Machine learning in trading: theory, models, practice and algo-trading - page 527

 
I just watched the signal of Maxim, his trading robot,Petros Shatakhtsyan:

This is a provocative question. Why do you need to know who earns how much?)

Well, then not how much, but whether there is a stable income from the strategy with the use of NS.

I was watching Maksim's signal, for example.

The beginning is cool, and then - out....

 
Renat Akhtyamov:
Well then it's not how much, but whether there is any stable income from strategy with NS.
Yes, there is. 0.5% per day from deal volume. I'm not sure how much, but I'm not sure how much.
 
Yuriy Asaulenko:
Yes. 0.5% per day. The NS is like an assistant here, hand trades.
I'm getting warmer.
 
Renat Akhtyamov:
I am getting warmer now.

I'm testing the machine now, real-time. It works fine.

Forum on trading, automated trading systems and trading strategies testing

How to use machine learning in trading: theory and practice (trading and not only)

Yuriy Asaulenko, 2017.11.17 17:32

I have my own testing methodology. And I'm not going to prove anything to anyone. All just for information.

By the way, why test on ticks? It is much easier in modeling to use the worst case scenario for the next candle. Then the result will only improve on real ticks).

Well, if you work on a large TF, for the evolution of events in a candle, use a smaller TF, and the ticks will not affect anything.

And here is another test deal. As you can see, it is also profitable.

3,17.11.2017 19:36:58,1,17.11.2017 19:36:58,22683,17.11.2017 19:59:47,22704,21,39

Profit 21, max profit 39. Of course, it proves nothing).

Well, here is one more real-time test deal

4,17.11.2017 20:00:07,1,17.11.2017 20:00:07,22702,17.11.2017 20:18:07,22721,19,35

Profit - 19, max profit - 35.

There are 3 deals in a row in front of you. The 1st is in one of the previous posts.

And I'm done with the show).

But there is an ambush.)
 
Yuriy Asaulenko:

Now the machine is testing. the flight is normal.

But there are some bumps in the road.)

Burned the system, Yuri!)))


 
Dmitriy Skub:

Burned the system, Yuri!))

(Ai, well done,) and the tool identified. For 2 transactions)). There are 3 of them, there is the 1st deal above.
 
Yuriy Asaulenko:
(Yuriy Asaulenko): Good for you. For 2 deals.)) There above is the 1st.

There are all three) Input/output are two vertical lines.

ZS:

I can remove the picture.

 
Dmitriy Skub:

There are all three) Input/output are two vertical lines.

SZY:

I can delete the picture.

It is comforting that this is not yet a system, but a test with modified parameters.)) To simplify testing. I will not show you the run with real parameters.)

Yes, no need, let them see.))

 
Yuriy Asaulenko:

It is comforting that this is not yet a system, but a test with modified parameters.) For the purpose of increasing the testing. I will not show you the run with real parameters.)

Yes, no need, let them watch.))

Okay, let them. I do not need it, I have everything of my own.)

 
Dmitriy Skub:

All right, let them. I don't need it - I've got my own stuff.)

They won't get it anyway.) But I admire - instantly promoted. Even I do not have such pictures, only a log.

As a prize, another test-deal. Only for the initiated.)

5,17.11.2017 21:12:59,-1,17.11.2017 20:48:18,22714,17.11.2017 21:12:59,22702,12,27

That's it, that's it, no more))

SZY 22:16 Just makes me want to draw the next deal. and too profitable. Pride, however. I don't know what to do with it.

Reason: