Machine learning in trading: theory, models, practice and algo-trading - page 740

 
Mihail Marchukajtes:

As a result, the table should contain 100 columns (these are inputs), 5-6 columns of outputs, and all this for 100 rows.

How many rows in each column?

 
Aleksey Vyazmikin:

How many rows in each column?

I wrote 100 rows, 100 columns of inputs, 5-6 columns of outputs.

 
Mihail Marchukajtes:

The percentage of the deposit doesn't mean anything. I have a small balance, so this parameter is off the charts, and otherwise the Profit factor is important. It is for three, which is very good. At two it is good sometimes...

The week is not over yet, so we wait.....

I'm at 3 and with stops, the backtest is good, half a year is normal, you cannot make it a month in a long term, I whisper it to you, it will be + -+ -+-
 
Mihail Marchukajtes:

I wrote 100 lines, 100 columns of inputs, 5-6 columns of outputs.

Yeah, I've been dumb this morning...

What kind of numbers should I put there? How can there be 100 inputs for 5 outputs? Where do I get them? The inputs should be different, but the outputs may be the same?

 
Aleksey Vyazmikin:

Yes, yes, I've been dumb this morning...

What kind of numbers do you have to put in there? How can there be 100 inputs for 5 outputs? Where do I get them? The inputs must all be different, but the outputs can be the same?

The inputs are always the same, while the outputs may vary. When the profitable signals are marked as 1 and unprofitable ones as 0. At the same time, the profit in pips for each exit, such as mine. -40 -20 0 20 40 60 pips profit. The output will be similar in many ways, but not in all....

 
Mihail Marchukajtes:

Entries are always the same and exits may vary. When profitable signals we mark 1, and unprofitable 0. At the same profit in points for each exit, as I have for example. -40 -20 0 20 40 60 pips profit. The output will be similar in many ways, but not in all....

The same inputs, does that mean the same on each line, or what? Interested in your proposal, but something dumb, how to prepare data for it. And in general, what are inputs and outputs in what they are measured?

 
I'm sorry, but then this assignment is not for you...
 
Mihail Marchukajtes:
Sorry, but then this task is not for you...

I see, and others, I think, will not be interested, because they have their own ideas...

 
SanSanych Fomenko:

People who mindlessly demand a larger sample size are people crippled by the limit theorem: they subconsciously believe that with a larger sample size the resulting estimates will be more likely to be true.

In medicine, a sample size of several dozens of examples is commonplace. Nevertheless, the statistics obtained on such samples form the basis of decisions about the use of drugs.

Why?

Because the variation is small, if on 30 observations lern and 30 test gets accuracy of 90% then you can take a chance, if there is no choice, but the market at >95% is noise, so the points need a thousand times more to get a prediction at least comparable in modulo with the error.


PS: the central limit theorem is the basis of statistics and its descendant MO, it's like F = ma in mechanics, you should be so disrespectful to it, probably that's why you use ZZ as a target, the God of statistics has disturbed your mind for such sacrilege and damned you forever to suffer with R libraries, as "little brothers" suffer with turkeys from kodobase )))

 
Aleksey Vyazmikin:

I see, and others, I think, will not be interested, because they have their own ideas...

It's just that your questions are at a beginner's level.....

Well, that's it for the f...ing. I'm talking about me... Moose, first one in two weeks... But I'm not discouraged and continue to work on my TS.

Reason: