Machine learning in trading: theory, models, practice and algo-trading - page 2440

 
Elvin Nasirov:

Thank you!

It worked. As far as I understand pip is better not to use

You work in anaconda environment, not pure python. It has its own package manager and may have other dependencies, so use pip to install everything
 
Maxim Kuznetsov:

The function is not that simple and it is unknown how your data is represented :-)

I do not know, on the R-ka 11 lines of code is with quotes, the previous version in general was 4 lines of code

The data - Matrix with numeric values + header with the names of columns

Maxim Kuznetsov:

As far as I understood, there are only comparisons with a constant.

No, it should be able to take any transformations like x>y , x!=y , x>0.5, x>y*2, x>y^2 ..... plus operators && || ...

 
Alexander_Zhu:
I have a question not about the machine, but about the feasibility of using MQL as a "player" for Python scripts. Does MQL support all the functionality of the snake, or scripts can be run with certain limitations?

There is no sense in that.

The python script will be started in its interpreter and the terminal will only show the log, this start will not give any "advantages".

You can not send any data from the terminal to the script, for example on_tick() event, and get a response from the script. The only possible way is to request the data from the running script and send the commands for transactions back.

Accordingly, all callbacks of the terminal do not work, and the script cannot be launched with a strategy tester.

 
mytarmailS:

I do not know, on the R-ka 11 lines of code is with quotes, the previous version of even 4 lines of code was

Data - Matrix with numeric values + header with column names

No, it should be able to accept any twists like x>y, x!=y, x>0.5, x>y*2, x>y^2 ..... plus && || operators...

if you know C/C++ really well, and speed is important, you can try TCC (Tiny C Compiler)

One of its features besides the small size: you can write the text of C function in your program and it will compile it, make a dll and plug it in. And you can use it right away.

Lua, Python, Tcl use this technique in their modules (in TCC modules).

You also have to google hard, there is some information, but it is very "narrow" and you will not find the actual fic. Even the actual repository :-)

 
Maxim Kuznetsov:

If you know C/C++ really well, and speed is important, you can try TCC (Tiny C Compiler).

One of its features, besides being small, is that you can write a C function text in your program and it will compile it, make a dll and plug it in. And you can use it right away.

Lua, Python, Tcl use this technique in their modules (in TCC modules).

You also have to google hard, there is some information, but it is very "narrow" and you will not find the actual fic. Even the actual repository :-)

Cool stuff, might be good for you
 
Maxim Kuznetsov:

if you know C/C++ really well

I don't know a bit, that's the point

 
So what's up? Who's been modelling anything lately? )
 

We have already said that we are moving towards implementing machine learning in MQL5.

Soon we will release native support for complex numbers (ready), speed vectors and matrices. This is a native functionality of the language, not a library.

Next, we will include a large set of ML mechanics and give functionality similar to TensorFlow. This will allow to write native robots at a completely different level.

 
Renat Fatkhullin:

We have already said that we are moving towards implementing machine learning in MQL5.

Soon we will release native support for complex numbers (ready), speed vectors and matrices. This is a native functionality of the language, not a library.

Next, we will include a large set of ML mechanics and give functionality similar to TensorFlow. This will allow writing native robots at a completely different level.

As I understand it, native vectors and matrices will be the new types.
Will these be supported in OpenCL?
Or there has to be a different technology of writing in OpenCL.

 
Roman:

As I understand it, native vectors and matrices will be the new types.
Will they be supported in OpenCL?
Or will OpenCL have its own writing technology.

We plan to automatically and transparently apply OpenCL to matrix and ML operations.

In fact we are going to squeeze the maximum out without using tons of monstrously configurable CUDA and tensorflow libraries.