Machine learning in trading: theory, models, practice and algo-trading - page 389

 
Vasily Perepelkin:
you don't need to train machines, you first need to have iron nerves and connections in the higher echelons of power to make a profitable trade

Maybe, but this is the way for tough, brutal men, and there should be a way for humble intellectuals...

 
Hi all!!!! I'm glad that the thread hasn't died out and is still going on, so I have a question for the public. I have a dataset for training, but unfortunately it became so big that training takes too long. Can someone build a model with his work, and then we can see how it works together!!!!!.
Files:
BuySell.txt  368 kb
 
Mihail Marchukajtes:
Hi there!!!! I'm glad this thread hasn't died out and still is alive and well, so I have a question for audience. I have dataset for learning but unfortunately it became so big that learning takes too long. Can someone build a model with his work, and then we will see how it works together!!!!!.


You decided as a numer.ai to throw sets that you would build a model? :) Use azure machine learning studio for verification, it works fast in the cloud.

If I have time, I'll build a model later, I'll show you how to do it. In principle, there is a detailed help and examples, you can easily do everything without programming

Then you mount your trained model in the cloud and fetch the results with a bot via webrequests

https://azure.microsoft.com/ru-ru/services/machine-learning/

 
Maxim Dmitrievsky:


You decided as numer.ai to throw sets that would build your model? :) Use azure machine learning studio for verification, it quickly counts in the cloud.

If I have time, I'll build a model later, I'll show you how to do it. In principle, there is a detailed help and examples, everything can easily be done without programming

Then you mount your trained model in the cloud and fetch the results with a bot via webrequests

https://azure.microsoft.com/ru-ru/services/machine-learning/


Now I will try to figure it out.
 
Mihail Marchukajtes:

I will try to figure it out.


I'm already doing it, I'll report later.) The only thing you'll need to do is to make a set with a "," instead of ";" delimiter for the studio, otherwise it won't identify columns correctly

There is a good manual with examples in Russian

Set originally for classifier Reshetov prepared? By the way, I would like to rewrite it in mql5 for OpenCl.

 
Mihail Marchukajtes:
Can someone build a model with his own developments, and then we will see how it works together!!!!!
I am not able to train the model, the predictors and the target do not match.
 

blue decision trees, red Boosted decision trees, comparison of 2 models, training/test sampling 75\25

 

Now just upload the experiment to the studio and play with it https://gallery.cortanaintelligence.com/Experiment/BuySell-created-on-10-06-2017.

You can just change training models, substitute other blocks, for example neuronet, do a features filter, some transformations over features, etc.

For the neural network you will need to do some normalization, because the decision trees work without it.

BuySell created on ‎10‎.‎06‎.‎2017
  • max Dmitrievsky
  • gallery.cortanaintelligence.com
Tags: Just checking features and evaluate 2 models
 
Dr. Trader:
I have not been able to train the model, the predictors and the target don't add up.
The thing is that this is a classification task...
 
Maxim Dmitrievsky:

Now just upload the experiment to the studio and play with it https://gallery.cortanaintelligence.com/Experiment/BuySell-created-on-10-06-2017.

You can just change training models, substitute other blocks, for example neuronet, do a features filter, some transformations over features, etc.

For a neural network you will need to do some normalization as well, since decision trees work without it


The experiment is good, but then how to use its results in MT? I can unload the model and put it into an indicator to see how it works in the out-of-sample area????
Reason: