Machine learning in trading: theory, models, practice and algo-trading - page 2669
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I wrote an interactive programme on R to be able to add combinations of sinusoids by hand.
maybe someone would like to poke around)))
I wrote an interactive programme in R to add combinations of sinusoids by hand
maybe someone would like to poke around)))
what to do with it
Try these signs
price - logarithm of MA(i) * moving standard deviation(i) * coefficient
i - averaging period
150 is the coefficient, from 50 to 250 try it. The larger the more stationary the series is.
and for several sliding windows with period i (several such signs)and what to do about it.
Well, this is to be able to explain to the machine what you can't explain to yourself....
like how to control the period of an indicator? You can't explain it to yourself, let alone to a machine, but when you see a good control, you'll say "oh, that's it!".
So this control curve can be made from the sum of a sine wave...
Karoch it is to do with your hands target, which you can not explain to yourself, and therefore programmed I found this solution)
try these signs
price - logarithm of MA(i) * moving standard deviation(i) * coefficient
i - averaging period
150 is the coefficient, from 50 to 250 try it. The larger the more stationary the series is.
and for several sliding windows with period i (several such signs).How did you measure stationarity?
You need to compare it
Oh, this is your favourite ))
yes
Well, it's to be able to explain to the car what you can't explain to yourself...
like how to properly control the period of the indicator? You can't explain it to yourself, let alone to the machine, but when you see a good control, you will definitely say "oh, that's it!".
So this control curve can be made from the sum of sine waves...
It's for making target ones that you can't explain to yourself, and therefore you can't programme them. I've found this solution.)
And how did you measure the stats?
You have to compare it.
Yeah.
Conclusion?
Correlation, if it is a correlation, can be used as a measure of the strength of the influencing factors. Force is not a very appropriate term here either, of course. But I can't think of a better one.
I measured stationarity by eye. The smaller the coefficient, the more the graph looks like a normal graph, the larger it is, the more it looks like a retourny graph
Is this a sliding window?
If so, how big is it?
Is that a sliding window?
If yes, what size is it?
Yes, any size
from 10 to 200.
in increments of 10, you get 20 signs, for example.yes, anyone
from 10 to 200.
in increments of 10, you get 20 signs, for example.is that what it's supposed to look like?
P[i] - log( mean(P[ii] ) ) * sd( P[ii] )*150
where " P[ii ] " is the last 20 prices
and " P[i] " is the currentis that what it's supposed to look like?
P[i] - log( mean(P[ii] ) ) * sd( P[ii] )*150
where " P[ii ] " is the last 20 prices
and " P[i] " is the current price.