Machine learning in trading: theory, models, practice and algo-trading - page 3456

 
Grigori.S.B #:

OK, let it not scan but search - not the point.

The essence is a different word with a different meaning... hence the almost guaranteed misunderstanding in the future.

Grigori.S.B #:

Trillions of different species/types? And each of them is repeated many times?

You are asking the right questions.

Patterns are designed and compressed in such a way that yes, a huge number of them are repeated many times and the information in them is not duplicated and at the same time generalised.

 
mytarmailS #:

I write the processed date to a file, I have written a quarter of the file, already 26 GB ,

What in csv took 34 GB, in parquet took 1.5 GB.

That's pretty cool.

 
Comments that do not relate to this topic, have been moved to "I cant install the purchased EA in MT5 platform".
 
mytarmailS #:

can't

Trillions of patterns is a refutation of all modern MO. It doesn't work that way, something is wrong.

 
СанСаныч Фоменко #:

Trillions of patterns is a refutation of all modern MO. It doesn't work that way, something is wrong.

We take two neighbouring prices.

We compare them: more or less.

We get two patterns.

Add a third price and we get many times more patterns.

We add the fourth price - many times more.

On the 14th candle we get 100 000 000 possible patterns.

Add comparing the highs and lows of these 14 candlesticks - a hundred hundred more ahrineard patterns.

And that's just more is less.

What if you add a couple of simple conditions?

Then the number of patterns would fly out the window and shoot down an American spy satellite.

There are as many patterns as there are degrees of freedom on the graph.
 
Ivan Butko #:

There are exactly as many patterns as there are degrees of freedom on the graph

2?

 
Maxim Dmitrievsky #:

2?

Yes, a pattern up and a pattern down

 
Ivan Butko #:
Let's take two neighbouring prices.

We compare them: more or less.

We get two patterns.

Add a third price and we get many times more patterns.

Add a fourth price and you get many times more patterns.

On the 14th candle we get 100,000,000,000 possible patterns.

Add the comparison of high and low of these 14 candlesticks and we get another 100,000,000,000 patterns.

And that's just more is less.

What if you add a couple of other simple conditions?

Then a number of patterns will fly out the window and shoot down an American spy satellite.

There are exactly as many patterns as there are degrees of freedom on the graph.

+

 
Then we filter by repeatability and predictive ability and get 2
 
Maxim Dmitrievsky #:
Then we filter by repeatability and predictive ability and get 2.
That's if you don't have the imagination to submit anything more than the last 5 candles.
Reason: