Machine learning in trading: theory, models, practice and algo-trading - page 2433
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Implemented the algorithm on the principles of "knowledge base" version 1.0.0 :)
How is the width and height of the "zone" determined?
How do you weigh the response of the rules from the base?
How is the width and height of the "zone" determined?
How do you weight the answer of the rules from the database?
I don't weigh the rules because I don't have them in my "knowledge base". , not yet, I have everything done in the form of images, as a person.
At the expense of the width of the zone, here it is necessary to reveal all the concept, I will tell the essence without revealing the details, just because long ...
We have a current pattern (the last n prices or whatever).
In the "knowledge base" I'm looking for the same patterns and see how they end up.
Of course I need to translate the patterns into a normalized coordinate domain.
We get a kind of chaos in the trajectories of the patterns, nothing interesting...
Just a remark: this is how you try to predict your trends, ZZ and other stuff (blue elipsis).
You're messing with the purest chaos.
Okay, let's move on, but is it chaos? If we look at it with a human eye, we see that there is a certain consistency in all three trajectories, namely, we see the zone from which price bounces down in all three cases
The algorithm does this search automatically.
The answer to the question :
How is the width and height of the "zone" determined?
It is the width of the found zone, it is always different for objective reasons.
Further we translate the found zone back from the normalized coordinates in absolute coordinates and we get the expected rebound zone
(That's it, everything is simple))
ps The smarter the algorithm of searching for patterns in the BR and the richer the BR itself, the smarter the robot is
I don't weigh the grafts because I don't have them in my "knowledge base". Not yet, I have everything done in the form of images, like a person...
As for the width of the zone, you need to reveal the whole concept here, I will tell the essence without revealing the details, just because it's long...
We have a current pattern (the last n prices or whatever).
In the "knowledge base" I'm looking for the same patterns and see how they end up.
Of course I need to translate the patterns into a normalized coordinate domain.
We get a kind of chaos in the trajectories of the patterns, nothing interesting...
Just a remark: this is how you try to predict your trends, ZZ and other stuff (blue elipsis).
You're messing with the purest chaos.
Okay, let's move on, but is it chaos? If we look at it with a human eye, we see that there is a certain consistency in all three trajectories, namely, we see the zone from which price bounces down in all three cases
The algorithm does this search automatically.
The answer to the question :
This is the width of the found zone , it is constantly different for objective reasons.
Further we transfer the found zone back from the normalized coordinates to the absolute coordinates and get the expected rebound zone
That's it, it's easy))
The approach is interesting.
The main thing is simple and clear. Also you can get invariant to timeframes, you can find a pattern on the daily chart and use it on the minute chart
Isn't it easier to measure your series with entropy and understand what is there?
What does entropy have to do with it?
What does entropy have to do with it?
the predictability of the series
row predictability
You didn't understand anything at all, reread my post thoughtfully
You don't understand anything at all, reread my post thoughtfully
did this half a year ago or more through clustering. Your constructions are hypothetical, on new data everything will turn out differently, because you have not even looked entropy, which is not different from sb
I think he even showed the same clusters with certain "zones" where the pending orders were placed. I wrote a bot, checked it in the tester, it turned out sadThe algorithmhas not seen new data for more than 2 months, it makes decisions based on pretty outdated data, but it seems pretty adequate to me.
Here's today's EUR 5 min chart
Here is a special for you Max)