Machine learning in trading: theory, models, practice and algo-trading - page 2177

 
Maxim Dmitrievsky:

I've added the cigar. I'll run it tomorrow.

there are some deals from another test of some kind, they don't count

ok

Now I'll copy it to the 5R and let's go

 
Renat Akhtyamov:

Okay. .

I'm going to rewrite it to a 5 and let's get going.

All the best for good deals. But it's time to take a rest from the influence of the infusions on the body. Have a wise trades.

 

Write to me if there is anything I can do to help.

I simply added or subtracted a number from all the features in the dataset, depending on the label. The model is now even deeper into the history test.

pr.iloc[pr[pr.labels == 1].index, 1:-1] = pr.iloc[pr[pr.labels == 1].index, 1:-1] -  0.0001
pr.iloc[pr[pr.labels == 0].index, 1:-1] = pr.iloc[pr[pr.labels == 0].index, 1:-1] +  0.0001

I'll have to sleep with it. Some primitive stuff, it would seem. It's like 10 five-digit points here, just separated the classes away from each other, it turns out. I don't know how to do it better, because the signs have a different spread of values. I guess a different number makes sense for each column. Or maybe not.

I'll visualize it later.

Oh, right.

was

became .

Just don't overdo it.

 
Maxim Dmitrievsky:

simply added or subtracted a number from all the features in the dataset, depending on the label. The model has become an even deeper test of the history

That's something you have to sleep with. Some primitive stuff, it would seem. It's like 10 five-digit points here, just separated the classes away from each other, it turns out. I don't know how to do it better, because the attributes have a different spread of values. I guess a different number makes sense for each column. Or maybe not.

I'll visualize it later.

Oh, right.

was

became .

The main thing is not to overdo it.

In fact, we have removed the touching of the price by the MA, right?

 
Aleksey Vyazmikin:

In fact, we have removed the touching of the price MA turns out?

shifted the average increments

If we look at the chart, we'll see if it works, it makes sense to replace the MAs with other MAs. I have a few moving averages at the entrance and that's it

 
Maxim Dmitrievsky:

shifted the average increment

The increment is a delta from the MA (or from OHLC?), in fact it means that visually the price stopped touching the MA, as I understand it. Or the MA has become a wide band. Purely visually. I understand that the shift has happened in both directions.

 
Maxim Dmitrievsky:

In short, everything works, it makes sense, really, replace the MAs with other MAs to try. I have a few muwings on the input and that's it.

And what is the meaning of the target one?

 
Aleksey Vyazmikin:

The increment is a delta from the MA (or from OHLC?), in fact it means that visually the price stopped touching the MA, as I understand it. Or the MA has become a wide band. Purely visually. I understand that the shift happened in both directions.

The difference between the MA and the price

 
Maxim Dmitrievsky:

the difference between the mashka and the price

Well, yes, so my visualization in my head is correct.

Do you have the result for comparison?
 
Aleksey Vyazmikin:

Well, yes, so my visualization in my head is correct.

Do you have the result for comparison?

Oh, then... bored )) not to drink on weekends, like all normal people

Well, I've been studying for two months, a test for five years. Like, how should be a reliable model

and all in this vein ... sometimes in 2010 begins to work, with a couple of months of training.


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