Machine learning in trading: theory, models, practice and algo-trading - page 2175
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Dear, esteemed MOshniks, have you tried forecasting two 3, 5 10 steps ahead. Or only on history? Well I do not see any post with results even from the demo. Sorry I forgot. "Spitfire" has shown negative results. Twice. Hee hee.
God, get that creature of God off this forum.
1. you are not my brother
2. I didn't drink beer - you're a booze drinker - go get some cognac for your think tanks. Hee hee.
There you go. He didn't drink beer. It's like he's been drinking. Oh. So you are. I get it. It's okay, it's okay.
I already answered - a certain Demko has formed equal-tick bars (100 ticks per bar according to Alpari) and worked with OPEN prices of such bars.
In fact, the initial flow is thinned and the simplest flow with such an unusual distribution of increments is obtained. Demko called it a "progenitor" of market processes.
I personally checked his data - indeed, a stationary process is obtained in such increments.
The question is: why don't I take these increments, study neural networks and make a secret accession to the Grail?
The answer is, I don't know. I have some kind of working TS, and I'll leave this option for later sometime...
Alexander, put the bot on the demo, you asked for the grail
there is a good variation package, I want to use it. It's on top of PyToch
https://pyro.ai/examples/index.html#
Take a break at least on your day off. You search all over the dumps for bullshit.
All the same, but passes the test from 2017.
Raised the lot, 3.5k% in 3 years. Max balance drawdown 10%, absolute 23%. Z.I. You can do even better. Python sources will be in the article.
Enjoy
eurodollar trades?
Yes
Monitor it cleanly, what the fuck did you turn on?
Like a kid.Here we go.
Monday at least promises to be interesting. But it's getting a little boring on the forum.
The proper addition of the spread to the signs should still improve. I'll get to it during the week.
If you have any questions, please let me know if I can help you.
Still, there's something there.
https://github.com/0b01/recurrent-autoencoder
Thank you.
All scanned the bots, who wanted to?
Maybe someone will test it... because I have these bots like dogs, I have no time to test everything