Machine learning in trading: theory, models, practice and algo-trading - page 2773

 
Evgeni Gavrilovi Gradient bousting shows excellent results in-sample, but beyond that the error increases immediately.

why? because the formula is very simple. what can we say about the complex relationship on the currency market?)

how to make this algorithm show good results on OOS?

This is the case when you need linear regression)

 
СанСаныч Фоменко #:

Thought I'd look into it, it's not easy for me, but really very interesting.

Do you generate signs from quotes using known, explicit algorithms/formulas (indicators, for example) or do you use machine learning to construct them?

 
mytarmailS #:
Then there is a probability of an error in the code, you need to make tests either with real quotes or simulate....

I had it recently, the sign looked at +1 bar, it was not an obvious error at all, it took half an hour to sort out....

Black - longs, green - shorts. Prediction one step ahead.


 

as it was required to prove:

a large candle is simply determined (and not even at its open, but at its close).

trend will work, while flat will not (as you can see from the picture).

you are not predicting, but stating the actual movement.

... you are just lucky that there are trend areas on this movement and your belated pseudo-predictions come true simply because the trend does not change ... and only as long as it does not change ... and only as long as it does not change (you can clearly see that it cannot predict a reversal).

p.s.

it is unclear why you are still trying to deceive everyone that you predict ?... perhaps you should draw conclusions by calling things by their proper names, and not lie that you are emotionally perceived... who needs you such liars trying to argue with logic (who have misunderstood the essence of the methods and materials used)...

 
СанСаныч Фоменко #:

Black is longs, green is shorts. One step ahead.

Can I see the code?
 
mytarmailS #:
Can I see the code?

Code? Which is over 2,000 lines of R? Which uses a dozen and a half packages? And at the same time the code in MQL4 that uses this code?

How about the keys to the nightstand where the money is?

Or maybe whatVladimir Perervenko has chewed up is enough.

The posted results are from 2017. After that I didn't work on these, I was hoping that the level would rise, people would understand the meaning of the words "predictive ability" and start doing meaningful things, preferably for stock markets.

Vladimir Perervenko
Vladimir Perervenko
  • www.mql5.com
Профиль трейдера
 
СанСаныч Фоменко #:

Code? Which is over 2,000 lines of R? One and a half dozen packages? And at the same time the code in MQL4 that uses this code?

Well, 2000 lines of code in R and 15 packages speaks more about the unprofessionalism of the writer than about the complexity of the algorithm.

SanSanych Fomenko #:

How about the keys to the nightstand where the money is?

I don't give a shit about your nightstands and keys, give me the money right away if we're going to talk like this.

SanSanych Fomenko #:

The posted results are from 2017. After that I didn't do these, I kept hoping that the level would go up

Yeah, cool.... did you create a working algorithm not to do it after 2017, or is the algorithm not working?

Make up your mind whether you have that nightstand or not and don't mess with normal people's heads...

 
mytarmailS #:

Well, 2000 lines of code in R and 15 packets speaks more about the unprofessionalism of the writer than about the complexity of the algorithm

I don't give a damn about your nightstands and keys, give me money right away if we're going to talk like this.

Yeah, cool.... Did you create a working algorithm so that you don't have to do it after 2017, or is the algorithm not working?

Make up your mind whether you have that nightstand or not and don't mess with normal people's heads...

Be kind enough to stick to the society you're herding.

You're an unlearned man.

 
СанСаныч Фоменко #:

Be so kind as to stick to the community you shepherd.

You're an unlearned man.

Yeah... when you have nothing to say on the essence of the conversation (and I've clearly outlined the essence), you start nagging like "why are you not wearing a hat?".

And you'll train your cat at home...

 
mytarmailS #:

Yeah... when you have nothing to say on the essence of the conversation, (and I've clearly outlined the essence) you start nagging like "why are you not wearing a hat".

And you're gonna train your cat at home.

And you can pass by emotions. Better still on the topic of reasoning and explanations. Girls grab the edges of emotion)))))))))

All the same, the predictive ability is not completely explained. What it is mathematically clear, but what it gives. Judging by the results it is a continuation of the trend, the question is by how much, and whether there are reversals in the results.

ZY, I wouldn't understand it either, if I would be offered to lay out all the developments for discussion)))))) It is better to ask questions about the logic of work, formulas.

To SanSanych, wanted to join the question:

Forum on trading, automated trading systems and testing trading strategies

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

Aleksey Nikolayev, 2022.10.03 11:28 AM

Do you form signs from quotes by known to you, explicit algorithms/formulas (indicators, for example) or use machine learning to construct them?


Reason: