Discussion of article "Evaluation and selection of variables for machine learning models" - page 5

 
Vladimir Perervenko:

Drawing a simple drawing illustrating the numbers (-1, 1 (0) ????

Please read the article carefully? And next to it? And do not know how to use ZZ?

Maybe the translation is not good?

Specify more precisely your comments, please can improve English?


ZigZag This sequence does not need to be predicted at all, if you know the lag(ZigZag)=-1 ,then the ZigZag must be 1;the lag(ZigZag)=1 ,then the zigzag=-1;.

all of the lag(ZigZag) is occured at the past time,it can predict the zigzag 100% accurately. so if you know the time is zigzag point ,you can 100% accurately

predict the zigzag is -1 or 1.

But in the realtime you cannot know the time is zigzag point,so you must caculate the third status (0), so how can it work?

You can reference this right articl https://www.mql5.com/en/articles/2773.

运用人工智能实现的 Thomas DeMark 次序 (TD SEQUENTIAL)
运用人工智能实现的 Thomas DeMark 次序 (TD SEQUENTIAL)
  • 2017.06.19
  • Mihail Marchukajtes
  • www.mql5.com
首先, 我们设定一个神经网络不能自行完成交易。这便是, 如果有一个神经网络, 并为它提供无限量的价格数据, 指标和其它他美味佳肴 — 获得永无终止的结果, 所以这个想法可以立即被丢弃。神经网络只能从侧面为策略 "服务": 协助制订决策, 过滤, 预测。能体现出一个完整策略的神经网络是无稽之谈 (至少我个人从未见过)。 首先, 用几句话来概括策略。次序是逆势策略。其中出现的信号不依赖于彼此。换言之, 可以在一行里收到买卖信号, 这令次序的使用极大地复杂化。就像任何其它策略一样, 它会产生假信号, 我们将要找出来。作者本人很好地描述了基于次序生成信号的原理。他的解释在这里稍作修改。仅应用了策略的第一部分, 使用 设置 和 交汇 信号。选择它们出于两个原因: 一是这些信号位于顶部和底部...
 
desirable
 
2935071411 :
Good afternoon.

Good afternoon.

ZZ is really not defined on the last bars (the last vertex). Neural network training is conducted on ZZ values without the last 300 bars !!!! On those bars where ZZ is defined.

You carefully look at the scripts and do not rush to conclusions. You can look stupid.

You carefully look at the scripts and do not rush to conclusions.

 

in the realtime ,do you use 'without the last 300 bars '!

You looks so stupid ,can you use it in the realtime.?


All of your article are wrong ,because your target define is wrong.All canot work in the realtime, as follow your point ,you singal will happen after 300 bars later.

All canot work in the realtime, as follow your point ,you singal will happened after 300 bars later.

 
freewalk:

in the realtime ,do you use 'without the last 300 bars '!

You looks so stupid ,can you use it in the realtime.?


All of your article are wrong ,because your target define is wrong.All canot work in the realtime, as follow your point ,you singal will happen after 300 bars later.

All canot work in the realtime, as follow your point ,you singal will happened after 300 bars later.


You don't really understand the author's vision, you are too naive in your own imagination, and the stupidity of what you say is just mapped on yourself, please don't embarrass your country anymore, not only stupid, but ugly.


to Vladimir Perervenko: thanks again for those wonderful articles, you did and doing really good research! this stupid thing from "freewalk", not all chinese like him.

 
Vladimir Perervenko:
I answered you in the next branch.

Hi Vladimir,


I did not find your answer regarding this question. I also not sure what is the value of Dig. could you plz specify. thank you!

 
hzmarrou :


Dear all, 


Can someone tell me what the --Dig-- defined in  ZZ function variable means. Is it a constant? if yes what should the value be of this constant?    

Dig - the number of digits after the decimal point in quotes. Maybe 5 or 3.

I'm sorry to be late with the reply. Did not see the question. The discussion is scattered across many branches. I do not have time to track it.

Excuse me.

 

The article is voluminous, thanks for the labour.

However, it is questionable:

1. using stratification with a selected target that is labelled on each bar. Mixing two unrepresentative samples usually improves the result, which skews it.

2- Feature selection based on constructed models, especially given the first split randoms and the greedy method, is more of a feature reduction method for the model building method. The greedy method is not always correct and stable. In this case, perhaps you need to use different subsamples, at least.

I didn't understand the second method until the end - is it the same with a random first predictor, and then we try to build a leaf or we build a tree and leave the best leaf, which is used for evaluation?