Machine learning in trading: theory, models, practice and algo-trading - page 3232

[Maxim Dmitrievsky]

Forester #:

And from homemade models barrier, including in MQL5.

If there were a converter from a tree (for example, from conditions if(if{ if{...}else{...})else{ if{...}else{...}) to ONNX, maybe I would participate. }) in ONNX, maybe I would participate. And so only on standard models that have a converter, but we can also think about it..... The prizes are not bad, maybe I'll make something on Catbusta.

Katbust should easily, the main thing is to set up inputs and outputs correctly.

2023.09.12 02:02:47.903 ONNX bot (EURUSD,H1) ONNX: invalid parameter size, expected 8 bytes instead of 4, inspect code 'Experts\ONNX bot.mq5' (51:44)

how to make int64? ) replace an array with a unit vector

[Maxim Dmitrievsky]

And when trying to get probabilities

2023.09.12 02:28:16.996 ONNX bot (EURUSD,H1) ONNX: output parameter has unsuppotred type 'ONNX_TYPE_SEQUENCE', inspect code 'Experts\ONNX bot.mq5' (52:48)

I don't know how to fix it yet

from the boost documentation

probabilities

The key value reflects the probability that the example belongs to the class defined by the map key.

Possible types: tensor of shape [N_examples] and one of the following types:

• type seq(map(string, float)) if class names are specified in the training dataset.
• seq(map(int64, float)) if class names are not specified in the training dataset.

[Maxim Dmitrievsky]

Maybe it hasn' t been fixed yet

or you need to convert the type in ONNX itself, I don't know how to do it yet

[Aleksey Vyazmikin]

It is not necessary to do it in Python, many people are familiar with Matlab and Wolfram. Are there any other free (or not expensive) products with a graphical environment for development?

[Roman Shiredchenko]

Renat Fatkhullin #:

Scalpers will be banned by rule.

The goal is clearly stated - to stimulate the development of ML models for trading, and not to give an opportunity to make money in the old way, to pour banal scalpers under the guise of models, etc.

Renat or colleagues - can you provide some links where to read about this - I'm in terms of the canvass of preparing a robot for trading. Like links you can. What language and what can be connected to it? I've read some articles and I know. Like random forests predict trends.

You can links on the canva about can - material for writing a robot for the championship and selecting its parameters for trading. Please don't load me with unnecessary theory - I know something. Preferably on the substance of topics on the possibility of writing a robot.

Opps. Maybe I will also have time to write and participate..... ;-)

Time - a month of the champion - it is here really some - some intraday..... wide. If without scalp.....

In short - by what rules to write a robot, what to connect to it, so that it was allowed and where to read about it - can I have links to material and articles - thanks.

[Aleksey Vyazmikin]

Roman Shiredchenko #:

Renat or colleagues - can you provide some links where to read about this - I'm in terms of the canvass of preparing a robot for bidding. Like links are possible. What language and what can be connected to it? I've read some articles and I know. Like random forests predict trends.

Can I have some links on the canva about can - material for writing a robot for the championship and selecting its parameters for trading. Please don't load me with unnecessary theory - I know something. Preferably on the substance of topics on the possibility of writing a robot.

Opps. Maybe I will also have time to write and participate..... ;-)

Time - a month of the champion - it is here really some - some intraday..... wide. If without scalp.....

In short - by what rules to write a robot, what to connect to it, so that it was allowed and where to read about it - you can links to the material and articles - thanks.
.

There are no rules yet.

The main rule is that the model must be converted to ONNX.

[Forester]

Aleksey Vyazmikin #:

It is not necessary to do it in Python, many people are familiar with Matlab and Wolfram. Are there any other free (or not expensive) products with a graphical environment for development?

XGBoost - also from Python or R can be used.
SciKitLearn is a very large package with a lot of models.

[Aleksey Vyazmikin]

Forester #:
XGBoost - also from Python or R can be used.
SciKitLearn - in general a very large package with a lot of models.

I don't know if you can find a package in R here.

I see that people try to work with python through R, for example, here.

And here is another approach - we learn a model in one environment, but run it in another, and this may be a solution - to convert only the finished model in python.

[Aleksey Nikolayev]

Aleksey Vyazmikin #:

I don't know if you can find a package on R.

This package does not allow to create and run onnx models. It seems to be possible to run them with connection to python via reticulate, but it seems to be possible to create them only in python.

In general, to be honest, I don't understand (looking at the tutorials from the site of this package) the meaning of this package, perhaps it is just unfinished or abandoned. IMHO, the situation with onnx in R is a great reason for python guys to laugh)

[mytarmailS]

Aleksey Nikolayev #:

This package does not allow to create and run onnx models. It seems to be possible to run with connection to python via reticulate, but it seems to be possible to create only in python.

In general, to be honest, I don't understand (looking at the tutorials from the site of this package) the meaning of this package, perhaps it is just unfinished or abandoned. IMHO, the situation with onnx in R is a great reason for python users to laugh)

And I, in turn, do not understand metaquotes with their idea of implementing ONNX....

In order for me to implement my model I need to learn onnx language as well as I need to learn python.

Great simplification of life, you want to implement a model - learn only 2 new languages))) powerful!!!

And as I understand all preprocessing all generation of features should be from outside as an input... For me it looks more like a stick in the wheels, not a breakthrough.

There are docker coneiners.

Everyone in any language can implement anything, any code, use any libraries and pack it into a container.

No, they have built some crutch with a lot of restrictions, with a large entry threshold and are proud of it...