Machine learning in trading: theory, models, practice and algo-trading - page 946
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The article talks about theEMD methodthat consists in drawing the envelopes of line extrema and subsequent processing that results in functions. So, I understand that in the graph of this indicator we see the amplitude width, which depends on the difference between two extrema in a given time interval.
From 0 to 1 is normalized by me, I do not remember anymore. It is enough to take a few values and see. I'll take a look at them later, when I'm going to modify them for my own needs.
I will drive in their NS to see "what it shows"No, don't send me new ones, I have not sorted out the current ones yet.
If these 3 classes I have made give profitable results then I can say I have learned what I wanted from the tree. I'll show you how to run the learning script in R-Studio and then you can try different target sets by yourself.
No, don't send new tables yet, I haven't figured out the current ones yet.
If these 3 classes that I made - will give a profitable result - you can say that from the tree, I have achieved and learned what I wanted. I will show you how to run the learning script in R-Studio, and then you can try different target sets on your own.
Got it, thanks.
Dr. Trader: Here are the files with the new targets.
And how are the targets deciphered here?
arrBuy=1 big profit in long position
arrBuy=0 small profit in long position
arrBuy=1 loss in long
so, and similarly in shorts for arrSell?
I'll try it and report tomorrow.
And how are the targets decoded here?
arrBuy=1 big profit in long
arrBuy=0 small profit in long
arrBuy=-1 loss in long
so, and similarly in short for arrSell?
No, I did sort of ask for 1 any long, -1 any short, and 0 - do not enter the market. Information only on the arr_Buy column
Dr. Trader: Here are the files with the new targets.
What is the target(s)?
What is the target(s)?
Column/columnarr_Buy -1,0,1
Column/columnarr_Buy -1,0,1
Why such a huge file?
Why such a huge file?
I don't even know how to answer... so much take two samples and predictors to them.