Aleksei Kuznetsov / Profile
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Advanced Optimization Report
Optimizing trading strategies in Meta Trader 5 (MT5)? Use an advanced and more visual representation of optimization results with the benefits of interactive HTML pages.
Briefly about the benefits:
- Filters by any criterion and threshold (min/max).
- Easy-to-read and understand graphs.
- 43 optimization criteria instead of 8. Everything that is recorded in .opt files is available.
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report1__3.htm
- If you have access to the EA code, you can add balance and equity charts for each pass and 38 custom optimization criteria (Sharpe ratios, Sortino ratios, mathematical expectation in pips, standard deviation, and more. You can add custom-programmed criteria).
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report3__3.htm
This report should be viewed by anyone who optimizes trading strategies.
Аvailable on the market https://www.mql5.com/en/market/product/158705
Optimizing trading strategies in Meta Trader 5 (MT5)? Use an advanced and more visual representation of optimization results with the benefits of interactive HTML pages.
Briefly about the benefits:
- Filters by any criterion and threshold (min/max).
- Easy-to-read and understand graphs.
- 43 optimization criteria instead of 8. Everything that is recorded in .opt files is available.
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report1__3.htm
- If you have access to the EA code, you can add balance and equity charts for each pass and 38 custom optimization criteria (Sharpe ratios, Sortino ratios, mathematical expectation in pips, standard deviation, and more. You can add custom-programmed criteria).
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report3__3.htm
This report should be viewed by anyone who optimizes trading strategies.
Аvailable on the market https://www.mql5.com/en/market/product/158705
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Aleksei Kuznetsov
Published post Нужен ли валидационный участок для обучения НС?
Принято разбивать даныые на 3 участка train|valid|test В darch участок valid можно включить в отбор лучшей модели darch.returnBestModel.validationErrorFactor = valErF,# важность валидационного участка, по умолчанию 0,63 Использование valid как есть нерационально, т.к...
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Aleksei Kuznetsov
Published post RNN Решетова переобучается или недообучается?
Я немного поэксперементировал с RNN и похоже, что она просто запоминает примеры обучения (важные в связке с шумовыми предикторами), а на новых данных шумовые предикторы портят результат. Т.е. RNN склонна к переобучению. По крайней мере для логических задач, где 0 и 1...
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Aleksei Kuznetsov
Приветствую! После введения в МТ5 оптимизации и тестирования на реальных тиковых данных, в разы увеличилось время расчетов при оптимизации советников...
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