Machine learning in trading: theory, models, practice and algo-trading - page 840
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Finally, I found a decent RL video in Russian :)
You can tell by the faces on the splash screen, but there's not enough facepalm.
I will not let this branch fall out of the Top level.
Gentlemen of the neural network - the common people are waiting for the Grail from you. Don't ruin it.
Here everyone makes his own grail. And here we are sharing experiences, arguing and trolling. No one will give you a ready-made grail. So get involved and study the subject.
I do not need a ready-made grail - everyone has a right to secrecy in such cases. But I would not refuse a signal. It would be more trustworthy than the signals of self-taught novices without any mathematical apparatus. But, alas... I don't see any Signals in this thread. An inexplicable paradox!
I know for a fact that the problem of predicting BP is solvable, read Kolmogorov. The question with predictors remains to be solved. I stand by my opinion - they are returns in a sifted stream.
I am waiting for a real breakthrough here, a great signal, and getting my pockets ready. Having read on the forum of masters of epistolary genre, their money dreams and reveries, I too have become unrestrainedly indifferent to money.
PS To study new toolkit, except Vissim in which I am the professional, I am lazy, I am already old... And I do not have Vissim NeuralNet module and cannot find it anywhere.are returnees in a sifted stream.
Supported by
I do not need a ready-made Grail - everyone has the right to secrecy in such matters. But I wouldn't refuse a signal. It would be more trustworthy than the signals of self-taught people without any mathematical apparatus. But, alas... I don't see any Signals in this thread. An inexplicable paradox!
I know for a fact that the problem of predicting BP is solvable, read Kolmogorov. The question with predictors remains to be solved. I stand by my opinion - they are returns in the sifted stream.
I am waiting for a real breakthrough here, a great signal, and getting my pockets ready. After reading on the forum of masters of epistolary genre, their monetary dreams and reveries I also became something unrestrainedly indifferent to money.
PS I am lazy to study new toolkit, except Vissim, in which I am the professional, I am already old... And I have no module of Vissim NeuralNet and can not find it anywhere.Support
Which side do you support and how?
As a continuation of the post https://www.mql5.com/ru/forum/86386/page836#comment_7062634, I attach the already converted tick BP to Erlang flows of different orders.
The first two digits in the file name are the order of the Erlang flow.
For example: 01 AUDCAD ... - simple flow, 30 AUDCAD ... - 30th order Erlang flow
Data processed for April 02-06, 2018.
It would be interesting to see if the quality of the forecast improves as the order of the flow increases.
If necessary, I can continue transforming the flux up to order 100As a continuation of the post https://www.mql5.com/ru/forum/86386/page836#comment_7062634, I attach the already converted tick BP to Erlang flows of different orders.
The first two digits in the file name are the order of the Erlang flow.
For example: 01 AUDCAD ... - simple flow, 30 AUDCAD ... - 30th order Erlang flow
Data processed for April 02-06, 2018.
It would be interesting to see if the quality of the forecast improves as the order of the flow increases.
If necessary, I can continue flow transformations up to order 100Hang on a bit, I'll make the streams without any csv right in the terminal. I'm sure you can, just haven't delved into it - busy with other tricks so far.
May I clarify again: you take the source cotier, convert it to Erlang, and then take its returnee?
Or does it take a return and then convert it to Erlang?
My head is just seething with all sorts of NS, constantly busy ))
Wait a bit, I'll make streams without any csv directly in the terminal. I'm sure you can, I just didn't get into it - I'm busy with other tricks so far.
May I clarify again: you take the source cotier, convert it to Erlang, and then take its returnee?
Or does it take a return and then convert it to Erlang?
My head just boils over from all sorts of NS, constantly loaded )))We take the tick flow, but read it not every tick, but in exponential time intervals (to be more exact, in time intervals obeying the discrete geometrical distribution with p=0.5). We have the simplest flow of events. Then we "sift" this initial VR. We obtain Erlang flows of different orders. It is necessary to input returns of these streams.
This experiment will unambiguously answer the question whether we need BP thinning or not.
None of the participants in this thread has a trading signal. An inexplicable paradox!