Machine learning in trading: theory, models, practice and algo-trading - page 2211
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If you teach a neuron to make a profit) it should be taught not to lose)))) but there's one problem: the grid stops opening positions to keep the deposit. i've tried it. i've tried it with different variants with and without stops, the result is the same, the grid eventually decides that the best way to make a profit is to keep the deposit
Don't you know what multicriteria optimization is?
Don't you know what multi-criteria optimization is?
don't bullshit. it's just adding up the results of several ffs.
don't bullshit if you don't know what and why
You train by sharpe ratio or r2 right away, but it makes no sense. It will be almost the same as with standard metrics, because they are similar.
what is r2 ?
I have so far trained just for profit, but it's an experiment...
balance on the tray
balance on the test
5 minutes, the commission is taken into account...
what is r2 ?
So far I've taught just for profit, but it's a trial run...
balance on trayne
balance on the test
5 minutes, the commission is taken into account...
for what kind of profit? for maximum?
Well, put it up and trade.the neuron from the article is firing on the real one
nice!!!
So it's not a neuron, it's a boost, no?
nice!!!
So you don't have a neuron, you have a booster, no?
yes
Don't bullshit... just adding up the results of several FFs
don't bullshit if you don't know what and why
Who are you talking to and why? :)
add up is impossible ...
Who are you talking to and why? :)
You can't stack...
I mean you can't... well, you can split it up ))
What kind of profit? Maximum profit?
That's it, put it in and start trading.there are problems ...
1) algo dies, over time
2) bad fitness function, unstable results
The neuronics in the article are firing on the real world
The article is yours, can I get the link?