Machine learning in trading: theory, models, practice and algo-trading - page 2287

 
Igor Makanu:

Make a custom symbol, like this:

How do you test on it? Buy one symbol at Bid and sell another at Ask?

In the tester, the TP will be triggered by (Bid - min. spread), but not by Ask from the custom symbol. Or i am mistaken?
 
Maxim Dmitrievsky:

Perhaps it makes sense to make it with a reserve for automatic differentiation (as, for example, in PyTorch). I.e. tensors with the ability to calculate the gradient on them, and on top you can model any neural networks

But it is a very big job, probably like writing your own neural network engine

It makes sense, and not only logarithm, etc. In general, the function of data preparation for training is an important topic. Although I agree, it is a hard topic, in addition the algorithms will eventually become obsolete and require matching with the demands.

 

In general we need a second version of real ticks, but in which there are only 6 ticks:
Open: Bid and Ask

High Bid

High Ask

Low Bid

Low Ask

Close: Bid and Ask

For all High and Low it is necessary to keep the order of their arrival by time, i.e. they can be not in that order, as I have written them.

Using this tool, you can estimate Bars with the accuracy of real ticks. With much less traffic. And the tester should be taught to trade with them, of course - but I think that the engine of real ticks will do without any modifications.

 
Evgeny Dyuka:

I represent the whole world as a businessman. I have a product and promote it. I am looking for the best ways. This is my personal experience, nothing more.

- I tried to post an article on my topic in MQL, but they told me to fuck off...I tried to post an MQL5 article about my product, but they sent me a message, it says"Not enough volume, sorry, we won't even read it",
- MQL5 Market is not available for my product,
- out of 10 clients only 1 (at best) uses or has used MQL terminal,
- "just find MT5 broker with direct integration with crypto-borders" this is a crutch, that in real life does not work, because crypto-borders is the only direct broker, and they all have a great api.

I think you (MQL) are sinking into your world and trying to measure who has the bigger and longer code.

What do you mean, "dive in"?

We created this world ourselves, having gone from MQL (2001), MQL2 (2002), MQL4 (2005) to MQL5 (2008). At the time when others were saying, like you, "you won't make it. There are better solutions".

You are the one with the limited perception of the world with 10 clients, and only yesterday this site had more than 300,000 live visitors. In 2020, 43 million people visited the site.

On this 7-language site:

  • 8.5 million registered users
  • 12,000 programs in source on Codebase alone
  • 24,000 programs on the Marketplace

 
Valeriy Yastremskiy:

It makes sense, and not only that, but also the logarithm, etc. In general, the functions of data preparation for training is an important topic. Although I agree, the topic is heavy, in addition, the algorithms will eventually become obsolete and require compliance with the requests.

This is not about logarithm, but about computational graphs and training NS on tensors. To avoid storing gradients in separate matrices, the original tensors already have an additional field and store it. I.e. the set of tensors already represents a computational graph. And on top of it the optimizer and neural network architecture is simply thrown over, which in itself represents a part of the graph

 
elibrarius:

How do I test with it? Buy one symbol at Bid, and sell another at Ask?

In the tester, the TP will trigger on ( Bid - min. spread), not on Ask from the custom symbol. Or am I wrong?

Why? You now have "in 2 clicks" OHLC and the spread on this data on my custom chart, subtract the spread when opening/closing orders

 
Jonathan Pereira:
No estamos falando de ticks...
Estou falando de Profundidade de Mercado ...

We are not talking about ticks ... I'm talking about the price tumbler.

Thank you,

We will try to add MarketBookXXX analogous features. This is our omission.

 
Renat Fatkhullin:
We will soon release a new web terminal for MetaTrader 5. The kernel is ready:

Here you can see in the Quotes section, and it's easy to insert right here in the editor:


If I attach your chart to my site, can I draw my custom indicators or any objects on it?
what is the level of access to it?

 
Evgeny Dyuka:

The market and time will judge. MQL5 is a great product, the best of its kind, but it has every chance not to fit into the new market.
By the way, the link to a noname site where you can find something about MQl only by searching in the browser is not the best example of success))

You are talking about programming languages and their future, but you have no idea that the TIOBE Index is the most authoritative index of the popularity of programming languages.

For you it is noname.

 
The topic is about machine learning, enough of the off-topic.
Reason: