Machine learning in trading: theory, models, practice and algo-trading - page 1954

 

the first 500


A grid with 1 neuron and 1 input produced. 1.7 million ticks. 0.618 profitable trades, 0.38 expectation. If you want to check it, I'll send you the initial series.

 
Rorschach:

A grid with 1 neuron and 1 input produced. 1.7 million ticks. 0.618 profitable trades, 0.38 expectation. If you want to check it, I will send you the initial series.

If you want to check this, please send me the source series. Let's build it on the test plot or on the oob plot.
 
elibrarius:
Pictures from the training plot are of no interest to anyone. Build on the test plot or oob plot.

this is validation

 
Rorschach:

this is validation

As smooth as an arrow... I can't believe it.
 
Rorschach:

it's validation

add the spread )

 
Maxim Dmitrievsky:

add the spread )

this is the next step, like the price is random, and there's a profit on 1 neuron

on random


 
Rorschach:

this is the next stage, like the price is random, and there is a profit on 1 neuron

on the random


so far, everything fits ) but the spread can solve the TS

 
Maxim Dmitrievsky:

So far, everything fits ) but the spread may be decided by the TS.

I'll add the spread anyway, I don't know how to do it properly yet, I need a target, something like a zigzag.

 
Rorschach:

I will add a spread anyway, I don't know how to do it properly yet, I need a target, something like a zigzag.

subtract from each trade

 
Rorschach:

the first 500


A grid with 1 neuron and 1 input produced. 1.7 million ticks. 0.618 profitable trades, 0.38 expectation. If you want to check it, I'll send you the initial series.

Is "raw series" a price or a sample? Please reset the sample.

Reason: