Machine learning in trading: theory, models, practice and algo-trading - page 1160

 
ilvic:

Can anyone advise if there are any machine learning algorithms?

I need to reduce the number of trades.

I can't find anything good.

Average the signals, there will be fewer trades.

 
ilvic:

Can anyone advise if there are any machine learning algorithms?

I need to reduce the number of trades.

I can't find anything good.

I have tried a muwinkle in MT4 delivery, it's not complicated, it's almost like a sculpture where you take a block of rock and sift it out.

I once tried an example of muwings from MT4 delivery, nothing complicated, almost like in sculpture, where you take a block of stone and cut off all unnecessary things;)

 

Time cutoff from the previous screen worked (on the fact that the growth cycle should end), well sold on the anticipation, I wonder :)


 
Philipp Negreshniy:

The target function is obvious - profitability, the right choice of predictors remains.

I once tried an example of a muwing from MT4 delivery, nothing complicated, almost like a sculpture, where you take a block of stone and cut off everything unnecessary;)

For example, the moving average is higher than the signal - the signal is skipped.

Is it so?

 
Maxim Dmitrievsky:

He says it's time to know the honor

I'll try to make my own extrapolator, a better one


Why don't you check it in the tester? Or why don't you get infected with people around you who check that extrapolator online?

)))

 
Igor Makanu:

Why don't you check in the tester? Or have you been infected by people around you who check that online?

)))

I have not reached the tester yet, I am making my own extrapolator, I do not like it

 
ilvic:

For example, the muving is higher than the signal - then the signal is skipped.

Is it like that?

The input could be sets of correlations of moving averages and/or prices, so the network would find connection of these patterns with profitability of trades when training and give an indicator on the output, by which they could then be sorted.
 
"Profitability" is a bullshit goal. Come up with another one and you'll get it done. (No thanks.)
 
Maxim Dmitrievsky:

Well done Maxim! Finally started to think about predictors, not the model, moreover about adaptive predictors, for which I give you double kudos.

And yes, I would listen toIgor Makanu and did the test.

About a week ago I did something very similar, only using "ssa" spectral analysis method, the same cycles, same cutoffs, it worked by eye, but then I looked at the history and .... :(...

By the way it is interesting to hear how the network finds cycles, how does the algorithm work in general?

 
mytarmailS:

Well done, Maximka! Finally started to think about predictors, not about the model, and about adaptive predictors, for which I give you double kudos.

And yes, I would listen toIgor Makanu and did the test.

About a week ago I did something very similar, only using "ssa" spectral analysis method, the same cycles, same cutoffs, it worked by eye, but then I looked at the history and .... :(...

By the way it is interesting to hear how the network finds loops , how does the algorithm work in general ?

It's all bullshit, you can trade by eye sometimes, it will not automatically predict all the time in the +

I've looked at another similar algorithm - it returns no profit without matrigel. Normal regression on different muvings or simple atoregression.

Reason: