Машинное обучение в трейдинге: теория, модели, практика и алготорговля - страница 1065

 

уровни....

уровни работают....

еще немного допилю, а потом сверху можно и нейронку вешать как фильтр )

 
Maxim Dmitrievsky :

I think we must use polynomial for all features, for example, first line: (x-feature value) x0 + x1, x0 + x2, ...., x2 + x3 .... xn + xm

second line x0 ^ 2 + x1 ^ 2 ...

third line x0 ^ 3 + x1 ^ 3 ...

with selection of best results

... only during testing

You need to take 2 double arrays..one for weights and one for indicator handles

then, run a for loop for summation of multiplication of weights and indicator handles

Then, another nested for loop for number of features to add all the above summations...I mean from 1 to m where m=number of features

Anyway, I will try to add it to code and let you know when I am done...

Also, I will request you again to somehow make the optimization happen during trading also..otherwise, it will be useless to just run one test and start trading afterwards.I think there is another Mt4 EA which has used R and FANN library, but it saves the optimized data at the end of everyday and hence, I think you can implement the same. I will try to do this also.. It will be really simple if we can catch the same values during LIVE trading also and same can be saved to the file.

Also, is it not possible to implement a similar method used in your previous article of direct one click testing instead of changing "Learn" from false to true and again true to false .Because I have already my own software to click the "Start" button once in everyday, but probably it can't change the values??

 
FxTrader562:

Also, I will request you again to somehow make the optimization happen during trading also..otherwise, it will be useless to just run one test and start trading afterwards.I think there is another Mt4 EA which has used R and FANN library, but it saves the optimized data at the end of everyday and hence, I think you can implement the same. I will try to do this also.. It will be really simple if we can catch the same values during LIVE trading also and same can be saved to the file.

for this we need a virtual tester

anyway I think good features/transformations its a most important thing, and must be done previously

 
Maxim Dmitrievsky:

for this we need a virtual tester

anyway I think good features/transformations its a most important thing, and must be done previously

Yes, I agree.

 Is it not possible to implement a similar method used in your previous article of direct one click testing instead of changing "Learn" from false to true and again true to false so that it will automatically save the optimized results .Because I have already my own software to click the "Start" button once in everyday, but probably it can't change the values from true to false and false to true.

 
FxTrader562:

Yes, I agree.

 Is it not possible to implement a similar method used in your previous article of direct one click testing instead of changing "Learn" from false to true and again true to false so that it will automatically save the optimized results .Because I have already my own software to click the "Start" button once in everyday, but probably it can't change the values from true to false and false to true.

nope, but can use 2 terminals easily - 1 for learning, 1 for trading, because it save models in common folder

but also need to reload EA on trading terminal, or add additional file for checkin if new learning process was

or just to use 1 terminal and learn when you want, EA on chart can update models after it, after some modifications

 
Maxim Dmitrievsky:

nope, but can use 2 terminals easily - 1 for learning, 1 for trading, because it save models in common folder

but also need to reload EA on trading terminal, or add additional file for checkin if new learning process was

or just to use 1 terminal and learn when you want, EA on chart can update models after it, after some modifications

Ok, I think I got it. 

1.First, One terminal same EA with "Learn" as true. For first run.

2.Second, second terminal same EA with "Learn" as false. For second run.

3.Third, third terminal same EA attached to Mt5 chart for trading. Restart this terminal after step 1 and 2 are over.

So repeating this 3 steps everyday will automatically save the optimised results everyday.right?

 
Здесь писали о применении объемов на фьючерс на индекс РТС. А если подумать? Индекс РТС это синтетический инструмент. О каком его анализе вообще может идти речь. Вообще торговать его дело сомнительное. Он средняя температура по больнице. А фьючерс это еще и производный инструмент. Фьючерсы повторяют движение базового актива независимо от проторгованных объемов. Так что использование объемов на фьючерсах это гадание на кофейной гуще. На акциях возможно они и применимы. Там от них может зависть их движение.
 
FxTrader562:

Ok, I think I got it. 

1.First, One terminal same EA with "Learn" as true. For first run.

2.Second, second terminal same EA with "Learn" as false. For second run.

3.Third, third terminal same EA attached to Mt5 chart for trading. Restart this terminal after step 1 and 2 are over.

So repeating this 3 steps everyday will automatically save the optimised results everyday.right?

You dont need 2-nd run, its just for check how EA lrarns

1 EA on chart, and learn in same terminal in tester

 
Maxim Dmitrievsky :

You dont need 2-nd run, its just for check how EA lrarns

1 EA on chart, and learn in the same terminal in tester

OK, so my step 1 and 3 will do the job. I don't have to follow step 2???...GREAT!!!

Also, I want to know what will happen to the saved files if I run the training again and again.? I mean will the old files will be updated automatically or will I have to delete the old files before I run the next run?

By the way, I have just created a sample code for GMDH in a very gross format with only 3 values of m(base function components) which I don't know if it will be helpful for you or not. I mean you are going to implement the library to feed the RDF and hence, you can increase the number of polynomials if it is useful for you or if you insist I can write it out further.

But it is little complicated for now and I don't find a better way to write it for now. If you want I can provide the sample code for now. Then, you look into it if it is useful for you and then, we will see how we can make it better or simpler. 

Since the formula itself gets complicated with more number of polynomials and hence, I just used one simple switch case  statement and one function to calculate that Y components.

If you want, then I will attach the MQL5 file. I just wrote in EA format. You can take the code and implement it ".mqh" format
 
FxTrader562:

OK, so my step 1 and 3 will do the job. I don't have to follow step 2???...GREAT!!!

By the way, I have just created a sample code for GMDH in a very gross format with only 3 values of m(base function components) which I don't know if it will be helpful for you or not. I mean you are going to implement the library to feed the RDF and hence, you can increase the number of polynomials if it is useful for you or if you insist I can write it out further.

But it is little complicated for now and I don't find a better way to write it for now. If you want I can provide the sample code for now. Then, you look into it if it is useful for you and then, we will see how we can make it better or simpler. 

Since the formula itself gets complicated with more number of polynomials and hence, I just used one simple switch case  statement and one function to calculate that Y components.

If you want, then I will attach the MQL5 file. I just wrote in EA format. You can take the code and implement it ".mqh" format

Just retrain EA when you need in tester and all. But need some changes in librart and EA if you dont want to reload EA on chart after every learning

sure, show me the code.. maybe today I finish it

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