Machine learning in trading: theory, models, practice and algo-trading - page 653
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Alexander, you have a wonderful branch called "From Theory to Practice" - write there. Your posts have nothing to do with the MO topic at all.
By the way, product advertising is forbidden on the forum, and you openly engage in it.
Moderators, Au...
The devil is in the way )))
Please believe and to speed up the process of turning in the project help:
write a program to convert tick archives from any broker
I magically came across Garik Sukachev's concert and the converter somehow inspired and wrote itself.
Add Garik to the list of beneficiaries of your project :)
Here is MT5 script in atache, you need to work with it like this
First, create a table with ticks.
1) Start the MT5, connect to your broker (or to the MetaQuotes-Demo server and create a demo account right there in the terminal)
2) Go to View -> Symbols. Find the desired symbol in the table and click on it with the mouse so that the right bottom bar shows its details
3) Go to the "ticks" tab, select dates, "all" or "bid/ask" mode, then click "query" button and then the "export" button at the bottom of the window. you will get a csv file with ticks.
If you have your own ticks source, then just make a csv file in exactly the same format as mt5 does -
The first two columns are mandatory.
Bid and ask can be left blank (means past value unchanged).
Last and volume I do not use in the script (brokers rarely fill them), do not create and do not fill them.
Save the ready csv file to folder C:\Users\IvanPetrov\AppData\Roaming\MetaQuotes\Terminal\Common\Files, otherwise the script in MT5 will not get access to it.
In MT5, go to the File menu - open the data folder
Then go to the folder MQL5/Scripts
In this folder, save the file TicksDiscrInt.mq5 from the attack here
Restart MT5, it should compile and show the script in the navigator
Open any chart, drag the script from the navigator to launch it.
Change parameters there - the file name with ticks, the name of a new converted file, increment in msec (1 sec = 1000), the csv separator (the default tab in the settings), and the number of decimal places in the prices in the new file.
Wait until the script icon disappears from the top corner of the price chart, it's done. The new scv file will be in the same folder ...\Terminal\Common/ Files
Here is an archive with scv file with ticks and converted csv file with increments of 789 msec.
I had a lot of trouble with this indicator, while I added levels to it, in the form of BB on a simple CK. It seems better to make an exponential, which would be more responsive, and no arima is needed. And it is finally possible to make a bot and see
The same principle can be used to get signals for predicting 1 instrument, not 2 as here, it's convenient to get signals for regression MOs, by the way
I magically stumbled upon Garik Sukachev's concert, and the converter somehow inspired and wrote itself.
Add Garik to the list of benefactors of your project :)
Here is the MT5 script in the atacha, work with it like this
First, create a table with ticks.
1) Start MT5, connect to your broker (or to the MetaQuotes-Demo server and create a demo account right there in the terminal)
2) Go to View -> Symbols. Find the desired symbol in the table and click on it with the mouse so that the lower right pane shows its details
3) Go to the "ticks" tab, select dates, "all" or "bid/ask" mode, then click "query" button and then the "export" button at the bottom of the window. you will get a csv file with ticks.
If you have your own source of ticks, just make a csv file in exactly the same format as mt5 does.
The first two columns are required.
Bid and Ask can be left blank (means past value without change).
Last and volume I do not use in the script (brokers rarely fill them at all), do not create or fill them.
Save this csv file in the folder C:\Users\IvanPetrov\AppData\Roaming\MetaQuotes\Terminal\Common\Files, otherwise the script in MT5 will not get access to it
Also in the MT5 go to the File menu - open the data folder
And then go to the folder MQL5/Scripts.
Save the TicksDiscrInt.mq5 file from here
Restart MT5, it should compile and show the script in the navigator
Open any chart and drag the script from the navigator to launch it.
Change parameters there - file name with ticks, name of new converted file, step in milliseconds (1 sec = 1000), csv delimiter (default value in tab settings), and number of decimal places in price in new file.
Wait until the script icon disappears from the top corner of the price chart, it's done. The new scv file will be in the same directory ...\Terminal\CommonFiles
Atacha has also an archive with scv file with ticks, and converted csv file with 789 millisecond increments for example.
So, here we go! I owe you a free working version of TC. Pockets, pockets ready! I'm not kidding.
I had a lot of trouble with this indicator, while I added levels to it, in the form of BB on a simple CK. It seems better to make an exponential, which would be more responsive, and no arima is needed. And it is finally possible to make a bot and see
The same principle can be used to get signals for predicting 1 instrument, not 2 as here, it is convenient to get signals for regression MOs, by the way
It's not a BB there, but a slightly different variance calculation. But this indicator is also very good. Vivat, Maxim - you are on the right track, but I still have some work to do.
Here we go! I owe you a ready-to-use, free working version of the TC. Pockets, pockets ready! I'm not kidding.
Guys, well, write all in his theme - https://www.mql5.com/ru/forum/221552, not in the MO. Cocked up the topic finally.
I'll delete my own message later.
It's not the BB, but a slightly different calculation of variance. But this indicator is also very good. Viva, Maxim - you are on the right track, but I still have some work to do.
Well, to calculate the model I already use the increments taken with exponential lags :) and since the output series is almost stationary, the BB should do the same
Here we go! I owe you a ready-to-use, free working version of the TC. Pockets, pockets ready! I'm not joking.
Well, to calculate the model I already use the increments taken with exponential lags :) and since the series at the output is already almost stationary, then the BB should do it too
Anyway, this way is correct and ingenious. Only we need to go through it to the end. Where is Michael the teacher? Why is not included in the unrestrained pursuit of gold? Gone, completely gone... Tangled up in neural networks... It is time to help him out!
Process the data. Output either boxplots or beautiful curves in columns.
With fixed step, where 1 curvilinear = width of window (12k or whatever you have)
"Stationarity" is not strict and will float, the main thing is not that)))
Beautiful curves can be drawn in R)))
https://cran.r-project.org/web/packages/ggjoy/vignettes/introduction.html
https://cran.r-project.org/web/packages/ggjoy/vignettes/gallery.html
I remember, I remember about that task of yours. I'll do it eventually.