Machine learning in trading: theory, models, practice and algo-trading - page 2083
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If the frequency has the maximum amplitude, then it is easiest to isolate it from the signal and it will give the greatest profit, imagine the sum of the sines, one with an amplitude of 10, the other with an amplitude of 100.
imho, the ideal indicator is an oscillator (bandpass filter) tuned to the frequency with maximum amplitude.
I understand what you mean, and I agree, but let's forget about mash-ups and harmonics...
We need a universal way to extract the optimal parameters...
Imagine another TS, trading MACD at the intersection of the zero line with the signal line. Will the optimal period of such a TS be synchronized with the harmonic frequency with the maximal amplitude?
In my opinion, no.
You can find the period by spectrum, but you can not find a "bouquet" of several functions for cp
I haven't fully mastered Zircon yet, but here are some results. Here, in contrast to the article, the trace and the test are not mixed up
33: learn: 0.8732772 test: 0.5313936 best: 0.5497703 (18) total: 4.48s remaining: 1m 1s
The test seems to be bad. Nevertheless:
(the second part of the graph is the test)
I have not yet fully mastered Zircon,,....
mistake in akurashi?
akurashi error?
yes
In addition, in the attached archive is no pre-assessment. I myself did not use. The other fascinated.
The archive from here.
All the rest only parses from sites on their own. and there are no pre-grades.
Thank you, at least something. I don't understand how to "stick" matstat to this problem, so I'll have to use MO.
yes
best: 0.5497703 trash ))
garbage ))
hz
hz
on acurasi indicators 0.65-0.67 ))
on acurasi indicators 0.65-0.67 ))
this metric means nothing to the bots
It's not so far from Lobachevsky)))) The balance between engine power and comfort can be attributed to the task of optimization? I think, taking into account today's understanding, it belongs to optimization, as the search for the best balance. And all ergonomics in the same way.
The classic problem on this subject in our field is the Markowitz portfolio theory. There we get not only one, but a lot of optimal portfolios - the choice of the specific one is made based on trader's preferences for the ratio of profit with its volatility.