Machine learning in trading: theory, models, practice and algo-trading - page 1380

 
If you have a justification for the behavior of the price, then the MOE is not so important.
 
Uladzimir Izerski:

No matter how much raw price you push into the MO, the output will be random.

This is your personal opinion, but far from it.
 
Yuriy Asaulenko:
This is your personal opinion, but far from it.

No, but there are a couple of peeps who know and understand. That's you and me.

 
Uladzimir Izerski:

No, but there are a couple of peeps who know and understand. That's you and me.

Well, the more I do MO, the less I understand.)

You taught the forest according to my data - these are raw prices, nothing more.

Judging by my exertions, raw prices give the best results in training. The same problem with all sorts of preprocessing is solved much worse. I just tried it again yesterday.) Any preprocessing throws away some data, maybe that's the point.

All sorts of NS and forests, given enough complexity, are able to build the predictors they need. They just don't need to get in the way).

 

Here comes that sleeve again.

Bemme something under your nose, intellectuals forum

 
Yuriy Asaulenko:

Well, the more I do MO, the less I understand.)

You trained the forest according to my data - it's raw prices, nothing more.

Judging by my exerts, raw prices give the best results in training. The same problem with all sorts of preprocessing is solved much worse. I just tried it again yesterday.) Any preprocessing throws away some data, maybe that's the point.

All sorts of NS and forests, given enough complexity, are able to build the predictors they need. Just don't interfere with them.))

What kind of forest did he teach? He's drawing curves on the charts.

The prices are absolutely true.

But they still need to be scaled.

 
Maxim Dmitrievsky:

what forest did he teach? he draws curve sticks on charts

))

 
Uladzimir Izerski:

))

Where's the normal info? No normal info, no normal discussion.

 
Maxim Dmitrievsky:

What forest did he teach? He's drawing sticks on charts.

The prices are absolutely true.

but you still have to scale them.

Yes, it's not him, it'sAleksey Vyazmikin. My mistake.

Of course, it's necessary to scale them, but prices won't stop.)

 

Why do you need predictors?

Don't you like the raw graph anymore?

Reason: