Discussion of article "Fuzzy Logic in trading strategies" - page 3
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Loved the article! Write more.
Who can explain in words what Mamdani and Sugeno algorithms do?
This is a funny review from the category of: who is a witness? - I am a witness, what happened here? ;-)
It's a funny review from the category of: who's a witness? - I'm a witness, what happened here? ;-)
I don't have a problem with understanding the algorithm, but I have a problem with triminology. That's why sometimes you think how "abstruse" everything is, but in fact it turns out to be simpler.
The easiest thing to do is to do a google search on key phrases and read
Well the ERUUSD raises from Jan 1, 2017 to Aug 31, 2017 from 1.05093 to 19083, (thanks to Donald Trump).
The resulting membership function shows exactly this as the strategy of the RSI is kind of counter trend: practically no Buys, only sells. So do I have to assume that the result is overfitted to that market condition:
So interesting! I need to read over this again and again to fully get my head around it though! I'll get there!
I hope this gets the interest that you require in order to be able to write more like this. Many thanks!
Well the ERUUSD raises from Jan 1, 2017 to Aug 31, 2017 from 1.05093 to 19083, (thanks to Donald Trump).
The resulting membership function shows exactly this as the strategy of the RSI is kind of counter trend: practically no Buys, only sells. So do I have to assume that the result is overfitted to that market condition:
Hi, yes, its just a simple example how to optimize strategies with fuzzy. Maybe next time I describe more complex strategy.
Hi, yes, its just a simple example how to optimize strategies with fuzzy. Maybe next time I describe more complex strategy.
Jul 2014 (1.34832) until Mar 2015 (1.07388) (stricly downtrend) or May 2015 (1.12108) until Sep, 2016 (1.12390) (flat market).
What if you optimize it separately on all of the three timespans and check it against the remaining two others.
Extremely interesting article, unfortunately I am still weak in programming, but like the article that gives an example of neural networks, where I used the base code of the article to make my EAs, I will try to do the same with the basic codes presented.
This article is one of the clearest and most interesting I have ever read.
It would be interesting to make an interpolation between this article and the article that talks about AUTOMATA (use of the "case" function) I think the two would have a good interaction.
I could not do it. Accuses critical error of a library
I could not do it. Accuses critical error of a library
pls download this version https://www.mql5.com/ru/forum/63355#comment_5729505 (in attach)