Teaching AI trading using your own examples

 

Hello.

I started studying the application of machine learning in trading and found that I cannot find a suitable solution for my tasks. The thing is that the machine learning models that I found work on predicting price based on historical data (price, indicators, etc.). I do not need to predict the price, I need the machine to learn from examples of my trading, i.e. I give the machine a history of price and entry/exit points, and the machine learns from these trades. Please advise me, in what direction should I dig machine learning, what models, algorithms to use? Thank you.

 
torontoxx:

Hello.

Started looking into applying machine learning to trading and found that I can't find a suitable solution for my tasks. The thing is that the machine learning models I've found work on predicting price based on historical data (price, indicators, etc.). I do not need to predict price, I need the machine to learn from examples of my trading, i.e. I give the machine a history of price and entry/exit points, and the machine learns from these trades. Can you please tell me in what direction the machine learning should be digging, what models, algorithms to use? Thank you.

i.e. you need to first describe what you paid attention to at the entry, and then translate it into logic. when you have an exit, describe your decision as based on what and then translate it into your logic. Since each input/output will have its own set of logic, you will have a rather large database of input data. Then you simply apply it as a trained neural network.

 

By describing your entry and exit you essentially get an equation. the number of factors for entry is the number of mutually significant variables. for example TF=x1, number of bars=x2, indicator=x3, .....=xp , and then you get an equation of the form x1+x2+x3+xp=sl || tp; not too many of these equations as you base your analysis on some particular one. Then you simply check the market situation in a loop with every bar if it corresponds to one of the equations and if it does, the robot opens a position with specified stops.

In fact, this is not machine learning where you have already analyzed everything and just want the robot to repeat it. But no one will describe the robot's decision-making algorithm for you.

 
I'm the only Jew on this forum, I have a surname that ends in "yi". ))
 
Maxim Dmitrievsky:
there's only Jews on this forum, I have a last name that ends in "i" ))

))) well, where else?)

 
Maxim Dmitrievsky:
I'm the only Jew on this forum, I have a surname that ends in "yi". ))
Is that a joy or a sadness? What's wrong with Jews? They're usually pretty decent people.
 
torontoxx:

Hello.

Started looking into applying machine learning to trading and found that I can't find a suitable solution for my tasks. The thing is that the machine learning models I've found work on predicting price based on historical data (price, indicators, etc.). I do not need to predict price, I need the machine to learn from examples of my trading, i.e. I give the machine a history of price and entry/exit points, and the machine learns from these trades. Can you please tell me in what direction the machine learning should be digging, what models, algorithms to use? I would like to learn how to use these models and algorithms.

Is it training for the sake of training, or is it of practical interest? Do you have any Forex and MQL practice?
 
aleger:
Is that a joy or a sadness? What's wrong with Jews? They're usually pretty decent people.

is it ok if my last name ends like that too? it's a statement. i've never seen so many in one place before )

 
aleger:
Learning for the sake of learning or is there practical interest? Any forex and MQL practice available?
Why training for the sake of training? I just started to use my trading system in practice and came to the conclusion that manual trading is too cumbersome. It would be great to teach the machine to trade, and if it could even improve trading it would be perfect.
 
Maxim Dmitrievsky:

is it okay if my last name ends like that too? it's a statement. I've never seen so many in one place before )

I don't have anything to add yet, I can only repeat myself
 
aleger:
While I have nothing to add, I can only repeat myself

repetition is the mother of learning

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