Machine learning in trading: theory, models, practice and algo-trading - page 2247

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Oleg avtomat:

I see.

Well, one more illustration and that's it.

Here:

1) the filter

2) trajectory

3) control

4) leash

The solution is taken as a function of these components, i.e.

R = R(F,S,U,P)

In general, it is difficult to guess what functions are used. The filter and the motion path are apparently of different periods, and it is not clear what the control and the lead are.

 
Maxim Dmitrievsky:

Is it? )) The only thing left to do is to pick up


If you think it's THE one...

 
Evgeniy Chumakov:


Here's an example


Eh, Chumakov, Chumakov... You still don't understand anything about my actions...

 
Oleg avtomat:

You still don't understand anything about my actions...

you understand anything about them?

And you have the same reaction to your reflection in the mirror as to the result of your trades?

 
Oleg avtomat:

Well, if you think this is the ONE...

looks exactly the same, you did not provide details

 
Evgeniy Chumakov:

Did you understand anything about them yourself?

Do you have the same reaction to your reflection in the mirror as you do to the result of your bidding?

It's not a trade. It's a contest demo account. If you lose, fuck it. Only the first ten on the list get a prize.

It's just a convenient platform for my experiments.

But you don't understand it.

 
Maxim Dmitrievsky:

let's quickly condemn the Automaton, expose the DSP by using super simple code to create any filters...

DSP exposed!!!)

What if I need to filter series by frequencies? What if I need to filter by amplitudes?

What if I need to take out a harmonic with "K" frequency, change its amplitude, and put it back in the series?

 
mytarmailS:

DSP exposed!!! ))

What if I need to filter series by frequencies? What if I need to filter a series by amplitudes?

What if I need to take out a harmonic with "to" frequency and change its amplitude and put it back into the series?

Change the periods of MAH and increments

That's the whole DSP
 
Maxim Dmitrievsky:

change the periods of MAHI and increments

that's the whole DSP

ok)))

 
mytarmailS:

ok)))

you can add different incremental lags, and so on to insanity

MA with additive noise or whatever.

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