Machine learning in trading: theory, models, practice and algo-trading - page 892
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That's basically all the basic conditions for entry
Well cool, now put these signals on the chart. Let's even the pound dollar if it's not difficult.... Just show the arrows in what place the signals appear....
Great, now put these signals on the chart. Let's even the pound dollar if it's not difficult.... just show the arrows in what place the signals appear....
Here are the trades traded
Here are the trades traded
Great, the trades traded are not good to be honest. Can you put it all in the arrow indicator so it shows you the arrow to enter? Exactly the basic strategy. After all, its main purpose is the moment in time. Make an indicator, I think it's a 5 sec matter, if you have ready-made codes. Waiting for.... I don't need to send you the indicator, you can see it on the chart. Just look...
Well, great, the trades are not good to be honest. Can you throw it all in an arrow indicator so it shows you an arrow when you need to enter? Exactly the basic strategy. After all, its main task is the moment in time. Make an indicator, I think it's a 5 sec matter, if you have ready-made codes. Waiting for.... I don't need to send you the indicator, you can see it on the chart. Just to see...
I can't just throw out the arrows by the base signal, because there will always be an entrance and it will not give anything.
I'm explaining that you can't just throw out the arrows on the base signal, because there will always be an entry and it won't do anything.
What do you mean always???? Don't argue with the teacher... They say do.... As there will be this indicator with signals. Then you will analyze whether it is true or false. All classification TS work this way. If anything. But to classify something it is something to have. I have a basic counter-trend strategy. The best moment for analysis is the POSSIBLE moment of market reversal, which is what all counter-trend strategies do. After all, the biggest trend starts with a small pullback... Darkness... Don't argue... Make an arrow indicator...
What does it always mean???? Don't argue with the teacher... They say do.... As this indicator with signals appears. Then you will already analyze it true or false. All classification TS work this way. If anything. But to classify something it is something to have. I have a basic counter-trend strategy. The best moment for analysis is the POSSIBLE moment of market reversal, which is what all counter-trend strategies do. After all, the biggest trend starts with a small pullback... Darkness... Don't argue... make an arrow indicator...
I showed the code - always, it means that if the price is above 50% and below the specified level in the Donchian channel, then enter to buy, and sell the opposite, and in the form of an indicator it will always be, and in the form of an EA there will be one more condition - if a deal is opened then do not enter the market until its closure.
I showed the code - always, it means that if the price is above 50% and below the specified level in the Donchian channel, then we enter to buy, and sell vice versa, and in the form of an indicator it will always be, and in the form of an EA there will be one more condition - if a trade is opened then do not enter the market until its closure.
Well, here are the first errors... Okay, then let us define the moment of crossing the mark from bottom to top signal to buy, from top to bottom signal to sell. But only on one bar. Ie we leave only the moment of crossing the mark 50. I hope this happens within one bar?
In fact, from your rule, once the price has crossed 50% mark from the bottom up, it simultaneously becomes lower than that level. So it will be enough to cross the 50% mark from the bottom up to buy. On the contrary on the contrary.... How do you like this plan?
In the second article genetics and enumeration of a bunch of parameters are replaced by a single vector of values (inputs to the forest, predictors), and outputs are selected considering the maximum number of profitable trades. It is possible to introduce other criteria, correcting reward function (including DD, Sharp Ratio, anything).
The algorithm optimizes any strategy with very high quality in just a few passes in the optimizer (usually 5) (as opposed to GA and the more so in the full search). In the example given in the article that is seconds. Moreover, increasing the number of predictors almost doesn't increase the number of optimization passes. I recommend trying it out for your League of Strategies in another thread. Also, you can come up with even more efficient optimization algorithms for the League, based on the proposed approach. Regular optimizer can be discarded as obsolete, especially without cross-validation (wolf-forward), and it loses (at least) in speed multiple times, and in quality is no better. If we replace the forest with NS with kfold, we get an analogue of wolf-forward, and very fast. But I haven't gotten my hands on it yet.
Mutual information is a measure of entropy between target variable and predictors, the same as you've given in the picture as a table of predictor importance. But you can just use recursive feature elimination in las, and watch for errors. If so you need to sort and remove uninformative predictors. (google deciphering)
upd
Max, you're overpowered. Ta first formulate your thoughts, to the end, and then send them to the branch. I'm sick of correcting... I keep thinking that I've been answered...
Max, you're overpowered. First formulate your thoughts to the end, and then send them to the branch. I'm sick of correcting... I keep thinking I've been answered...
i wasn't even talking to you) my thoughts go faster than i can write
all this could be done as an article, but i'm too lazy to do it now