Machine learning in trading: theory, models, practice and algo-trading - page 1254
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In general, I've looked through a lot of theory about approximate trajectories, and a lot of math... I'll have to study it for a while. So far I see the potential in terms of iterative transformation of traits (i.e. you can add a degree of interpolation at each iteration and the trait will change), but there are some other tricks that I have not yet understood
https://arxiv.org/pdf/1603.03788.pdf here is a general use for machine learning
https://arxiv.org/pdf/1307.7244.pdf and here is piecewise linear interpolation for quotes and something else
I don't know, but it may be relevant only if you want to make a fully self-learning TS, the high level, so to speak.Well, the bank of forex is so big that one can't eat it alone)))) At least because it includes all the other banks in the world.
Did you learn how to do preprocessing from these articles or from other ideas?
No, I haven't finished that yet, I've been practicing on python, made a link to mt5 via sockets, but I haven't trained the models yet.
I cannot understand why the results will improve so much... if i finish this, i may draw an article, but if it will be a real gem, i won't do it, i will trade it by myself.
Who would read them? ))Maxim, I told you - do not write, do not write - is not perceived. The information is rejected. They are immune.
Yuri, are you drunk? ) I did not write that.
But in general I agree in part, but it does not matter as the market cannot be beaten completely all the same
Yuri, are you drunk? ) I did not write that.
But in general I agree in part, but it's not very important because you can't beat the market completely all the same.
No, I haven't finished this yet, I've been working on python, made a link with mt5 via sockets, but I haven't trained the models yet.
If I will finish this, maybe I will write an article, if it will be a real "grail", I won't do it, I'll trade by myself.
Who would read them?)I only got 7-10% with a peek into the future. Until I removed the peek predictor.
I don't know how to do peeking, because I have never used zigzags and so on.
entropy or rms itself can be 0.5, I'm talking about misclassification
And that's the thing... nothing special can be achieved with raw quotations of the 1st instrument as predictors (we mean any transformations as well), well, almost everyone who is more or less familiar with MO has already done that. It only remains to adjust the model to the market situation and that's all
i.e. take simple momentum strategies or mean reversion, and apply the models to markets at some stage. There will be a lot of handjob all the same
And that's the thing... nothing special can be achieved using raw quotations of the 1st instrument as predictors (any transformations are also meant), well, almost everyone who is more or less familiar with MO has already done that. It only remains to adjust the model to the market situation and that's all
i.e. take simple momentum strategies or mean reversion, and apply the models to markets at some stage. There will be a lot of handjobs all the same.
It won't work with simple ones either. There will be not enough information for MO. Or on the contrary - too much - it will require very complex MoD, which is unaffordable.
It won't work with simple ones either. The information will be insufficient for the MO.
If the market is more or less stable, a trend or something, then this time will work, at least for me... the patterns are the same, why not?
I don't know if it works, but I've simplified it to one button pressing and no predictors )) Such a funny looking machine that I may sell it as an exhibit of human madness