Machine learning in trading: theory, models, practice and algo-trading - page 1069

 
FxTrader562:

So you mean RDF is better and faster than Monte carlo which is definitely required for instant trading decisions upon candle close....So we are on the right path towards creating the forex version

of "ALPHA ZERO"...let's see:)))))))))

Monte carlo its not a deep learning, RDF is deep. Alfa zer0 uses DQN a I know, with neural net, but not a pure q-leraning. We have actually not a classical RL, I dont know what we have... hand made :) but looks like it works

 
Maxim Dmitrievsky:

Monte carlo its not a deep learning, RDF is deep. Alfa zer0 use DQN a I know, with neural net, but not a pure q-leraning. We have actually not a classical RL, I dont know what we have... hand made :) but looks like it works

Everything seems okay except the "UpdateReward()" function where we need to implement profits NOT the profit loss trade count... then we can just create an exact copy of "ALPHA ZERO" based on my algo which I explained previously based on candle simulations and it will just converge over time after a few million simulations... We can do the same for each currency pair and save it for future use...

But anyway I will do it somehow to implement profits to reward function after I thoroughly understood your RDF implementation...But if you get some idea, then you can try to implement or just let me know how to implement profits so that the agent will check the overall profits and accordingly optimise the policy and make the next trading decision based on profits and losses...NOT based on just profit or loss counts

Also, I am not good at matrix implementation and hence, till now I was unable to deal with profits to implement such a policy.

 
Mihail Marchukajtes:

Slishish marchelo mastrojane pizdute na anglojazichnuju chast forum. Nakuj tut vash inglish nikomu ne sdalsja. Ti Maks eche strochish kak pulemet, zasral vsu vetku. Davajte uze tovoj otsudova....

mikluha maklai ti hodi brodi jutem sidi perdi, moderatorsi sami perenut eslchitayut nuznim

 
Mihail Marchukajtes:

So what... Create a branch on the Ministry of Defense and you'll get money for your posts there. The author of this branch must already be a millionaire. Consider it a top ... :-) So in English it'll be your top branch. I see you speak bourgeois... So stop cursing here in bourgeois or I'll report you to the moderator. You're making a big deal out of this vigilantism thing. ....

You don't get paid for posts and ratings for a long time, I haven't even caught this time

We've already discussed everything, you can go snitch
 
Mihail Marchukajtes:

I get paid all the time for rating.... even now. It's usually paid on Monday......

you must be something special

 
Maxim Dmitrievsky:

I'm almost 26k. And who's the lame one here? )

But you don't get paid for your posts...

 

loved the untranslatable English-Russian context

continue

;))))

 
Mihail Marchukajtes:

But you don't get paid for your posts...

The last time you got paid was about three years ago... Hmmm....

 

Hi Maxim,

I think we should continue our discussion in your other thread of interpolation ...

Or you can come to MQL5 chat. It's easy to share the code with each other and discuss new ideas and complete the coding and testing much faster...please update me...

I have few simple, yet powerful ideas to implement to the code, but it does not work in testing mode


 
Mihail Marchukajtes:

Slishish marchelo mastrojane pizdute na anglojazichnuju chast forum. Nakuj tut vash inglish nikomu ne sdalsja. Ti Maks eche strochish kak pulemet, zasral vsu vetku. Davajte uze tovoj otsudova....

Listen, comrade, why don't you go fuck yourself? Let me listen to smart people.

Reason: