Machine learning in trading: theory, models, practice and algo-trading - page 2492

 
Mihail Marchukajtes #:

Tests do not show anything because there is no data collection, but if you can do it with your hands, then you can do it with a machine 100%... And in real trading there are nuances of preempting the bar before the key decision. And the bar decision with a lag of 1-3 bars, when the smile shows not what is going now, but what will be the next bar or in one bar, etc. does not always help, but when after clearing your smile changes its sign from +100 to -250 on this clearing!!!!!

And you such with confidence understand that further ONLY sales, and look any signal Sequence is interpreted simply in the bottom and all, the most effective tactics !!!!!!!

I do not understand, was not there a script for QuickBooks that writes data to a file?

Why is it impossible to restore the data from the quote history?

 
mytarmailS #:

Well, that's right... And now imagine that: in order for a trend to start, a series/sequence of such "significant events" (S/As) must occur, and many S/As happened, for example, a month ago from the current price...

Can you imagine?

Now --

> > think of how many ways to find working ones, there are trillions of them...

You can't do it in a sliding window (tabular data), like you do now (and all others), if you take a price in a sliding window, 2 predictors will be enough to describe it all, but it's useless.

That's why my new method will essentially contain elements of history archiving by making forecasts as a function or polynomial at every significant event...

 
Mihail Marchukajtes #:
And in response I will tell you what this event is, it is the change of the sign of the smile. Now I sit and watch it in real life, or rather watched on Thursday when the big players have changed the sign of the minus on the plus and after that began a fierce fall. So, look at the root and everything will work even without neural networks, and if you give them this tool it would be the bomb. Like a Singer calculating machine, it doesn't get tired and it doesn't make mistakes!!!!

Singer's sewing machine) and tired and wrong) of course many times less often than the Soviet ones...

And so the girl/woman had a positive impact on the thread) the constructivism cut through, the calm discussion)

 
Mikhail Mishanin #:

Singer sewing machine) and was tired and wrong) of course many times rarer than the Soviet ones...

And so the girl/woman had a positive impact on the thread) constructive, calm discussion)

But while the light at the end of the tunnel is not visible
 
Aleksey Vyazmikin #:

I don't understand, is there no script for QuickBooks that writes data to a file?

Why can't you restore the data from the quote history?

Exactly, you need a script for QuickBooks, which means that you need to study Qpale, which will be more reliable than calculating everything in Excel. It is necessary to calculate everything in Quicksilver and then ONLY translate the necessary data into a file, this is why I decided so, because we need an automatic change of option contracts on the date of expiration, so that we could gather at least some small statistics automatically. It's probably the trader's fate in all other cases, to look at a smile with hands and whoever makes its gathering automatically will be one step ahead of such traders as me :-(

 
Mihail Marchukajtes #:

That's exactly what you need a script for QuickBooks, which means that you need to learn Qpale, which will be more reliable than calculating everything in Excel. It is necessary to calculate everything in Quicksilver and then ONLY translate the necessary data into a file, this is why I decided so, because we need an automatic change of option contracts on the date of expiration, which would be possible to collect at least some small statistics automatically. In all other cases it is most probably the trader's fate, to look at a smile with hands and the one who will make its automatic gathering will be one step ahead of people like me :-(

I would like to use Lua as a base (it's already dead, Lua is dead then, as I understand it).

 
Mikhail Mishanin #:

Qpile, why? It's completely dead, Lua then, as I understand it)

You are absolutely right, colleague, but this does not solve the essence of the problem. There are no experts in Lua, who is to blame? What do I do? :-)
 
iwelimorn #:

"Ehhh...If only someone would help..." ©

Could you tell me what algorithm can be used to separate these three classes, especially interested in the class designated in blue. This dog is divided into two separate parts, and unfortunately I do not know how to separate the marking of the target, so as to separate the right and left parts. Maybe you can advise something?


Sounds a lot like XOR.
 
JeeyCi #:

what kind? I don't know anything for MO except Python (I haven't seen special tools in c#, in c++ you have to write everything from scratch, by all means), but even in Python can you guide me on libraries, if possible... or what toolkit can you advise?

and how often and when you use matrix calculus, if you do - are there libraries in nature so you don't have to write methods manually?

p.s.

Aggregated profile of HFT bid presence fraction at best prices

Read the TensorFlow documentation, it's all in the form of a constructor... practically. Really, it's black boxes. If it's interesting I can give you the code of the perceptron written manually, and by the way there are all matrix calculations, it's all built on them
API Documentation  |  TensorFlow Core v2.7.0
  • www.tensorflow.org
An open source machine learning library for research and production.
 
Mihail Marchukajtes #:
And now my main task is to translate it into practice and it requires knowledge of Excel macros, I hope this does not embarrass anyone?

Why do you need Excel macros? Use SQL with Python. It seems to me that working in Excel in this case is like trying to take off on a cart.

Reason: