Machine learning in trading: theory, models, practice and algo-trading - page 672

 
In general, this forum is unique. There are a lot of people here who are smart and crazy, and there's no one here! And no one listens to each other. Sometimes you read someone's post - here's a brilliant idea, but after a minute, in the opinion of most, this person is just a moron. Such ideas remain without development! Paradox.
 
Yuriy Asaulenko:

And still you do not hear, or do not listen.) Here you can post Grail ideas without any risk of them being stolen.) No one will even pay attention - everyone is busy with the process).

I must say that I, too, am somehow more interested in the process. Well, here's the result, and now what - turn off and on. Ugh.

By the end of the sixth year, it seemed to Hu Jou that he had penetrated into the very essence of the art of hunting. For it was not the prey, but the concept itself that became the main thing for him. (с)

I don't understand anything.)

 
Yuriy Asaulenko:


Yuri, stop fooling around. Come out into the light of day. Introduce yourself formally, show your documents (passport, etc.), and begin to present your strategy powerfully, clearly, and with pathos. Clearly answering the questions of the listening kids. How do you like this?

 
Alexander_K2:

Yuri, stop fooling around. Come out into the light of day. Introduce yourself formally, show your documents (passport, etc.), and begin to present your strategy powerfully, clearly, and with pathos. Clearly answering the questions of the listening kids. How do you like this proposal?

You without a passport, and I have everything already presented and verified by the MC. The green emblem on your profile, to the right of the name. Until you show a passport - you can not get. ))))

And my strategy is already laid out. And you, including.)

 
Yuriy Asaulenko:

You're the one without a passport, but I have everything already presented and checked by the MC. The green emblem in the profile, to the right of the name. Until you show your passport, you can't get it. ))))

And my strategy is already laid out. By you, among others).

I think no one understood it ^)))) Because of a lack of academic education and just too much conceit.

And the strategy - yes, beautiful and the only true. The only thing I do not understand - how do you attach neural networks to it? I need to read your posts again.

 
Alexander_K2:

I don't think anyone understood her ^)))) Because of a lack of academic education and just too much conceit.

But the strategy - yes, it's beautiful and the only true. The only thing I do not understand - how do you bring neural networks into it? I need to read your posts again.

In what way? - You have already understood it yourself and said it in this thread a couple of weeks ago). The National Assembly determines the moment of the transaction, in case other conditions are favorable.

This is the fifth time I cite it:


 
Yuriy Asaulenko:

In what way? - You already figured it out yourself and said so in this thread a couple of weeks ago). NS determines the moment of the transaction, in case other conditions are favorable.

This is the fifth time I've cited that quote:


No, it's clear. What's not clear is HOW exactly. The input/output of the neural network, how these inputs/outputs are "tied" to the basic algorithm, etc. Spit it out as you see fit! Roughly speaking - I am interested in linking neural network with basic algorithm.

 
Alexander_K2:

No, I understand that. What I don't understand is HOW exactly. Neural network input/output, how these inputs/outputs are "tied" to the main algorithm, etc. Spit it out as you see fit! Roughly speaking, I am interested in the connection of neural network with the basic algorithm.

There is no binding. Quotes are fed directly to the NS, and the output is a deal signal. NS works only when other conditions are favorable, which is solved algorithmically without any MO. See quote. NS solves a local problem.

I've written all this many times before.) Turn over ten pages, and you'll read the same thing).

 
Yuriy Asaulenko:

Look. I already know more about distributions and all sorts of processes than anyone else.

This is the BASIS for solving the problem, and it is taken as the basis.

But here is the problem - no NE moments (neither kurtosis, nor asymmetry) provide any additional knowledge of the process. NOTHING!

Now I'm dealing with nonentropy, but it's going hard.

You got out of that situation by somehow combining neural networks and distributions.


That is, the input of the NS is the same as the input of the base algorithm - you just paralleled it.

And the output is some kind of additional signal to open/close, which I'm looking for in the form of non-entropy. Right?

 
Alexander_K2:

Look. I already know more about distributions and all sorts of processes than anyone else.

This is the BASIS for solving the problem and it is taken as the basis.

But here's the trouble - none of the NE moments (neither kurtosis, nor asymmetry) gives any additional knowledge of the process. NOTHING!

Now I'm dealing with nonentropy, but it's going hard.

You got out of that situation by somehow combining neural networks and distributions.


That is, the input of the NS is the same as the input of the basic algorithm - you just paralleled it.

And the output is some kind of additional signal to open/close, which I'm looking for in the form of non-entropy. Right?

I don't follow theory and practice anymore. I don't know who's looking for what.) The word negentropy gives me idiosyncrasy.) Usually, the more terms, the less sense they make.)

They didn't parallelize it, but limited the scope of NS application, thus simplifying the training and the NS itself.

Not an additional signal, but the only signal - entry into the trade.

As for your system, I can't say anything about the applicability of NS in your case. It seems to me that it's a little bit different. I don't even think that these systems may have a common methodology. But I could be wrong, I know only in general.

Reason: