Machine learning in trading: theory, models, practice and algo-trading - page 2133

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1.290323
What is this price - what does it show?
The result is interesting. We need to take more history and see how the patterns change, how often and how abruptly.
Similar events are events with the same outcome.
100% sampling / % repetition. 1% is frequency, but without regularity. But it's harder to do that. Break it down into periods and see the regularity of events. You can just minimize number in a period and maximize and divide min by max will get relative regularity, and you can fenshui RMS)
Events and outcome are not necessarily related - the outcome in this context - the target.
We need a method that will take into account the periodic crowding and discontinuity of events.
I tried to make my own metric , but it only works for SL=TP, for other ratios you need to calculate Hearst.
Is there a function ready to calculate Hearst?
What is this price - what does it show?
The result is interesting. We should take more history and see how the patterns change, how often and how dramatically.
No, it's a "lift" metric as if the reliability of the rule
You need a method that takes into account periodic crowding and discontinuity of events.
That's exactly the method I proposed.
No, it is the metric "lift" as if the reliability of the rule
And why is the metric so different, all other things being equal?
That's exactly the method I suggested.
Where?
And why other things being equal, why is the metric so different?
Well the rules are different.
Where?
Well, what I'm doing now is exactly the same
Well, the rules are different.
Are they? :) There's > and <, and == - three variations of the rule.
Well, what I'm doing right now, that's exactly what I'm doing.
That's not it. I need something else - to evaluate how to call a function on one coordinate axis. You get a line of points with different intervals.
Guys!
Something tells me you've found the Grail.
Please put it in the public domain. I really need it. Be merciful...
Guys!
Something tells me you've found the Grail.
Please put it in the public domain. I really need it. Have mercy...
Geben mir zi bitte etwas kopek auf dem stück ford