Machine learning in trading: theory, models, practice and algo-trading - page 970
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Imho, this is already a perversion - from Python or Java to R, and already from there to MT.
That's because you're not making the right proposal. Actually, we execute Python, Java and others in R, while R and MT have been good friends for a long time (no perversions!).
Good luck
I quit forex a long time ago, and I advise you to do the same.
I am testing strategy with minimal volume on bitcoin futures.
I started to participate in numerai again -https://numer.ai/dr_tr
Can you do 0.691616 and 83.33% in python?
It's all on pure standard R, even trading on crypto exchange.
I only saw your demo signal, which you deleted, but at least it still has a screenshot -https://www.mql5.com/ru/forum/86386/page924#comment_7487707
Please make the signal 424027 public again, I really want to see how your "there are better updates, such as the screenshot above. Next week I will upload a new one".
I don't know if you are interested in the futures market, but you may be interested in the futures market. And I earned more in a day
I need a good stable cig
I will do it, it is not over yet
Aren't you confusing the equity chart with the table of 4 trades?
There are no trades and equity there, the amount is the amount of profit for the day.
0.0001 btc
there at the top of the chart is in dollars at the current exchange rate. I traded nmr at 3 times the current exchange rate, so multiply by three. And ask yourself, why aren't you already in the contest? The money is literally handed out by the piles, take as much as you can.
I will do it, it's not over yet.
Let's do it publicly. I know such doers - you trade a couple dozen hidden signals with simple wipes, one of them will make a profit for free, then you make it public and start broadcasting for Python.
We've already seen that, let's get serious now.
That's because you're not making the right sentence. Realistically, we execute Python, Java and others in R, and R and MT have been good friends for a long time (no perversions!).
Good luck
I don't know from java, but directly from Python to MT the adapter doesn't seem difficult. All the same, this Python - R - MT cluster does not seem a good, nor even a justifiable solution.
There are no trades and equity there, the amount is the amount of profit for the day.
It is written at the top of the page in dollars at the current exchange rate. I was changing nmr at a rate three times higher than the current rate, so multiply by three. And ask yourself, why aren't you already in the contest? The money is literally handed out in stacks, take as much as you can.
Go ahead, do it publicly. Otherwise, I know such doers - you trade a couple dozen hidden signals with simple mashkas, one of them will turn into a profit for free, you make it public and start broadcasting for Python.
We've already seen that, let's get serious now.
Oh well, cool then, but I asked for equity (all) and normal strategies, not praise R . 1,500 bitcoins? You're rich.
yeah, i'm purposely trading mashcams right now so i can start python later.
Python and Java are the standard of programming instruction in U.S. schools.
R is terrible at syntax. Many things are stuck in it as crutches. For example, working with data.frame is syntactically different from standard types.
https://matplotlib.org/ is much easier to create graphs and has much more features than its confusing counterpart in R.
Python and Java are the standard of programming instruction in U.S. schools.
Here's my question: what programming language are those citizens who are still potty-trained?
R is the language of STATISTICS. A person who is not familiar with statistics does NOT need this language, and as such, R is the language of statistical professionals. If we consider the place that statistics occupies in trading, in real, professional trading, today NOT knowing R puts under a question mark professionalism of a trader.
In my opinion, it is this circumstance, circumstance of ignoring statistics, unwillingness/unskillfulness to use statistics in trading that at first surprises me and explains my aversion to R.
I decided to post some intermediate material.
A trading system based on the classification.
Teacher = Close increments.
The system is a test one: I count close price increments on history. The increments obtained on history I start to send as a signal to a simple Expert Advisor, which ONLY places orders; I form orders obtained on the increments: BUY - SELL, i.e. the system is reversible.
I.e. the trading system ALWAYS looks ahead, into the future. In terms of classification this approach gives 100% prediction, I checked it, because the tester shows quite a different result.
Here is the result from the tester
The balance line is striking - not very smooth.
But it has absolutely amazing values of profitable and loss-making trades = 64.51% by 35.49%
And here is a picture of a loss-making long position followed by a short position:
So much for the obvious teacher that is so widely advertised here!
PS. I note that the spread alone cannot explain the loss of the shown long.
I decided to post some intermediate material.
Trading system based on the classification.
Teacher = Close increments.
The system is a test one: I count close price increments on history. The increments obtained on history I start to send as a signal to a simple Expert Advisor, which ONLY places orders; I form orders obtained on the increments: BUY - SELL, i.e. the system is reversible.
I.e. the trading system ALWAYS looks ahead, into the future. In terms of classification this approach gives 100% prediction, I checked it, because the tester shows quite a different result.
Here is the result from the tester
The balance line is striking - not very smooth.
But it has absolutely amazing values of profitable and loss-making trades = 64.51% by 35.49%
And here is a picture of a loss-making long position followed by a short position:
So much for the obvious teacher so widely advertised here!
PS. I note that only the spread can't explain the loss of the shown long.
But absolutely amazing values of profitable and losing trades = 64.51% by 35.49%
It seems to me that there is no sense to use all ticks if the NS may be trained only on bars. The Open price test will be faster.