Machine learning in trading: theory, models, practice and algo-trading - page 2011

 
Maxim Dmitrievsky:

The cuts began to coincide +- with the tester... well, at least, if the real is not good, then in the tester too

For now it's trading since September 21, in the tester it's about the same. And for an earlier period in the tester it is good, but the weeks are unsuccessful (probably)

For some reason it is always good at the beginning of the week (after the "pre-training"), then it "drops", maybe just coincidence

found something else to improve, maybe it will finally work )

long fucking wait to catch bugs

on the long movements it pulls, on the U-turns stalls

here is an example of the tester (updated logic) the last 2 months

But it is worse with old logics. I may try to use new logics with a trader, I will freeze it next week.

What has caused the discrepancy?

 
Aleksey Vyazmikin:

So what was the reason for the discrepancies?

I do not know, they are still there, but not that big.

The error was in the upside down trader logic.

 
Maxim Dmitrievsky:

The cuts are starting to match the tester +-........

it looks linear, that's encouraging

 
Aleksey Vyazmikin:

Were there any such contests here in the thread?

I would like to use a sample with 3 target values, ........

You're doing nonsense imho, but good luck to you, who will participate there

 
mytarmailS:

looks linear, that's encouraging

in 5 months, it's a plane (in the tester, new logic)

If it finally works, I will share. Not much time yet.

 
Maxim Dmitrievsky:

I don't know, they are still there, but not that big.

the error was in the upside down trader logic.

Look towards OHLCV on the zero bar - maybe that's it?

I.e. your mistake when interpreting trade results (when writing the code)?

 
Maxim Dmitrievsky:

In 5 months, even the plane (in the tester, new logic)

If it finally works, I will share. Not much time yet.

It looks pretty good!

How is the input signal generated, on every bar or otherwise?
 
mytarmailS:

You are doing nonsense imho, but well, good luck to you, who will participate there

Are you confused by the 3 values of the target?

 
Aleksey Vyazmikin:

Look at OHLCV on the zero bar - maybe that's it?

That is, your mistake when interpreting trading results (when writing the code)?

The logic there is already messy, it would be better to understand it (what I've copied myself). And why it works this way and not the other way?

 
Aleksey Vyazmikin:

That looks pretty good!

How do you generate the input signal, on every bar or something else?

Yes. It's adaptive control with reinforcement, not a classic

Reason: