Machine learning in trading: theory, models, practice and algo-trading - page 314

 
Dr.Trader:

Let me rephrase the assignment.

Give us the code of your model to trade on D1, a trained model is also not allowed, your code must be run and teach the model on our server, we need to know and understand the entire strategy.
As a result, we will pay you a little for your perfect strategy, and we will go on our own profit without you.

It's a trap.

All the adequate have gone away from this, the only commands left are "now teach gbm by optimizing random grain, and maybe it will work".


All 2-3 people got out of there :)
 

I want to make a normal distribution as an indicator. Who will tell me about the formulas, if I get it, I will post the indicator here.

With the standard deviation it seems clear: the square root of the sum of deltas (momentums, the current price minus the average) is extracted, but e,x,μ - mathematical expectation (mean value) is not clear how to obtain.

 

Here's how I could understand the indicator: in blue standard deviation sigma, in orange mathematical expectation (average). Or rather, I got the standard deviation of sigma, each bar from the history of "p-bars".

Based on the articlehttps://www.mql5.com/ru/articles/1492

I commented out the lines in the code. Don't consider it a problem to check it.

Математика в трейдинге. Оценка результатов торговых сделок
Математика в трейдинге. Оценка результатов торговых сделок
  • 2007.08.15
  • MetaQuotes Software Corp.
  • www.mql5.com
Все мы слышали фразу "Никакая полученная прибыль в прошлом не гарантирует успешных результатов в будущем". Но необходимость оценки торговых систем тем не менее является актуальной. В этой статье мы рассмотрим некоторые простые и удобные методики оценки торговых результатов.
Files:
 
Vizard_:
He's very observant. He even knows how it ends.) Check out the video. Dude said well about the "validation problem", but the main thing is to get out in time))))


Can not download the archive. But I'm glad you're on topic. Keep watching, I think this week will be relevant....

Hmm... Did your predictor tell you what's gonna happen or are you turning on Nostradamus yourself?

 

Well, here we are. Wizards Trembling!!!!! Yours is taken, I bid you adieu. Selavey!!!!!


 
Mihail Marchukajtes:


profit: -49 .17%



Unfortunately, you've disgraced not only yourself but also Yuri Reshetov

 
Mihail Marchukajtes:

Well, here we are. Wizards Trembling!!!!! Yours is taken, I bid you farewell. Selavee!!!!!



Like a spit in the soul now. And where is the risk control :)
 
toxic:



Unfortunately, you not only disgraced yourself but also Yuri Reshetov


Reshetov why all of a sudden???? I do not understand. My trading has nothing to do with his work. Again, everyone is good at bullshit, but no one can do the real thing. I sent you my set, I wanted to see the model built by your AI to have something to compare, but did not see it. And therefore, how can you criticize the work if neither to compare, nor to prove that Optimizer Reshetov does not work you can or do not want....

So yes.... I'm a real trader, but don't touch Reshetov!!!!!!

 
Maxim Dmitrievsky:

Like a spit in the soul right now. Where's the risk control :)

Psychology sucks.... :-( All the plums are on emotion..... Need a normal trading owls.... I wish there were MQL4 programmers on this forum :-(
 
Mihail Marchukajtes:

Well, here we are. Wizard trembles!!!!! Yours is taken, I bid you adieu. Selavee!!!!!



I hope Wizard, you will give out another verse pearl, about this situation!!!! I'm very much attracted to them. But only in such a way that it would be pleasant to read them :-)
Reason: