Machine learning in trading: theory, models, practice and algo-trading - page 225

 
J.B:

The TA should not be opposed to statistics and MO, many "indicators" are classical statistics, their windowed version, and optimization of TC on turkeys is a particular case of MO, for example, it is easy to reduce the wires to a neural network, the difference of TA from MO is, firstly, that the latter is so to say "more scientific",It means, its methods are not proved strictly mathematically, at least numerically, empirically; and in TA there are a lot of groundless hypotheses and different methods that appeal only to "common sense", which often only harms than helps in trading.

Maybe... But a classic is a classic. I like it better, and therefore there are no special advantages of R in algotrading for me. It's different for others...
 
mytarmailS:

Well yes, I agree, and I won't argue...

But if you want to check some machine learning algorithm for the market, one of 10 popular algorithms and pre-process the data before that in any of 50 known ways, then R-ka will do, and this thread is just about it....

Every language has its own task, what are we arguing about...

What a great site Burnakov created, he put a lot of interesting material and attracted other people.

But no...

Ignoramuses ran into the thread...

It would seem: do not like R, have not heard anything about the model, well, what to do here? It's just a bunch of empty talk...

 
SanSanych Fomenko:

What a great thread Burnakov started, he posted a lot of interesting material, attracted other people

But, no...

Ignoramuses came running in, flooding the thread...

It would seem: do not like R, have not heard about the model, well, what to do here? It's just a bunch of empty talk...

It turns out that you can "muddle" the Remarkable, and the most interesting - "lay out a bunch".

"Blowing a hollow blizzard, running ignorant..." - Sounds to me like the beginning of an ode to the hard fate of R in the ranks of the enemy MQL. ))

 

Greetings ladies and gentlemen! Interesting thread, haven't read the whole thread yet, but I will definitely do it.

Question: where can I see an example of a simple machine learning robot?

Thank you.

 
pantural:

Greetings ladies and gentlemen! Interesting thread, haven't read the whole thread yet, but I will definitely do it.

Question: where can I see an example of a simple machine learning robot?

Thank you.http://www.algorithmist.ru/

Random Forest с примерами на R
Random Forest с примерами на R
  • 2012.05.16
  • SergE
  • www.algorithmist.ru
Random Forest - один из моих любимых алгоритмов data mining. Во-первых он невероятно универсален, с его помощью можно решать как задачи регрессии так и классификации. Проводить поиск аномалий и отбор предикторов. Во-вторых это тот алгоритм, который действительно сложно применить неправильно. Просто потому, что в отличии от других алгоритмов у...
 
mytarmailS:

Thank you, but alas I don't know R, I need an example in mql5, price as input, machine learning inside, trade order as output. I don't need any third party libraries and keep the code short, the simplest version.

 
pantural:

Thank you, but alas I don't know R, I need an example in mql5, price as input, machine learning inside, trade order as output. No third party libraries and short code, the simplest version.

))))

No 3rd party libraries?

Short code?

And machine learning?

and an order on the output? those are still bidding system....

I gave you a simple and short example, the thing you want in the form you want will take 1000 lines of code at least, it won't be short and clear...

start with the theory, you may not need it at all)

 
mytarmailS:

AHAHAHAH))))

without 3rd party libraries?

So the code is short?

And machine learning?

and an order on the output? those are still bidding system....

I gave you a simple and short example, the thing you want in the form you want will take 1000 lines of code at least, it won't be short and clear...

Start with the theory, you may not need it at all)

1000 lines of code is a lot of code? It's funny...

Isn't it possible to write an analogue of MO in mql?
 
Retag Konow:

1000 lines is a lot of code? That's funny...

So what's the problem?

pantural addressed exactly to you. As you found out above mkd is a head above R, 1000 lines is not a problem, again mighty kodobase, give the link to the person...

 
SanSanych Fomenko:

So what's the problem?

pantural addressed exactly to you. As figured out above mcd is a head above R, 1000 lines is not a problem, again mighty kodobase, give the link to the man...

If we're talking about 1000 or even 3000 thousand lines of code, it's not a problem. An experienced developer can do it. You just need to understand the essence of this MO and write it. I would do it, but I'm busy with graphics at the moment. Maybe there are some enthusiasts?