Machine learning in trading: theory, models, practice and algo-trading - page 3415
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mu is the middle of a segment, a cluster in this case, I take it.
If it were a circle, the formula would work.
Not a circle, a hypercube.
As I understand it, you need mu. It is different for each predictor, hence the vector/array.
What signs would you include in the model if you want to predict whether the TS will earn on the new data for the next n counts?
The same as the main one. It is equal to trade/not to trade, no?
We can use the same ones as the main one. It's the same as trade/no trade, right?
No, it's a different angle on the signs, it's not about stochastics.
You train a model to trade, what have you got?
You got a model, you got a capital curve.
the signs on the trade.
signs on the model
Another third class of features.
And then we put it all together and try to predict whether this TS will make money on the test.
No, it's a different angle on the signs, it's not about stochastics.
You've trained the model to trade, what have you got?
I got a model, I got a capital curve.
signs on the trade
signs on the model
There's a third class of features.
And then we put it all together and try to predict whether this TS will make money on the test.
I can't answer that.
You didn't even think you could come at it that way, did you?
What's the target audience?
What's the target
Will ts make money on the test yes/no
It's a dabble. Until you can't detect the probability shift in a single sheet - models will be casting.
And to work with a sheet or a quantum segment - you need quite a lot of responses on histories, and this is not available, and without it there is not enough stat data... so the models will be questionable...
Hierarchical would work better for you, if you want a leaf-like layout.
It is quite possible - you should try it.
However, as far as I remember, it requires a lot of memory for intermediate calculations, and it's not clear how to transfer it to MQL5, and whether it can be used on new data....