Machine learning in trading: theory, models, practice and algo-trading - page 2045

 
Rorschach:
I ran it in the tester, the left column is expectation. Clearly there is a dependence on the day of the month, and catbust put 0.

There just isn't enough dependence to make or break a predictor, especially if there are better options.

 

we can invent a neural network that will come up with the tags

We teach it to produce the marks on a piece of history. For example, if the future 10 bars grow, then buy. It will be trained with a certain error.

Then get the marks for the whole history from it.

theoretical benefit: the neural network will smooth signals, remove noise, make them more logical and predictable?

By controlling the degree of learning, you can smoothen tags more or make them more accurate
 
Maxim Dmitrievsky:

20 ktrips

see what it does

Epoch 820 train err: 0.4057188332080841 tst err: 0.4114921987056732

we have to write a tester to see

60% on the test ?

forrest 69% )

Maxim Dmitrievsky:

we can think of a neural network that will come up with tags

We teach it to produce the labels on a piece of history. For example if future 10 bars will rise, then buy. It will be trained with a certain error.

then get the marks for the whole history from it

Theoretical profit: a neuronet will smooth signals, remove noise, make them more logical and predictable?

by controlling the degree of learning, you can smoothen the marks more or make them more accurate
I tried something similar, the potential is definitely there!!! But the freedom of choice is even greater than with the signs)
 
mytarmailS:

60% on the test ?

Forrest 69%.)

how come?

 
mytarmailS:

There is a request !!!

It is necessary to write a simple script for mt4 !

The essence is as follows

1) I click on a specific candlestick

2) The script writes in a notebook the date and time and closing price of this candle

That's it!

Hey, who doesn't mind writing 5 lines of code for a normal kid))

I want to do training with a teacher where I will be the teacher.)

 
mytarmailS:

Hey, who cares enough to write 5 lines of code for the normal kid))

I want to do a tutorial with me as a teacher.)

yes i am, right now...

 
Maxim Dmitrievsky:

how so?

it is so ))))

zigzag akurashi 0.69

And it is not enough at all

 
mytarmailS:

it is so ))))

zigzag akurashi 0.69

And it's not enough at all

it means that your acurasi is spent for some other purposes, non-targeted ))

 
Valeriy Yastremskiy:

Yes, I'm writing right now...

Oh cool!)!

Maxim Dmitrievsky:

it means that your acurasi is used for other purposes, not earmarked ))

what do you mean? ))

it simply predicts a "lag" and that "no lag" is exactly what does not go into the 69%)
 
mytarmailS:

What do you mean? ))

It's bullshit, in a word.

put a demo of that bot - it's plus again ))
Reason: