Machine learning in trading: theory, models, practice and algo-trading - page 1895

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The most frustrating thing is that the boom when it hits such a resounding blow comes out, it's empty (aluminum mast) and it's so frustrating, and you rub your forehead so that people there on this topic were already experienced. I've been there myself... i know.... and most annoying that loudly, to the laughter of the team and hurt as from a fierce shelbone :-(
 
Mihail Marchukajtes:
The most annoying thing is that when the boom hits, it's an empty (aluminum mast) and it's so frustrating, and you rub your forehead, so there were experienced people on this topic. I've been there myself... i know.... and what's most annoying is that it's loud, to the laughter of the team and hurts like a fierce shellbone :-(

it depends on what kind of breeze ;)

 
Renat Akhtyamov:

it depends on what kind of wind ;)

In a big wind you can't do it categorically or you'll get a broken arm, etc. But it all depends on the helmsman. Command, give time to execute it.....
 

In general, there are two commands "Get ready to turn" and "Turn" for someone just missed the first command, so we're screwed. Tourists, you know... what can I say... Yes, and the wind was fierce need to admit, a set of factors, no more...

 
Mihail Marchukajtes:

In general, there are two commands "Get ready to turn" and "Turn" for someone just missed the first command, so we're screwed. Tourists, you know... what can I say... Yes, and the wind was fierce need to admit, a combination of factors, no more...

it looks like...

 

You need a big boat to really walk around)

 
Aleksey Nikolayev:

To sail for real, you need a big boat)

But even on a small one you will get a lot, especially when the river is not a stream or a rivulet.....
 

the first "cold" launch of a return strategy for a flat cluster of the 3rd hour, a few deals on the chart (example)

not cool, but not a sucker either... I'll try it later


 
Maxim Dmitrievsky:

the first "cold" launch of a return strategy for a flat cluster of the 3rd hour, several deals on the chart (example)

Not cool, but not lame... I'll try it later


At first glance it looks nice. Let's see it on the demo, and then on the real one.

 

Depending on the hour (and obviously the instrument) there may be different cuts

Here, for example, the Eurobucks at the 9th hour (according to terminal time). Return cluster.

Buy and sell clusters can also be set up to be positive on the history

In short, the question of search and optimization is still the same

+ retraining. On new data it may work worse (as usual)

Like this: since 2015 clustering. This is the most frustrating part. I didn't think a pretty rough clustering into clusters would give a lot of overtraining.


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