Do you know how to make canals? - page 5
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I posted the results of one such system in the MoD thread. It is dumb but retrains very quickly at every bar, though it is not necessary if the training sample is not 3 bars, because each additional bar is very little new information and has almost no effect on the training result
as the result, an unpleasant thing happens - as soon as enough historical patterns are available for effective prediction - they suddenly change and the system won't work until it has enough examples with new patterns, and so on in a circle.
I.e. NS with retraining works the same way as a lagged muving and does not extract any new "knowledge"
If I want to make a really cool thing using the NS I should use unconventional thinking and geekiness, or teach an already working strategy.Abandoned NS.
There are characteristic shapes for any chart, for any instrument from which trade decisions are easily found.
Abandoned NS.
There are characteristic forms for any chart, for any instrument, from which decisions about trades are easily found.
But I want to make a smart robot :)
But I want to make an intelligent robot :)
A man can't trade himself, but a robot can))
As a result, an unpleasant thing happens - as soon as there are enough historical patterns for effective prediction, they suddenly change and the system does not work until there are enough examples with new patterns, and so on in a circle.
Maxim, what kind of historical patterns do you have that suddenly change?
almost any
it's tantamount to the fact that the system keeps getting into different environments hitherto unknownalmost any
:))) I don't know what can change there... I have averaged historical variance and coefficient of asymmetry for the distributions almost unchanged.
well i write more scalper bots
one year the market goes up - the next year it goes down... the patterns are different
or the volatility also changes from year to year... in crisis years, the market may fall by 100 points every day, while in other years it may fluctuate... but the transactions are in the thousands
But you want to make a smart robot :)
Everyone dreams, and some are even good at it.
If a person cannot trade himself, a robot will be able to do it))
A robot is not subject to emotions and acts strictly according to the algorithm.
Not everybody can create the right algorithm, not everybody is a composer))
The robot is not subject to emotion, it acts according to an algorithm.
Not everyone can create the right algorithm, so not everyone is a composer either))
an algorithm is an algorithmic robot
and we're talking about ns, self-learning systems
Everybody dreams, and some people are even good at it.
What's not to get, everything works out... eventually, if you don't give up and brokers don't fuck with you... )