Machine learning in trading: theory, models, practice and algo-trading - page 2021

 
mytarmailS:

Well, then take it and trade the first two days and do not fuck your brains out ))

or try to pre-train online

This week it works till Thursday ) but there has been no market reversal yet. It is unclear how quickly will respond

i dont know how to use lstm ? try it, it's cool


 
Maxim Dmitrievsky:

This week till Thursday is holding on, but there have been no market reversals yet. It is unclear how quickly the market will react

Do you use lstm? Try it, it's cool


Only Sell?

 
Valeriy Yastremskiy:

Only Sell?

Where to buy there?

 
Maxim Dmitrievsky:

Where do you buy there?

You train only Sell or both directions, and the grid works itself?)

 
Valeriy Yastremskiy:

You train only Sell or both directions, and the grid works itself?)

by myself

 
Maxim Dmitrievsky:

This week till Thursday is holding on, but there have been no market reversals yet. It is unclear how quickly the market will react

Have you used lstm? Try it, it's cool


Why does neuro open a position every 6 candles?
i.e. is it like a decision cycle?
 
Maxim Dmitrievsky:

This week till Thursday is holding on, but there have been no market reversals yet. It is unclear how quickly the market will react

Have you used lstm? Try it, it's cool


I don't think it ever happens without any position opened, it closes and opens instantly. Weird logic, it could have just held.
 
Evgeny Dyuka:
why does neuro open a position every 6 candles?
i.e. is it like a decision cycle?

not every, it just happens

 

I decided to make an analogue of the tester, not to run training and its evaluation in the terminal tester, but for NS/forest to quickly evaluate the results of training.
I plan to take as input data for calculations:
1) OHLC by Bid
2) commission - can be charged at the moment of trade opening
3) swap - to be charged at the moment of day change
4) OHLC by Asc - instead of spread. Since the spread on the bar is specified as the minimum for the lifetime of the bar. At the moments of OHLC spreads were most likely not minimal, but larger. During sharp movements, they were much larger. It will be necessary to take it from real tick data, i.e. it will require the complete walkthrough of real ticks.
A request to developers (if they will look here) - may I add OHLC on Asc to information about bars?

Is there something else to consider?
Maybe there is a ready-made tester? Even without OHLC on Asc will do as a basis for refinement.

 
I think if market trades, you can add slippage of 10-20% of a minute candle height if it is too high (i.e. if there was a gap).
And if it is pending, then it is necessary to skip deals at very high minute candlesticks (gaps).
Reason: