Machine learning in trading: theory, models, practice and algo-trading - page 542

 
Yuriy Asaulenko:

I don't know if this topic will help you.

It helped me because there are very smart people here, and I learned how not to do it.

I never sketch, but do it myself.

First it gives me an opportunity to compare.

Secondly to exchange experiences.

Thirdly to come up with something of my own

 

Hi all!!! I have invented one thing and want to try it out. For this I need a multilayer Perspectron with reverse error propagation. What kind of software product can I use to easily build such a setup and try to train it???? Plus, the ability to do math, etc.

 
Yuriy Asaulenko:

In fact, infrastructure is not the most important thing, sometimes it's better to give it all up. It's easy - I quit three times.) Maybe even four.)

I'm not agitating for R, I started, mastered it and quit. Maybe there are some diamonds in R, but I'm not ready to dive into this unsystematic rubbish dump. Unless, of course, life makes me do it, I'm not for sure.

Well, come on!

I don't know a more systematic system in the field of statistics (machine learning is considered here as statistics) - everything is as in the textbooks. Great rubricator, search...

You must be confused with Matlab, which has nothing to do with us, you can't find anything there, though I suspect it has everything there too.

 
Maxim Dmitrievsky:

......

Maxim, you were drawing arbitrage charts

Is that possible on the 4?

Please advise me, what did you use to draw the chart?

That is, I want to know how to draw any chart with ready-made points?

 
Maxim Dmitrievsky:

What charts? ) I don't use mt4 for a long time, I don't even know what's possible and what's not right now

What kind of charts?

i mean the standard calculation of a cointegrated portfolio via linear regression... maybe i don't have a standard one, i don't know... but i like it)


For example, it's not an indicator:

i don't need regressions

I just need to build a chart

 
I am interested in drawing any chart with already prepared points?

Maxim, you were drawing arbitrage charts

Is that possible on the 4?

Please tell me - what did you use to draw the chart?

I mean - how to draw any diagram with already prepared points?


Ah, I see... I drew it via GraphPlot()

https://www.mql5.com/ru/articles/2866

i dont know if it is supported in mt4 or not.

Визуализируй это! Графическая библиотека в MQL5 как аналог plot из R
Визуализируй это! Графическая библиотека в MQL5 как аналог plot из R
  • 2017.02.07
  • MetaQuotes Software Corp.
  • www.mql5.com
При исследовании и изучении закономерностей важную роль играет визуальное отображение с помощью графиков. В популярных среди научного сообщества языках программирования, таких как R и Python, для визуализации предназначена специальная функция plot,  с помощью которой можно рисовать линии, точечные распределения и гистограммы для наглядного...
 
Maxim Dmitrievsky:

Oh, I see... I was outputting via GraphPlot()

https://www.mql5.com/ru/articles/2866

I don't know if it is supported in mt4

Thanks, I want to learn more...
 
Renat Akhtyamov:
Thanks, let's go to study...

But it's more convenient to do it through an indicator, as it seems to me... Plot() is just good to use for quick visualization, for research and debugging

 

Article

Explaining Predictions of Machine Learning Models with LIME


The great thing about it is this picture:

Intersection is an error that cannot be reduced.

So: if the model is not accompanied by these pictures, it's all just a numbers game

 

Who has nothing to do... it's about to start :)

"When stores are jammed and search robots are increasingly giving out "Olivier recipes," data science experts get together to take stock of the year. In December 2017, we will discuss the solutions announced at the recent NIPS, talk about innovations in reinforcement learning, as well as services and products of the year. Of course, we won't forget the plans for the next twelve months. "


Reason: