Machine learning in trading: theory, models, practice and algo-trading - page 2290
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Well, it's hard for me to even imagine where to start and what it should look like. In my mind, these are kind of incompatible things.
It makes more sense than it might seem at first glance.
Well, it's hard for me to even imagine where to start and what it should look like. In my mind, this is kind of incompatible things.
It makes more sense than it might seem at first glance
What do you mean - what is the role of a neural network - to find moments for the first entry? Or to teach the network to find the sense of opening with increased lot in minus?)
What do you mean - what is the role of the neural network - to find moments for the first entry? Or to teach the network to find the sense of opening with a higher lot in minus?)
I'm interested in practical implementations, success stories
I saw one in Signals, works fineYou can share the information:
I will use the library.
2. If you mean do I use Meta Editors for creating and debugging Python scripts - no.
I don't.
The plans are impressive. But it seems to me that you want to grasp the immensity.
Good luck
PS: Do you still think that discussion of R language usage is inappropriate in this forum?
1. use the library .
2. If you mean using Meta Editors to create and debug Python scripts, no.
I meant launching Python scripts in the terminal as scripts.
3. not enough.
Events will not be available as it is a scripting mode.
The plans are impressive. But it seems to me that you want to embrace the immensity.
Look around the MetaQuotes & MetaTrader & MQL ecosystem, it was all immense too. And it's always been heard "you can't".
Plus, you see/understand very little of it.
PS: Do you still think it's inappropriate to discuss R language application in this forum?
Discuss, why not. But don't ask us to do something for R. The subject is closed for us.
I meant to run python scripts in the terminal as scripts.
Events will not be there, as it is a script launching mode.
Look around the MetaQuotes & MetaTrader & MQL ecosystem, it was all immense too. And it was always heard "you can't".
Plus, you see/understand very little of it.
Discuss why not. But don't ask us to do something for R. The issue is closed for us.
Running python scripts in the terminal as scripts I use.
We will not ask to make something for R, what we have is enough for work.
Good luck
Ideally, you should make the series stationary, find cycles on the spectrum, build a filter for these cycles.
How to make the series stationary? Correction for the average volatility by the time of day? Logarithm and filtering?
How do you build a spectrum? The deeper the history is, the stronger the noise is, the weaker the signal can be. But everything changes on the market. If we take a short time span, we will not get a random coincidence but a cycle.
I've shown my statistics on the spectrum
I can say that the problem is solved. Time does not carry any information and I'll leave it alone. I will also calculate persistence, but most likely there will be nothing new.
Question 2, we can proceed from the required quality, for example, for an accuracy of 95% and a sample of 400 bars, the error will be +-0.1*sco. Or signal/noise ratio. If you add up 100 sine waves, the amplitude will increase 100 times, and if you add up 100 realizations of noise, only 10 times.
1 the question can be said to be solved. Time does not carry information, take the equitibles bars and do not bother. I will also calculate persistence, but most likely there will be nothing new.
Question 2, we can proceed from the required quality, for example, for an accuracy of 95% and a sample of 400 bars, the error will be +-0.1*sco. Or signal/noise ratio. If you add up 100 sine waves, the amplitude will increase 100 times, and if you add up 100 realizations of noise, only 10 times.
my research shows the opposite picture
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