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

 
mytarmailS:

 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.

 
Valeriy Yastremskiy:

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.

 
Rorschach:

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?

 
Aleksey Vyazmikin:

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

Aleksey Vyazmikin:

You need a method that takes into account periodic crowding and discontinuity of events.

That's exactly the method I proposed.

 
mytarmailS:

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?

mytarmailS:

That's exactly the method I suggested.

Where?

 
Aleksey Vyazmikin:

And why other things being equal, why is the metric so different?

Well the rules are different.

Aleksey Vyazmikin:

Where?

Well, what I'm doing now is exactly the same

 
mytarmailS:

Well, the rules are different.

Are they? :) There's > and <, and == - three variations of the rule.

mytarmailS:

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...

 
Alexander_K:

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

 
I really need the cash...
Reason: