Machine learning in trading: theory, models, practice and algo-trading - page 2691

 
mytarmailS #:
He was talking about a specific situation, not about everything in the world, and in this specific situation he is right

I didn't understand the meaning of the comrade's remark either, because he explicitly stated that it was about mt5.

 
mytarmailS #:
It was about a specific situation, not the whole world, and in that specific situation he's right.

Oh, no.

(The trading platform and MQL are not designed for calculations. Execution speed and variety of scalars will not fix it . And there are things that are designed for this purpose and are being developed independently. You can talk about R vs Python (and there is MatLAB, Julia, even Excel), but both of them achieve results faster than MQL. Integrating and using MQL + something_else is a better solution. And you can't cram the "something else" into ex5 - they are just different.

 
Maxim Kuznetsov #:

Oh, come on, no.

(The trading platform and MQL are not designed for calculations. Execution speed and the variety of scalars will not fix it . And there are things that are designed for this purpose and are being developed independently. You can talk about R vs Python (and there is MatLAB, Julia, even Excel), but both of them achieve results faster than MQL. Integrating and using MQL + something_else is a better solution. And you can't cram the "something else" into ex5 - they are just different.

Calculations are not the same as calculations. If we are talking about the stage of data analysis and thinking over the idea of the TS, when it is necessary to go through many different variants of calculations, then it is better to use tools like R, which are sharpened for this purpose. If we are talking about the final result, when a specific calculation algorithm is chosen, then everything must be considered inside MQL (otherwise it will not take off for many different reasons). For example, all packages in R usually have source code in C++ and can be rewritten to MQL if you want to.

 
I agree with Alexei, been voicing the same thought for a while now.
 
A question for the public:
Is it possible to train a slave AMO if you know only the last 20-40 candlesticks, i.e. this is the whole sample that is available, and it is necessary to divide it by the track and test...

If it is possible, who would solve this problem?
 
Maxim Kuznetsov #:

Tell that to amazon and google. That they do not build their business correctly and their infrastructure is wrong :-)

selling infrastructure as a service is not for ordinary buyers, but for users of this infrastructure))))) Goods and service to create goods are different after all ... and especially on the level of users and buyers))))))

 
Aleksey Nikolayev #:

Calculations are not the same as calculations. If we are talking about the stage of data analysis and thinking over the idea of a TS, when it is necessary to go through many different variants of calculations, then it is better to use tools like R. If we are talking about the final result, when a specific calculation algorithm is chosen, then everything must be considered inside MQL (otherwise it will not take off for many different reasons). For example, all packages in R usually have source code in C++ and can be rewritten to MQL if you want to.

And there are 100500 reasons why it won't fly in MQL. Because the only stable libraries in it are Mt4Orders (until the author gave up on it), which is very little :-) there is also ALGLIB, which used to be a wild delight, but now it is abandoned and breaks on every second release of the platform. And you're on your way, you need stability and certainty.

and you have strict timing inside - "any computational iteration must be completed in 1-2 seconds, at the extreme in 5 seconds", otherwise the trading robot in real life will go down and you will get stuck for money despite the perfect model.

 
Maxim Kuznetsov #:

and there are 100500 reasons why it does not fly on MQL. Because the only stable libraries in it are Mt4Orders (until the author gave up on it), which is very little :-) there is also ALGLIB, which used to be a wild delight, but now it is abandoned and breaks every second release of the platform. And you're on your way, you need stability and certainty.

And inside you have strict timing - "any computational iteration must be completed in 1-2 seconds, at the extreme in 5 seconds", otherwise the trading robot in real life will go down and you will get stuck for money despite the perfect model.

So brains are in the same language and mt only opens and closes trades.
 
😁 groundhog day
Was going to suggest moving another qualifier to MT, at least the response part. But the pRogRammists don't approve of it
 
Maxim Kuznetsov #:

and there are 100500 reasons why it doesn't fly on MQL. Because the only stable libraries in it are Mt4Orders (until the author gave up on it), which is very little :-) there is also ALGLIB, which used to be a wild delight, but now it is abandoned and breaks every second release of the platform. And you're on your way, you need stability and certainty.

and you have strict timing inside - "any computational iteration must be completed in 1-2 seconds, at the extreme in 5 seconds", otherwise the trading robot in real life will go down and you will get stuck for money despite the perfect model.

If in the context of the topic of the branch, then there is no need to try to put the whole MO engine into the final product. A specific trained model is enough, which is usually quite solvable with mql5 tools.

Reason: