Machine learning in trading: theory, models, practice and algo-trading - page 2609

 

The original intention was to make a feature-free model that matches the tags to any feature

Like, for every returnee, you can pick up the moments it predicts.

but there is still sensitivity to the signs, some work very well with some others mediocrely

 
Maxim Dmitrievsky #:
Google works for me
 
Maxim Dmitrievsky #:

The original intention was to make a feature-free model that matches the tags to any feature

Like, for every returnee, you can pick up the moments it predicts.

but there's still sensitivity to the signs, some work very well with some others mediocrely

Maxime, you're on fire, that's a great idea.

connect a third neura for pattern recognition

 
Renat Akhtyamov #:

Maxime, that's a great idea.

connect a third neura for pattern recognition

Yes, if you "free your mind" and don't bang on the door: "price entry, predicting candlestick colour" or something similar, then so many interesting options and directions open up at once.

 
Maxim Dmitrievsky #:

The original intention was to make a feature-free model that matches the tags to any feature

Like, for every returnee, you can pick up the moments it predicts.

but there is still sensitivity to the signs, some work very well and others mediocrely.

A simple question - what is the raw data underlying this methodology... And what is the degree of confidence in this raw data...? ( meaning the possibility of DCs manipulating this data...)

This has a DIRECT impact on the results of this technique...

 
Aleksey Nikolayev #:

To be honest, the picture is not very clear without explanations. Well and draw a better heat map or density graph.

Same topic https://www.mql5.com/ru/forum/86386/page2534#comment_26672056

Машинное обучение в трейдинге: теория, практика, торговля и не только
Машинное обучение в трейдинге: теория, практика, торговля и не только
  • 2021.12.24
  • www.mql5.com
Добрый день всем, Знаю, что есть на форуме энтузиасты machine learning и статистики...
 
Maxim Dmitrievsky #:
By design, it should look for something - you don't know what, but which is consistent. This is on the topic of automatically generated strategies. So far I give it a "C", maybe there will be some movement. An untried theme.

Do you manually mark bad areas? And if manually, how do you determine the boundaries? Are there many losses or is equity below the straight line?

In general, I come to the conclusion that we can simply look at each hour separately. Maybe there is some sense in it. Boxplots make sense)

 
Aleksey Nikolayev #:

And if it doesn't sell for roubles, can we meaningfully not switch it off? Sounds logical)

Sounds like saying that using MO leads to brain atrophy))

))) In general, working out visible actions is of course logical, but it is also carried out without understanding the process. Algorithm fitting is just as random, although it is more stable than on a random plot).

 
Valeriy Yastremskiy #:

Do you manually mark bad areas? And if manually, how do you determine the boundaries? Are there many losses or is equity below a straight line?

In general, I come to the conclusion that we can simply look at each hour separately. Maybe there is some sense in it. Boxplots make sense)

Trained - run on the data, mark what is bad

on automatic

 
Maxim Dmitrievsky #:

trained - ran it on the data, noted what was bad

on the machine.

I do not understand, how do you draw the boundaries of bad sectors? Is it a place where a position opened and closed with a loss, or do you take a wider range, such as half of the trades with a loss?

Reason: