Machine learning in trading: theory, models, practice and algo-trading - page 2927

 

Problem solved, but the residue remains )))

It's like when I tried to get on the market with my MO solution and was sent away. I ended up monetising elsewhere, but the residue remains.

 

MoD says close shorts on the Jew and look for buying...

There's a good chance of a rise for 2-3 days

 
mytarmailS #:

I'm testing the MO idea in real time, maybe it's just luck, but it's good!?

30 models are running, 24,000 predictions are counted.

I hope it's not luck.

How's it going? Is it a classification task with further stacking?

 
mytarmailS #:

as long as the market is a time series for you, there will be no achievements, and if there are, it's an adjustment to history...

So you can randomly mix candlesticks, train a model on them and it will work?

 
Evgeni Gavrilovi #:

How's it going? Is it a classification task with further stacking?

Progress is good...

Yeah, it's basically stacking and classifying and completely retraining on every candle....

And the trick is that all models look at different things.

Rorschach #:

So you can randomly shuffle candles, train a model on them and it will work?

So you have learnt to predict the market by feeding it n last candlesticks as BP?

 
mytarmailS #:

The progress is good...

Yeah, it's basically stacking and classifying and completely retraining on every candle.....

And the trick is that all models look at different things.

So you learnt how to predict the market by feeding it n last candles as BP?

I guess the answer is yes.

 
mytarmailS #:

Progress is good

Can you write what signs you use and the size of the sliding window?

 
Evgeni Gavrilovi #:

Can you write what signs you use and the size of the sliding window?

what language do you write in?

 
Just python
 
Evgeni Gavrilovi #:

Can you write what signs you use and the size of the sliding window?

very good question

You have to choose the window, it's a fact.

i.e. standardise

whether it's up, down, sideways.

the main thing is the height of the price spread.

the maximum duration time of one-directional movement will appear, the window will appear
Reason: