Machine learning in trading: theory, models, practice and algo-trading - page 1132
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And here's what I needed to algorithmize a flat
Flots are not based on price at all but on another function...
The drawing of rectangles is already implemented here so the signal is valid from the very beginning of the rectangle and not at the end as in the previous examples
The chart has the levels of Bp and Cp. From red buy from green sell
we got one stop, but it is only one cut on one synthetic timeframe
The BF and SP are overbought and oversold zones as I see it
To find overbought and oversold, I use a neural networkDamn it people, let's discuss normal systems, eh? with objective patterns
take any two correlated instruments and build a model
arbitrage?
Or a steamy one.
Where's the MO?
Where's the MO?
http://sun.tsu.ru/mminfo/2016/Dombrovski/book/chapter-2/chapter-2.htm
has anyone used leave-one-out cv for LR? does it replace separate validation sampling? I think Vizard is the only one who's used it :)
It is best to think of cross-validation as a way of estimating the generalisation performance of models generated by a particular procedure, rather than of the model itself. Leave-one-out cross-validation is essentially an estimate of the generalisation performance of a model trained on n-1 samples of data, which is generally a slightly pessimistic estimate of the performance of a model trained on n samples.
Rather than choosing one model, the thing to do is to fit the model to all of the data, and use LOO-CV to provide a slightly conservative estimate of the performance of that model.
Note however that LOOCV has a high variance (the value you will get varies a lot if you use a different random sample of data) which often makes it a bad choice of estimator for performance evaluation, even though it is approximately unbiased. I use it all the time for model selection, but really only because it is cheap (almost free for the kernel models I am working on).
"Cons and Cons. Just such an estimator would be nice to speed up model selection
Posted the latest version of the library with a test case
It seems like a long way to the New Year, and there are such gifts!
arbitration?
here
https://www.mql5.com/ru/forum/140716/page382
and further
Just one line from the induke, which you won't find anywhere else
There is only one line from the turkey, which you won't find anywhere else.
and where is it?
Posted the latest version of the library with a test case
Very cool! Thank you. The results are impressive:)