Machine learning in trading: theory, models, practice and algo-trading - page 3403

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Aleksey Vyazmikin #:

What are the errors? The result is identical in the case of "without balancing".

I will try to teach with the version after balancing.

The errors were in the codes I highlighted.
It took the wrong columns and the wrong columns were eventually written to the final file
 
mytarmailS #:
The errors were in the codes I highlighted.
It took the wrong columns and the wrong columns ended up being written to the final file

I think that' s what you're talking about. There was nothing there at all - maybe the syntax has changed for a couple of years? And so - of course you should always check the code if you can.

 
Aleksey Vyazmikin #:

You must mean this. There was nothing there at all - maybe the syntax has changed for a couple of years? But of course you should always check the code if you have a chance.

This is a link to my code from yesterday.

I mean this misunderstanding.

 
mytarmailS #:

this is a link to MY code from yesterday.

I was referring to this misunderstanding

It works correctly.

 
Aleksey Vyazmikin #:

It works correctly.

no

 
Aleksey Vyazmikin #:

I'll give it a try, only indexes are needed to exclude columns.....

data <- data.table::fread("D:\\train.csv", sep = ";") |> as.data.frame()

original_colum_names <- colnames(data)

target <- data$Target_100

data <- data[, !(names(data) %in% c("Time", "Target_P", "Target_100", "Target_100_Buy", "Target_100_Sell"))]

bad_colums <- caret::findLinearCombos(data[1:500,])$remove

good_colums_idx <- which(original_colum_names %in% colnames(data)[-bad_colums])

write.csv(good_colums_idx, "E:\\...\\индексы_колонок.csv", row.names = FALSE)
 
mytarmailS #:

no

How "no" - if the result is correct?

 
Aleksey Vyazmikin #:

How is "no" - if the result is correct?

I had the wrong one.

 
mytarmailS #:
Here's an example.

As I realise there is a lot of randomness in the balancing, I got this result.

TimeHG
Part_H4
Povtor_High_H1
Vol_OHLC_V9_M2_S1
Vol_OHLC_V10_M2_S1
Vol_OHLC_V6_M15_S2
Vol_OHLC_V5_M15_S7
iBWMFI_B0_S1_M2
iATR_B0_S1_M10
iGator_B0_S1_M15
iGator_B1_S1_H1
iStdDev_B0_S2_M1
iVolumes_B0_S2_M1
iBWMFI_B0_S2_M6
iADX_B1_S15_M20
iBWMFI_B0_S15_H1
iGator_B3_S15_H4
iVolumes_B0_S15_H4
iGator_B0_S15_D1
 
mytarmailS #:

I had the wrong one

Well, judging by your code you have different expectations - not what I need :)

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