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Cool article, thanks Maxim !
The speed is really impressive.
But it did take some work before running the scripts.
For those who can't run the script:
1) install catboost
pip install catboost
2) download the EURGBP_H1.csv data and put it in the Files folder.
3) download all python scripts and put them in one folder
4) tweak the first line of the script Tester_ML.py to be as follows
from tester_lib import test_model
5) write the path to the file in the Tester_ML.py script, I have it like this
p = pd.read_csv('C:/Program Files/MetaTrader 5/MQL5/Files/'+hyper_params['symbol']+'.csv', sep='\s+')
Cool article, thanks Maxim !
The speed is really impressive.
But it did take some work before running the scripts.
For those who can't run the script:
1) install catboost
pip install catboost
2) download EURGBP_H1.csv data and put it in Files folder.
3) download all python scripts and put them in one folder
4) tweak the first line of the Tester_ML.py script to read as follows
from tester_lib import test_model
5) write the path to the file in the Tester_ML.py script, I have it like this
p = pd.read_csv('C:/Program Files/MetaTrader 5/MQL5/Files/'+hyper_params['symbol']+'.csv', sep='\s+')
I know from my own experience that a huge amount of text in an article scares you off. It's easier to figure it out on the spot than to read it all :)
Cool article, thanks Maxim !
The speed is really impressive.
But it did take some work before running the scripts.
For those who can't run the script:
1) install catboost
pip install catboost
2) download EURGBP_H1.csv data and put it in Files folder.
3) download all python scripts and put them in one folder
4) tweak the first line of the Tester_ML.py script to read as follows
from tester_lib import test_model
5) write the path to the file in the Tester_ML.py script, I have it like this
p = pd.read_csv('C:/Program Files/MetaTrader 5/MQL5/Files/'+hyper_params['symbol']+'.csv', sep='\s+')
Great! You have done the work that the author of the article should have done.
Be above it all
Write about trading strategies
Be Above It All
It's expensive, unfortunately. If only the basic stuff.
It's expensive, unfortunately. If it's just the basics.
In general, the field is open.
On SmartMoney they started to publish basic stuff, but somehow..... dry. You can't go on FVG alone.
In general, the field is open.
In my heart I don't know what it is and I don't want to :)
Turning trousers into shorts. Bonus material.
Strongly retraining the basic model as in the article. Two before and after versions:
Optimise now not sl/tp, but inputs by meta_labels (trade/not trade):
Additional library with modified optimiser in the attachment.
If you need a second article for this, with extended description, post here.
Everything works very fast! The TC generation process takes seconds. All that remains is to convert and export the models to the terminal.
Можно идти другим путем. Сначала экспортировать модель в терминал, затем делать оптимизацию. Интересно будет сравнить, есть ли выигрыш в скорости.