Machine learning in trading: theory, models, practice and algo-trading - page 1858

 
Mihail Marchukajtes:

Bravo Maxim, a standing ovation for ZZ. ZZ is dead on all fronts.... Seriously. Tested more than once and all because it has no value on the zero bar, although attempts to create such have been and succeeded, but only in the NS.

Otherwise Maxim very interesting study. I think you can do binary options at once with such a system. I think they will be wondering why you are so sagacious. No one will ever guess that you are armed with a powerful enough matrix that just breaks their bO....

no way, what binary, it's a fly swatter

 
Maxim Dmitrievsky:

No way, what binary, it's a flytrap.

But they don't know about you... After all, BOO is based on the rate of the underlying asset and it's mostly a small thing not shabby, and here you with the MO you just put them in the dumps. That will be hilarious :-)

Count up Max, you start breaking them. And they are so confused ... how so? ... Why this guy allows himself ...? Well, etc.

And you say, "It's fair, I'm just cooler than you."

What do you say?

 
And this is not sarcasm, but the truth of life. After all, they're counting on the deliterate
 
Mihail Marchukajtes:

But they don't know about you... After all, BOO is based on the rate of the underlying asset and it's mostly the unshaved minnows, and here you with the MO you just put them in the dumps. That will be hilarious :-)

Count up Max, you start breaking them. And they are so confused ... how so? ... Why this guy allows himself ...? Well, etc.

And you say, "It's fair, I'm just cooler than you."

What do you say?

I'll be the king of binary

 
Maxim Dmitrievsky:

I will be the king of binary

I've been doing this kind of thing for a while, but I took the data from CME and the result was quite acceptable for my approach. The problem was that they didn't always give you the opportunity to get up at the right time at the right price. I worked in discrete mode and BO is quoted non-stop and when I changed bars I wasn't always able to get up correctly, and usually at the last seconds the draw was against me (no wonder, when you're playing a small period), otherwise with a competent approach, ie working on the systems was quite adequate. I did this work on the green points, waiting for the signal. In order not to be bored...
 
Mihail Marchukajtes:
Check it out at one time I did a similar thing, but at the time of window formation and I took data from CME and the result was quite acceptable for my approach. The problem was that they didn't always give you the opportunity to get up at the right time at the right price. I worked in discrete mode and BO is quoted non-stop and when I changed bars I wasn't always able to get up correctly, and usually at the last seconds the draw was against me (no wonder, when you're playing a small period), otherwise with a competent approach, ie working on the systems was quite adequate. I did this work on the green points, waiting for the signal. In order not to get bored...

You can even do some boosting and porting. If we were to describe the whole article, it would be a lot of blah blah blah. That is why it will be designed for the mature MI and abbreviated

 
I know, gone for a beer.... wait for it.... coming soon....
 
Maxim Dmitrievsky:

The trained models can be exported to the metaque at once, as ready-made functions. One tree or forest

and then you can twist it in the tester as you want and apply different strategies.

Write, I will get acquainted with interest.

On the partitioning of time series sampling by classes there are very few ideas in open sources.

 

If it's not difficult, please check if Mikhail's indicator works correctly, because something is not loading there again...

In the beginning, collect the history on the minutes by setting Save_OI=true. And then just switch to the top TF and back. If the chart saved the history of the indicator, it means that something works.

It will work on the Moex futures market.

Files:
OI_Test.mq5  18 kb
 
Aleksey Vyazmikin:

If it's not difficult, please check if Mikhail's indicator works correctly, because something is not loading there again...

In the beginning, collect the history on the minutes by setting Save_OI=true. And then just switch to the top TF and back. If the chart saved the history of the indicator, it means that something works.

It will work on the Moex futures market.

To write a file from the indicator when collecting data from different symbols. We've been through this. Didn't work....