Machine learning in trading: theory, models, practice and algo-trading - page 2279

 
mytarmailS:

I'm very interested in this SPADE algorithm, but I don't know how to approach it yet, it's been running around in my head for half a year now...

It's not very obvious how to preprocess data for it, the same with the target + it's extremely resource-hungry, it's definitely not a "big-data" algorithm...

But it seems to me that this is the best algorithm for data-mining market

the example is simple of course. but the algorithm is cool. the question is how to normalize or prepare the data.

 
mytarmailS:

As far as I remember the TC died after a little work.

And the retraining was going on all the time?


How to solve the problem? I need to predict the machine for half a period ahead.

There are three sources of information:

1) analysis of the wreck itself and its extrapolation.

2. If we shift the timeframe by half a period, then its prediction will be reduced to price approximation.

3. There are several currency pairs connected by a correlation. The simplest case is eurusd and usdeur, the prediction on one must match the prediction on the other. The more pairs are involved, the more accurate predictions should be obtained.

I should somehow combine these three tasks into one equation.

 
Rorschach:

Was the retraining going on all the time?

No not all the time, I genetically trained it is not fast...

Rorschach:

How do I solve the problem? I need to predict the waving half a period ahead.

There are 3 sources of information:

1) analyzing the mashka itself and extrapolating it

2. If we shift the timeframe by a half of a period, then its prediction will be reduced to price approximation.

3. There are several currency pairs connected by a correlation. The simplest case is eurusd and usdeur, the prediction on one must match the prediction on the other. The more pairs are involved, the more accurate predictions should be obtained.

I need a way to combine these three objectives into one equation.

I don't understand your problem, try to write more clearly what you need

 
mytarmailS:

I do not understand your task, try to write what you need in a simpler way

I want to make a prediction for half a period. This can be done in 2 ways plus use other currencies to reduce the error. I want to combine it all into one formula. But it's not just a question for you, it looks like it needs linear algebra.

 
Rorschach:

I want to make a prediction of waving for half a period. This can be done in 2 ways plus use other currencies to reduce error. I want to combine it all into one formula. But this is not just a question for you, it looks like you need linear algebra.

1) What do you mean by"half a period "?

2) why a waving machine and not something else?

3) why combine into one formula?

 
mytarmailS:

1) what do you mean by"for half a period "

2) why the mashka and not something else?

3) why combine into one formula?

1 if the wave period is 10, then by 5 bars forward

2 for now just to keep it simple, maybe another filter will do

3. To increase accuracy, it's like making predictions using different methods and taking the average value.

 
Rorschach:

1 if the swing period is 10, then 5 bars ahead

2 for now for simplicity, then maybe another filter will do

3 to increase the accuracy, like making a prediction using different methods and taking the average value.

It's not clear anyway...

If you want to make predictions, go ahead and do it. What else do you want to combine?

 
mytarmailS:

So you want to make a forecast, what else do you want to combine?

Find a forecast for eurusd and usdeur, if the forecast for ed does not equal the forecast 1/de then you need to look for another forecast. The more currencies are involved, the more accurate the final result should be

 
Rorschach:

Find a forecast for eurusd and usdeur, if the forecast for ed does not equal the forecast 1/de then you need to look for another forecast. The more currencies are involved, the more accurate the final result should be

Well... there's a forecast, one, two, and ten, then you do some manipulations with them...

I don't understand what the association has to do with it, for God's sake, I don't understand....

Does anyone understand what we are talking about?

 
mytarmailS:

Well... there's a forecast, one, two, tenth, and then you do some manipulation with them...

What does this have to do with the association, I honestly do not understand....

Does anyone understand what we're talking about?

If eurusd is at 1.2 and ma is at 1.19

then the usdeur should be 0.83333 and 0.84

that's a way to check the correctness of the prediction

You may check the correctness of the forecast.

Reason: