. Frankly speaking in simple language, the sum of weight coefficients of polynomial network is equal to one, or minus one. Thereby optimizer's task is to find coefficients of network, which are distributed in limits from 0 to 1. It is not important which length is polynomial, it is important that sum of coefficients equals unity and by including in training of any non-informative sign we select coefficient resource for it (resource is limited from 0 to 1) due to coefficients of informative predictor and make it less significant. That is why this algorithm is demanding for data preprocessing. The better we clean them out, the better will be the training result and operation of the model on AOS in general. As far as I know, none of the packages and network sets in R use Shepley's axiomatics. Hence the result....


"You should learn to read books first, instead of burning them" I mean that none of the representatives of this thread bothered to go into the essence of the work. Looked superficially and successfully threw in a drawer ...... IMHO!!!!!

 
I put the same avars so they wouldn't be confused if anything happened...
 
Aleksey Terentev:
That's why I diplerning, because different tools and fractals will eat everything. The main thing is network architecture in tensors.

yep, thanks to properly chosen architecture you can get a lot out of it.

For example, I have bagging different models with at least 2-fold improvement in all EAs; whatever data I have submitted the average improvement remains the same. In the end it is ridiculous that I should just feed them with prices and BP conversions play almost no role

 
Maxim Dmitrievsky:

And fractals have always been in the market :) I just don't know how to automate it.

I'll try to do predictors with inverted autoregression next week... I wrote about it in your topic

First, let's define whether the fractals are an indicator, like in the figure, or some kind of mathematical model.

If it's an indicator, the mql4 will calculate at least 100 bars left and right.


Reason: