Machine learning in trading: theory, models, practice and algo-trading - page 699
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))))
did you build some kind of model, and then make a comparison of the predicted swing with the actual swing on the plot on which the model was built or on new data?
Because it's either a very high quality overfit, or it's looking into the future. because it's unrealistic to predict like that in forex
You're not getting it right.
Suppose we predict a straight line. We have the last value and the slope angle and 100% predict the next value. And I have a curve that has the same property.
It's like shoeing a flea: an extraordinary skill, but completely useless.
Here I am looking at the graph with this very wand. What good will it do if I know its value one step ahead? The price has a life of its own.
SanSanych I wrote you a formula from the very beginning on how to know the price, knowing the forecast of the machine.
You don't get it.
Suppose we predict a straight line. We have the last value and the slope angle and 100% predict the next value. I have a curve, which is a wiener, which has the same property.
So your curve is straight?
It should fit, it's a formula for how to get a forecast of the next price from the forecast SMA and past prices.
open[-1] == граальIt turns out that I have solved the grail.
However, I do not understand how to use it and nobody does.
I think it is time to watch TV.
It turns out that the grail is blurred.
But I don't understand how to use it, and no one does.
Okay, it's time to watch TV.
You have already written how to get the future price of the predicted MA when the bar closes (if the MA is on claws)
The only thing left is to determine the current deviation from this price inside the bar and trade.
And share?
Traditionally, Nikolay Demko and Dr. Trader get the Grail.
The rest get the book, and the book is the best gift!))
http://www.w3ii.com/ru/r/default.html
what I mean
You have already written how to get the future price of the predicted MA when the bar closes (if the mask is on claws)
You only have to determine the current deviation from this price inside the bar and trade.
Maxim, don't worry, breathe even, 10 minus 16 is the order of machine algebra errors, i.e. two identical values calculated in different ways in subtraction will give approximately the same order of error.
You have already written how to get the future price of the predicted MA when the bar closes (if the mask is on claws)
The only thing left is to determine the current deviation from this price within a bar and trade
I'll look tomorrow, but something is wrong, most likely I was mistaken, there is no grail, especially for manuals.
Maxim, do not worry, breathe even, 10 minus 16 is the error order of machine algebra, ie, two identical values calculated in different ways in the subtraction will give about this order of error.
All right, let's get our pockets ready and dust them off.
By the way, thanks to SanSanych I found a mistake in my code, there is also looking into the future somewhere )) I'll fix it tomorrow, maybe the results will improveAll right, let's get our pockets ready and dust them off.
No, I think that in the forecast SanSanych is implicitly spying on the future value somewhere, so it's a little early to clean the pockets.