Machine learning in trading: theory, models, practice and algo-trading - page 1061

 
Mihail Marchukajtes:

And I'm not going to send you anything. We are not friends yet, in case you have not forgotten MAX!!!! If only you were my friend without BE, but so....

 
Maxim Dmitrievsky:

Cool. I like the classics, but that doesn't excuse you...

 
Mihail Marchukajtes:

Cool. I like the classics, but it does not justify you ...

You're a nubas, I'll find it if I have to, although it will almost nothing, because all the algorithms are already laid out and they are very simple. Just interested in the approach, and it suits me at the moment.

And you still don't understand anything.

 

Hi Maxim,

So in the GMDH, the base function components is the number of indicators that you are using for the input to the Neural network. Am I right?

How many different indicators are you planning to use?

 
FxTrader562:

Hi Maxim,

So in the GMDH, the base function components is the number of indicators that you are using for the input to the Neural network. Am I right?

How many different indicators are you planning to use?

GDMH just transform features via polinomials, and then we learn it with RDF, for example 100 or 1000 iterations

http://www.gmdh.net/articles/
 

I am experimenting with levels, who knows how to describe such densities programmatically in order to find them in the future


 
mytarmailS:

Experimenting with levels, who knows how you can describe such densities programmatically to find them in the future

Judging by the picture, a histogram. In general, there are ready-made everywhere - you do not need to write anything. In MT - I do not know.

If not in MT, then via DLL. If it changes not quickly and is not required often, then file exchange will do.

 
Yuriy Asaulenko:

Judging by the picture, a histogram. In general, there are ready-made everywhere - you do not need to write anything. In MT - do not know.

If not in MT, then through the DLL. If it changes not quickly and is not required often, then file exchange will do.

Does the histogram mean distribution?

Or like horizontal volumes?
 
mytarmailS:

Does the histogram refer to the distribution?

Yes. In this case, I meant the U distribution.

 
Maxim Dmitrievsky:

GDMH just transform, via polinomials, and then we learn it with RDF, for example 100 or 1000 iterations

http://www.gmdh.net/articles/

Ok, I think I got it to some extent. Have you already implemented the MQL5 code and tested?

My main problem is that I am still not 100% clear how to feed raw price data to RDF other than indicator values without fuzzy logic based on your previous article.

If you can just tell me how to feed raw price data without using fuzzy logic, then it would be great. I mean the "CalculateMamdani()" function without fuzzy logic. Otherwise, I have to wait until you publish your next article.

Reason: