Discussion of article "Grokking market "memory" through differentiation and entropy analysis" - page 12

[Verner999]

Maxim Dmitrievsky:

add type

Thanks for your help!

[Zeke Yaeger]

Thank you Maxim for sharing such a masterpiece!!! Took me an entire day of work an review of some maths (and it worth it)  to fully understand the power of this tool. A new door has been opened.
And for the question above : add "void" at the beginning of the line

[Yu Zhang]

Thank you for your article, although I have not studied these contents, but I will collect your article first.

[Florian Silver Grunert]

< deleted - no insult >

It works exactly until 2019.06.01. Author published it June 2019. After that date until 2022.08.01 it generates only losses.

Thank you for contributing your skills to the reader.

Based on this and his other articles, the programmer is certainly one of the best who publishes at Metaquotes. Unfortunately, this does not improve the performance of his EA.

[Maxim Dmitrievsky]

Hi, this is some kind of research different econometric methods, to show what an entropy does and how it save information in time series, plus optimization with logistic regression. But to use it in raeal trading need more research I think and more different tests.

[ejsantos]

After all the fixes mentioned I get a "code generation error" at compile time.

[babbetta89]

I understand that in the indicator normalisation of diff. prices is carried out on the basis of once calculated mean/std. But how correct is it to train the model by a previously unknown mean of the whole hist_display range? Using a sliding window for normalisation is not more plausible?

[Maxim Dmitrievsky]

babbetta89 #:
I understand that in the indicator normalisation of diff. prices is carried out on the basis of once calculated mean/std. But how correct is it to train the model by a previously unknown mean of the whole hist_display range? Using a sliding window for normalisation is not more plausible?

Need to remember :) yes, you could try your second option.

[[Deleted]]

We are incapable of looking ahead but we try to fool ourselves and reassure people who are in a slip !