Machine learning in trading: theory, models, practice and algo-trading - page 2271

 
Rorschach:

Yeah, I was just outlining how the problem looks from this point of view.

But you can look for ways to predict the beginning of the cycle

 
mytarmailS:

But you can look for ways to predict the beginning of the cycle

and the end)

 
mytarmailS:

But you can look for ways to predict the beginning of the cycle

or do as in conventional strategies with the expectation that it will work for some time

 
Valeriy Yastremskiy:

and end)

For example, it is trivial to make the neuronics draw the trend lines

Rorschach:

or do as in conventional strategies with the expectation that it will work for a while.

This is a myth, it doesn't work!

 
mytarmailS:

It's also a myth, it doesn't work!

Unfortunately this is the industry standard((

So to the factory gg.
 
mytarmailS:

For example, it's trivial to make neuronics draw trend lines.

That's a myth too, it doesn't work!

It's easy to draw them, but it's just a matter of finding meaningful data.

 
Valeriy Yastremskiy:

It's easy to draw...

well, try it))

 
mytarmailS:

well, try it))

I calculate the velocities between the minimum extrema and separately between the maximum extrema. If they are approximately equal, it means that there is a trend, in the middle there will be a line. But it is a complicated algorithm.

 
Valeriy Yastremskiy:

I calculate the rates between the minimum extrema and separately between the maximum extrema. If they are approximately equal, it means that there is a trend, and there will be a line in the middle. It is true that this is a complicated algorithm.

What do you and your calculations have to do with it? ))

The algorithm should make us draw a line - the line from which the price will bounce. The line is drawn without any restrictions, (without binding to anything directly) The AMO draws as it wants, from whatever it wants.


Well, here's a question...

how are you going to represent this line to the algorithm?

how are you going to teach it?

how will you normalize the data?

.....

...

..

And you say easy ))))

You don't need to read articles with ready-made code, or make Fisher's irises by examples, here you have to make up each step yourself, and you won't find any ready-made examples

 
mytarmailS:

What does this have to do with you and your calculations? ))

You have to make the algorithm draw a line, the line from which the price will bounce. The line is drawn without any constraints, (without binding to anything directly) Te AMO draws as it wants, from what it wants...


Well, here's a question...

how are you going to represent this line to the algorithm?

how are you going to teach it?

how will you normalize the data?

.....

...

..

And you say easy ))))

It's not like reading articles with ready-made code or making fisher's irises by examples, you have to make up each step yourself, and you won't find any ready-made examples

Same thing. How to prepare data for training.

Reason: