Machine learning in trading: theory, models, practice and algo-trading - page 3367

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fxsaber #:

Apparently, I'm far from high matter - I didn't understand anything again. You don't have to write for me.

If a certain strategy parameter has been optimised once and forgotten (it works in the future as well as on the previous data), then such a parameter can be called conditionally static.

If we have to systematically optimise the parameter to update it, then such a parameter can be represented as a function in time (at the points of optimisation). It is this function that is suggested to be used instead of systematic repeated optimisations.

Of course, this is utopia, it is tantamount to discovering the formula of the market, according to which it functions.

 

So we deny the science of adaptive filtering, the theory of adaptive systems..... it's utopia, it doesn't exist? ))))))).

If the machine 's period is controlled by ATR, it's also impossible... utopia?

Or is it utopia in the brain?

 
The hairy, pimply guys are on their way to pick you up.
 
Wow, the whole world (at least all the guys in the MoD thread) is already sailing their own yachts using mashki as an adaptive regulator, and Saber and I still don't know anything about it.))))))
 
The period of a flywheel is regulated by an atairm, the period of which is regulated by another flywheel, which is regulated by another atairm.... Hmm, the idea is fire, perfect for non-stationary tsvr!))))))
 
If you don't have a brain, that's what happens.)
 
Adaptive control systems are widely used everywhere, from furnace temperature control to AI-assisted vehicle control. But in all these cases, it is impossible to change the physical parameters being monitored, such as temperature, altitude, and speed. The price is traded, not its derivatives such as mashka, etc. The price is traded.
 

when the MA period is controlled by ATR (or vice versa), but it is necessary to reveal both formulas and not to scare your brain with optimisations

 
mytarmailS #:
If you don't have a brain, that's what happens.)
You start the new year with insults? - That's a bad start.
 
Maxim Kuznetsov #:

when the MA period is controlled by ATR (or vice versa), but it is necessary to reveal both formulas and not to scare your brain with optimisations

Well, yes, that's the "idea" of some comrades, to get rid of optimisation. Do you know the answer to the question "How to build a self-adaptive system with the help of mashka and not to scare your brain with optimisations?"? - please tell me. As we see, many people know it but keep silent for some reason.

Naturally, whatever else such an "adaptive system" would not leak)).

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