Machine learning in trading: theory, models, practice and algo-trading - page 2102

 
mytarmailS:

Even by eye, from the picture of transactions it is clear that the commission will not change anything much....

What kind of people....

do it on the clock then

 
mytarmailS:

Even by eye, from the picture of transactions it is clear that the commission will not change anything much....

What kind of people....

I gave a calculation of average profitability per trade, if you do not believe me - add the 0.00005 spread to the code and check it.

 
mytarmailS:

It's like peas against a wall... finding an unknown function and a Fourier series decomposition are NOT the same thing, even remotely.

Are there any examples of how it all works?

Man, it's a pity you don't write more, I've read some of your articles six times already...

So many topics not covered, so many interesting ....

f...s...s!

I have no other words.

Tomorrow I will show you an example of getting quotes.

 
Aleksey Vyazmikin:

So you should trade where the spread is small. In Si the spread is 1-3 points, but the commission is 1.5 points.

It varies, up to 20. The commission is 1.90. And trading on shares - this is not Forex. I will send my maiden vouchers to the broker.

 
Valeriy Yastremskiy:

Is MO automation an automatic selection of the type of NS and MO (optimized packages for BP) for optimal results?

Or just automation of the learning process - easy preparation of data and getting a ready TC?

There are two types of programs. The first - you give a set of input data and a target and it determines the best preprocessing methods and model(s) with hyperparameter tuning. The best known is TPOT(Python). Others only take care of automatic model selection and hyperparameter tuning. Of the latter are autokeras, GLUON(Python) Only about a dozen and a half.

 
Vladimir Perervenko:

It varies, and up to 20. The commission is 1.90. And trading stocks is not Forex. There are completely different patterns there.

Before the closing of the session for a couple of seconds it can be 20.

And the futures contract on Ruble/Dollar pair is Forex term.

 
Aleksey Vyazmikin:

Before the close of the session for a couple of seconds it could be 20.

Si is not a stock, but a futures contract on the ruble/dollar pair - in forex terms.

I was just talking about the stock exchange.)

 
Spread should be laid even at the stage of target preparation, not only in the tester
 
mytarmailS:

No, the purpose of the post is different, to introduce Fourier using a practical example

Thanks, I'll fix it, I wrote it in haste.

the same thing, the messenger...

and read my other posts carefully.

the next step is what to do if something went wrong...

// the theme is interesting, fascinating, and long. if you figure out what I was trying to tell you, you're lucky.

 
Karoch. checked on many examples, not everything is cool, but the thing is interesting
Reason: