Machine learning in trading: theory, models, practice and algo-trading - page 1327

 

This may be something incomprehensible and strange for many people. But in the end you all will come to bruteforce, without all this stupid construction of features, targets, and other kindergarten stuff. And then there will be a desire to discuss only the details of who has how it is implemented.

All that concerns traits, target and subsamples I do not want to discuss anymore.

I will respond only to sensible ideas on the "right" bruteforce.

 
Maxim Dmitrievsky:
This may be something incomprehensible and strange for many people. But in the end you all will come to bruteforce without all this dumb designing features, targets, and other kindergarten stuff. And then there will be a desire to discuss only the details of who has how it is implemented.

So and so I have brutforce, the question in what direction to brutforce, and how to reduce randomness in applying the model.

 
Aleksey Vyazmikin:

So and so I have brutforce, the question is in what direction to brutforce, and how to reduce randomness in applying the model.

when there will be a plateau of models with approximately the same results, then from these to choose

 
Maxim Dmitrievsky:

when there will be a plateau of models with roughly the same results, then from these to choose

It's already clear, the question is how to properly move towards it. That's why I'm going over and over again, looking for improvements.

 
Aleksey Vyazmikin:

It's clear as it is, the question is how to move towards it in the right way. That's why I'm doing a little bit of everything, looking for improvements.

Well, that's brutforce too.

Better yet, don't bruteforce, read a book

which describes almost 100 years of experience "twisting"

 
Maxim Dmitrievsky:

Well, that's a brutforce, too.

Better yet, don't twist it, read a book

which describe almost 100 years of "twisting" experience

I do not know what is better experience or theory - I do not yet have enough of either.

But I do like to check my ideas, see the result, correct and improve.

 
Aleksey Vyazmikin:

I don't know which is better, experience or theory - I don't have either one yet.

But, I like to test my ideas, see the result, correct and improve.

The theory shows that few people in the market earn consistently, almost no one

The theory shows that there are few people in the market who earn consistently, almost no one.

I'm studying the latest things in the MO about the markets and in general, and so far I don't see that there are super breakthrough methods for predicting naked BP.

Purely for research purposes, I am interested in the depth of the rabbit hole
 
Maxim Dmitrievsky:

The theory shows that few people in the market earn consistently, almost no one

The theory shows that there are very few people in the market who earn consistently, almost no one.

I'm studying the latest things in MO about markets and in general, and so far I don't see that there are super breakthrough methods for predicting naked BP.

Purely for research purposes I am interested in the depth of the rabbit hole

You are in a bad mood today, no optimism...

 
Aleksey Vyazmikin:

You seem to be in a bad mood today, no optimism...

What's mood here, I'm only writing about the conclusions)

 
Maxim Dmitrievsky:

it looks like we need to pump R instead of python, Renat wrote that soon there will be a direct link without crutches

i.e. katbust will be able to run in 1 line from mt5

Has anything specific become known? I've seen only his message about "gifts", without any details.

Reason: