Krzysztof Ciechowicz / Profile
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10+ years
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Full Time Trading at Home Office
The article considers three methods which can be used to increase the classification quality of bagging ensembles, and their efficiency is estimated. The effects of optimization of the ELM neural network hyperparameters and postprocessing parameters are evaluated.
There are numerous trading strategies out there. Some of them look for a trend, while others define ranges of price fluctuations to trade within them. Is it possible to combine these two approaches to increase profitability?
This is a continuation of the idea of processing and analysis of optimization results. This time, our purpose is to select the 100 best optimization results and display them in a GUI table. The user will be able to select a row in the optimization results table and receive a multi-symbol balance and drawdown graph on separate charts.
The ZUP is based on two ideas. Idea 1 - combine a variety of methods for identifying extremums (minimums and maximums) on the market price charts in a single indicator. Idea 2 - make it possible to easily bind various graphical tools, which allow to analyze the market behavior, to the identified extremums. To implement the first idea , the following has been made in the indicator. Included multiple ZigZag algorithms. Standard ZIGZAG algorithm. The basis of this algorithm is taken from the ZigZag
