Machine learning in trading: theory, models, practice and algo-trading - page 1926

 
Maxim Dmitrievsky:

and search and create, and search from what I've created )) and create from what I've searched ) and by magua and all sorts of things )

and then selects the best ones through selection and rearrangement, etc., etc.

well cool, cool, but it's still a primitive functional search, and i'm talking about a full random search....


For example, this is the kind of thing your oscillator won't create -

if the candlestick at 6 o'clock was white and the price was lower than the price of the 6th hour candlestick before 12 o'clock, then it sat off the price of the 12th hour

You know what I mean? I'm not talking about multiplying the functions with each other, I'm talking about creating a complete random sampling of everything, without any indiscretions


You need to consider EVERYTHING! time, prices, levels, patterns, their sequences, everything, everything, and search, search, search

 
mytarmailS:

Well cool, cool, but it's still a primitive functional search, and I'm talking about a full random search....


This is the kind of thing your generator won't create.

if the candle at 6 o'clock was white and before 12 o'clock the price was lower than the price of the candle at 6 o'clock, then it sat off the price of 12 o'clock

You know what I mean? I'm not talking about multiplying the functions with each other, I'm talking about creating a complete random sampling of everything.


You have to consider everything! Time, prices, levels, patterns, their sequences all, everything, everything, and search, search, search

I don't think it works that way.

 
Maxim Dmitrievsky:

I don't think that's how it works.

What do you see as the problem?

 
mytarmailS:

What do you see as the problem? combinatorial explosion?

Sort of, there are infinitely more rules

 
Maxim Dmitrievsky:

like that, the rules are infinitely many

two words - dimensional reduction

That's what it's for.

You think I just got hooked on it.)

I already see from primitive tests that there is potential

 
mytarmailS:

two words - dimensional reduction

You think I just got hooked on this.)

I can already see from the primitive tests that there is potential

i realized what the flaw in my approach ... the criteria for entering the trades were determined by the mean and std of the cluster being trained, and the new data has a shift

we need to revise the criteria and that's it

try it... i'm kinda lazy for now )

 
Maxim Dmitrievsky:

I realized what was wrong with my approach. the criteria for entering trades were determined by the average and std of the cluster being trained, and on the new data the bias

we have to revise the criteria and that's it

it won't change anything, but keep trying.)

Maxim Dmitrievsky:

try it. I'm kinda lazy at the moment )

don't know how, yet...


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i've done some training on yumap classes, visualized classes, you can see that over time, classes replace each other, especially where there is a strong concentration ("regularity") those systems not only die over time but even work backwards


 
Aliaksandr Hryshyn:
Any idea how to do this?

What exactly?

 
mytarmailS:

what exactly?

In general, the principle of generating fiches.
 
Aliaksandr Hryshyn:
Generally, the principle of generating fiches.

random...

A ficha can be represented as a log rule...

The size of the rule - randomly

content of a rule - random

generated 1000 rules - sent to the Defense Department as 1000 features

selected 1-5 good features if there are any, if not - we drop all of them.

selected features get thrown into "good features database".

and again we generate 1000 features, and so on


when there are over 1000 good features in the "base of good features", you will be able to use them to train a new model and see what you will get

Reason: