Machine learning in trading: theory, models, practice and algo-trading - page 1728

 
mytarmailS:

R is better))

what?

 
Maxim Dmitrievsky:

with what?

1 there is everything! already implemented

2 minimal time from idea to prototype for testing

3 short and friendly code


maybe something else is missing

 
Maxim Dmitrievsky:

switch to python, we'll make a working environment for grails

What's the idea behind the environment?

 
mytarmailS:

and what is the idea itself, environment?

based on the new optimizer

 
Maxim Dmitrievsky:

based on the new optimizer

I think that all this will not work, the price changes its characteristics very much, I'm "working" on something that will transform the data correctly before all the manipulation which will look for some statistical patterns, I think that this is goal number 1, if it is done then it does not matter which MO to apply or type of optimization

 
Maxim Dmitrievsky:

Without filtering it's a waste of time

Moreover, to decompose into components is not even a goal. Roughly speaking, to get a stable cycle you must transform the series in such a way that the cycles were there from the beginning. Otherwise, further decomposition through eigenvectors (principal components method or caterpillar) will always show shit that changes with time.

I.e. this thing works only on pre-cyclic series

I havenot found digestible information about CSSA, that there with what it is compared.

In short, the meaning of my message was this. This non re-drawable crawler has a number of settings, where you choose parameters from the green window 10 and 11yo and set their groupstar and groupdepth, then you choose the range of construction (important) and the number of bars of training I do not understand and have never changed, I think it has something to do with iterations. At the end it allows to build a cyclic line of absolutely any curvature and cycles. This thing is very flexible. You know, a caterpillar that doesn't redraw. So the point of this strategy is that when you build this straight line according to the parameters of the green window, which you also pick up manually. The dark stick on the points expands and moves along the points, and at that moment the oscilloscope is dancing like hell. In this case, the oscilloscope will move to the points and move the points manually at that moment. But the most interesting thing is that this addon was the only addon that had its own window inside Neuroshel. Not a dialog form of induke or strategy, and it opened the internal window of the program along with the main form, it's not an induke or strategy is kind of a tool for work. I would not even look at the main form, it's not an indicator or a strategy, it's a tool for my work. Well krochet dance with such a low probability of finding this circle, I did not, but the circle that I got is not chetamoyu dull placezna on the green window. Look, even the creators of this tool couldn't find a good example, because there are a lot of variants of this curve at the current chart end and it will describe it like a caterpillar, but in the nearest future it will behave differently. So in the green window there are two frequencies, which alternately predict each other.

The fundamental point of this strategy is that it is guaranteed to give 4-5 signals immediately after the construction is guaranteed to take its own and fuck off. Yes, even two will be enough. This is the fundamental meaning of all strategies. If a strategy does not give you a guaranteed 5 signals immediately after optimization, then you have no strategy. Well, even if it is positive in 3 out of 5 this will be enough.

So in this strategy is the whole point that when you have built and got a circle. Here and now you are guaranteed to have three moves for which you will earn any money, make them and optics further. It's such a tool. Just when I got a circle of the right shape and it was a spiral or rather if you draw two spirals in each other I okue, it really did not work long within 5 bends where the first three were guaranteed, I do not remember exactly. But unfortunately it was just not possible to do it by hand. Although I was a concrete nerd on the Neuroshell, more than one mouse was replaced, :-) but on such a test was not ready. So Maxim, ask me about the NS, I'll explain to you specifically for him. :-) Not..... programs fire, in fact.

 
real quotes - 200 ticks EURUSD, univariate and bivariate eigenvector diagrams

 
Vladimir Suslov:
Real Kotir - 200 ticks EURUSD, univariate and bivariate eigenvector diagrams

Oh! cool) But it's an approximation, not a forecast, right?


How do you build these two-dimensional charts? I'm interested in the code.

 
mytarmailS:

Oh! cool) But it's an approximation, not a forecast, right?


Listen, how do you build these two-dimensional charts, I'm interested in the code

take a pair of components, e.g. 3, 4
along the x axis - component 3
along the y axis - component 4
if it is round - cycle

 
mytarmailS:

Eugene Vector ))))

))))

Holy shit, I got the first one just like it :-) I then remembered this incident and realize that I was so very lucky, I have never been able to get any closer to the circle than on the green window.

It was this chance that allowed me to mark this tool in principle as a working tool that I wouldn't mind repeating. You know very well that I'm skeptical of frequency meters. Who look for something in a quote that is not there, trying to add up, and most importantly decompose frequencies. I trade on the stock exchange, I'm a trader. Volumes, Deltas, Interests, here are my documents :-))))))) I would use this method of frequency analysis and would trust it with money, after numerous tests and convincing myself that it works. Because you yourself know a single case can not be the basis for trading. In any case, when I left the Neuroshel this method was the only useful one of the entire variety of the product. Guaranteed 3 signals, but not in manual mode, otherwise you waste all your useful time. You have to optimize quickly here and now.