Machine learning in trading: theory, models, practice and algo-trading - page 1924

 
mytarmailS:


I know)) I wrote about dbscan on the previous page.)

But with it, too, will be a hassle, first, with clusters all the same will need to play with the second, it is wildly slow recognition of new data.

I read somewhere or the package is planned to do or in p-studio chip was to appear - that the cluster will be manually selectable directly with the mouse, did not hear about it?

There is no need to make things up. This is the fastest implementation of hdbscan in R. And you don't need to play around, you just need to figure out the parameters and use it. I read somewhere, one man said - it's not for MO.

Good luck

 

Same data but target with three classes

resdimX1_relabeled

 
Vladimir Perervenko:

In order:

In the first code.

Error in evalq({ : object 'env' not found

how to deal with it ? )

Vladimir Perervenko:

No need to make it up. This is the fastest implementation of hdbscan in R.

I'm not making this up, I'm speaking from practice and I'm talking about the "dbscan" package, try to train it on a large data network and then try to recognize, say, only 5k new data and see


Vladimir Perervenko:

And you don't need to play around, you just need to figure out the parameters and use it. I read somewhere, one man said - it's not for MO.

Tweaking the parameters is what I called playing around, it's definitely not going to hit those clusters the first time, but it's such a thing...


I've got something like this.

Well, it's very interesting. Thanks for the tip.



And these conversions

 umap_transform(X = X1$test1$x, model = origin.sumap, n_threads = 4 L, 
                 verbose = TRUE) -> test1.sumap
This is instead of the standard predicate? You have to feed new data here, right?
 

Hi all!

Maybe someone can tell me the problem that none of the brokers from Russia does not allow to open trades on mt5 using python (alfa-forex, BKS, FINAM, just2trade). All brokers give an error:"comment=Unsupported filling mode". My trades open correctly with MetaQuotes demo for the mt5 developer.

Please advise how to deal with this? Has anyone found a reliable broker that allows to trade using python?

 
Elvin Nasirov:

Hi all!

Maybe someone can tell me the problem that none of the brokers from Russia does not allow to open trades on mt5 using python (alfa-forex, BKS, FINAM, just2trade).

All brokers give an error:"comment=Unsupported filling mode". My trades open correctly with MetaQuotes demo for the mt5 developer.

Please advise how to deal with this.

Try the order_send example, but use 'ORDER_FILLING' instead of

    "type_filling": mt5.ORDER_FILLING_RETURN,

use 'ORDER_FILLING_FOK' or 'ORDER_FILLING_IOC' instead.

Документация по MQL5: Интеграция / MetaTrader для Python / order_send
Документация по MQL5: Интеграция / MetaTrader для Python / order_send
  • www.mql5.com
[in]  Структура типа MqlTradeRequest, которая описывает требуемое торговое действие. Обязательный неименованный параметр. Пример заполнения запроса и состав перечислений смотрите ниже. Идентификатор эксперта. Позволяет организовать аналитическую обработку торговых ордеров. Каждый эксперт может выставлять свой собственный уникальный...
 
Vladimir Karputov:

Try the order_send example, but instead of

use 'ORDER_FILLING_FOK' or 'ORDER_FILLING_IOC' instead.

Vladimir,

helped, thank you!!!

 
mytarmailS:



And these transformations.

Is this instead of the standard predict? You have to feed new data here, right?

Yes, it's kind of a prefix. And that's the main advantage of this package.

 
Vladimir Perervenko:

Yes, it's kind of a prefect. And this is the main advantage of this package.

Well, in the "umap" package you can just make predictions through predictions, but I haven't heard about adding a target. In any case, thanks for the new Exceliance.

How about the results? Is it better to classify with this package?

 
Nowhere did I come across a study on how best to normalize the inputs: increments, subtraction ma, sliding window?
 
Rorschach:
Nowhere did I come across any research on the best way to normalize the inputs: increments, subtraction ma, sliding window?

https://github.com/philipperemy/fractional-differentiation-time-series

You should differentiate until the ADF test starts to pass, i.e. the increments do not become stationary. But you can go a little further than that.

The point is to keep the data within the known neural network range on the one hand, but to lose as little information as possible on the other hand

philipperemy/fractional-differentiation-time-series
philipperemy/fractional-differentiation-time-series
  • philipperemy
  • github.com
The animation shows the derivative operator oscillating between the antiderivative (α=−1: y = ​1⁄2⋅x2) and the derivative (α = +1: y = 1) of the simple function y = x continuously.
Reason: