Machine learning in trading: theory, models, practice and algo-trading - page 68
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
And anyway, what is -1 in the output. Black and white says 0 or 1 minus 1, the predictor treats it as zero. So what to do?
Send me a file with the data, I will apply the model to you and you will see how it will work....
This idea is fresh but it is not clear. Is it working or not.
It seems to me that it works.
If you take two filters as a support, so that they overlap. All filters overdraw to the right, but if you take 10 bar instead of 1 bar, it's okay. We get a very good support.
On historical data we look ahead from crossovers and mark crossovers +1 if we get +100 pips in the future and vice versa. We add predictors and select those that have predictive power for that target variable.
That's it.
Nobody cancelled the selection of inputs. This is one.
On historical data, look ahead from crossovers and mark crossovers +1 if you get +100 pips in the future and vice versa. We add predictors and select those with predictive power for that target variable.
That's it.
All right, I'll recode -1 to 0 and let's train the model for growth for the time being, then for decline when we recode 1 to 0, we'll have two models. But let's try to make one first. Taking into account that there are a lot of entries I think the training will last a long time, but I'll try. The most recent data at the bottom?
There's a more complicated structure. There are 5 pairs. In each of them sequentially from the old dates to the new ones.
I don't know, the data is too much I will leave the computer until morning, but if nothing comes out in the morning.... Anyway, we'll see how it goes. You can then apply the model and see what happens out of sample. And in the studio as a graza for general review????
The thing is that sometimes the predictor needs to be trained several times to get acceptable data, but I will do it only once. ok. what will work out will work out....
I don't know, the data is too much I will leave the computer until morning, but if nothing comes out in the morning.... Anyway, we'll see how it goes. You can then apply the model and see what happens out of sample. And in the studio as a graza for general review????
The thing is that sometimes the predictor needs to be trained several times to get acceptable data, but I will do it only once. ok. what will work out will work out....
I'll give you out of sample. I don't use Yuri's software...
How do you check if the model works? I thought I'd send you the model, you'd put it into your EA, run it on history and obtain the balancing curve and display it for all to see. how so.... Tell me right away will you be able to do it? otherwise I may be training for nothing....