Machine learning in trading: theory, models, practice and algo-trading - page 3264

 
mytarmailS #:
Anyway. I've made my point, if it's useful to anyone, I'm glad.

Now I will find non-correlated patterns in the matrix and see how the two strategies interact.

 
Maxim Dmitrievsky #:

I'll find non-correlated patterns in the matrix and see how the 2 strategies interact.

What is there to check, it's obvious mathematically...

If there is a general upward trend (TC earning) in noisy rows, then when adding the noises suppress each other, only the trend remains.

Provided that the noise is not correlated in the series.

 
Renat Fatkhullin #:

Renat, tell me more about the competition.

I am interested in the regulations/conditions of model training.


1) Are there any rules - how, on what data, for what period should the model be trained?

2) Are there any restrictions on the models? For example, can I use something other than neural networks?

3) Or I just need to provide the onnx file, and what model is inside and on what data is not important.

 
fxsaber #:

So far, I don't see any technical obstacle to counting a million-by-million matrix on a simple home machine.

In MQL5, the elements of such a matrix are calculated in ~55 hours on my old machine. Memory consumption is minimal.

The row length is 100.
 
fxsaber #:

In MQL5, the elements of such a matrix are calculated in ~55 hours on my old machine. Memory consumption is minimal.

The row length is 100.

Is it full, not sieve, on ticks?

 
Maxim Dmitrievsky #:

Is it a full, non-shear, on ticks?

It's full. The ticks have nothing to do with it, it's just a double matrix.

 
fxsaber #:

It's full. The tics have nothing to do with it, it's just a double matrix.

Put it aside for now, results are no better than MO, although MO is also lame in terms of smoothness of balance

5 minutes, half training.


 
Maxim Dmitrievsky #:

5-minutes

The length of the string? How long did it take to calculate?
 
fxsaber #:
The length of the string? How long did it take to calculate?

It's the MoD.

 
Maxim Dmitrievsky #:

It's the MoD

It makes no difference if the pattern of the original EA is the same: see a pattern, open.