Machine learning in trading: theory, models, practice and algo-trading - page 1473

 
Maxim Dmitrievsky:

I spent half a fucking day rewriting my overgrown rl lib for oversampling, but finally got it done... the first time (oversampling is automatic), while before I had to choose from a list of models

I got nothing with the meta markup, it's probably just another book nonsense, or my bad hands/thoughts

But, of course, such beautiful curves type of training in a month, and then a few years to get unrestrained profits, as recently demonstrated here, has not yet succeeded

very interesting results

 
In another thread, a man who traded on the CME says that there exchange robots trade with each other and catch up with fictitious volumes. And the real volumes of real sellers/buyers are many times lower. Now I understand why the volumes are only noise. Real volumes could be useful, but there's nowhere to get them.
 
Alexander_K:

:))) You have to work with time - between ticks, and when thinning a series - with time between events. Time in the market is the Grail.

I work with M1 bars. The Forest will decide which of them to use in the next node, at least on the 10th or 27th. That will give you an analogy to the thinning.
Is there a signal with your thinning? Interesting to see if it's worth the time.
 
Elibrarius:
I work with M1 bars. The forest will itself choose which of them to separate at the next node, at least at 10-th, or at 27-th. This will give an analogy to the thinning.
Is there a signal with your thinning? Interesting to see if it's worth the time.

With M1 you can work all your life and everything passes. On a uniform timescale, there is pure SB with the corresponding result.

It is necessary to work in a non-linear coordinate system. But, it is not necessarily ticks :)

Result:


Learn, daddy, while I'm alive.

 
Alexander_K:

With M1 you can work all your life and everything passes. On a uniform timescale, there is pure SB with the corresponding result.

It is necessary to work in a non-linear coordinate system. But, it is not necessarily ticks :)

Result:


Learn, daddy, while I'm alive.

No comment))
 
elibrarius:
In another thread, the person who traded at CME says that there the exchange robots trade with each other and gain fictitious volumes. And the real volumes of real buyers / sellers are many times lower. Now I understand why the volumes are only noise. Real volumes could be useful, but there's nowhere to get them.

it's a lunatic.

Volumes tell us nothing about the direction, especially futures, because futures are tied to the spot.

At the microstructural level there are some regularities like densities in the market, but it works only for inefficient instruments

 
elibrarius:
Real volumes might do some good, but there's nowhere to get them.

1. Find any that trades in 1 place.
2. Make sure the real volumes in your "model" really have an impact.
3. Dokuchi - if you have mm, try to figure out his algorithm, but you won't understand it without a glass)))

 
Vizard_:

1. Find anything that trades in 1 place.
2. Make sure that the actual volumes in your "model" really have an impact.
3. Dokuchi - if you have mm, try to figure out his algorithm, but you won't understand it without a glass)))

Teacher, why don't you get out of here?

Anticipating the stream of stupidity you're about to spew

))))

 
Maxim Dmitrievsky:

Teacher, why don't you get out of here?

))))

You've been explained the meaning of the word "teacher" (Lokhopedina)).
You're a teacher and you don't have to explain the meaning of the word "teacher.
Although you can))) hilarious...

 
Vizard_:

You've been explained the meaning of the word Teacher.)
Go on, go peddle useless rattlesnakes, and you don't need to write your posts.
Although you can))) hilarious...

You're a perpetual firefighter or something, when you're going to burn out.

Reason: