Machine learning in trading: theory, models, practice and algo-trading - page 2142
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Run this ZZ in the NS.
What do you want me to predict? Normalized time or normalized price?
Preferably the price, time as an additional row (whether it affects the forecast or not)
In general NS will reveal something interesting from these two series or not.
the importance of the signs
forecasts after the vertical line
blue forecast
i.e., the time series has no effect on the prediction?
And predict the time series
blue forecast-is that normal forecasting or not?
Didn't mess up the direction of the row this time?
predicts AFIGUALLY!!!
but let's turn on our heads, if we give a number of peaks and troughs, do we need time to understand that after the peak will be a trough, and do we need AMO to understand the same?
time
Can you make a file like the one I posted, but add a forecast column to it?
And how did you do the normalization?
Here's all the code, from reading the file, to training the model, to writing
Is it so complicated ...
Well yes, it was even easier here https://www.mql5.com/ru/forum/86386/page2094#comment_19133494
got it )))) accepted )
Something in your file row does not coincide with the forecast (values + -)
Show me a picture
Vladimir, do you know what sickness ZZ from TTR package
Sometimes he draws such inadequacies.
And in general the more I look at it, the more it seems to me inadequateIt is a normal, adequate ZZ. But to draw ZZ on EURUSD with a 9 pips knee? I have not had such artifacts for a long time.
пример zz <- TTR::ZigZag(HL = cbind(d$X.HIGH.,d$X.LOW.) ,change = 0.0009,percent = F)
1. Check the class HL. It has to be either matrix or xts. What are those dots at the end of the name? d$X.HIGH.
2. I haven't used a knee less than 25 pt(4 digits) on this symbol in a long time. Play with the size of the knee.
Normal, adequate ZZ. But to build a ZZ on EURUSD with a knee of 9 pips? I haven't had such artifacts for a long time.
1. Check the class HL. It has to be either matrix or xts. What are those dots at the end of the name? d$X.HIGH.
2. I haven't used a knee smaller than 25 pt(4 digits) on this symbol in a long time. Play with the size of the knee.
Ok, I'll figure it out.
And this is just the way R-ka calls my variables when I read from tcht
Blue row, red forecast.
Well, the forecast is known that point before.
Although it should have recorded taking into account, eh...
Better than 144.
Possible. The logic is approximately a couple of hours, a day, a week, a month, a quarter, a year, 10 years.