Machine learning in trading: theory, models, practice and algo-trading - page 2771
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The result of receiving signals on EURUSD from 2021.03.01,00:00.
There is no training sample and no "out of training" sample.
The model works on H1.
Datamining and training of the model at each hour.
The initial number of predictors is about 170.
Number of MO= 3 models using 5 to 10 datamined predictors.
Run 1000 bars. Calculation time = 6.78 hours.
Predicts short, long and out of market - ternary model
Prediction results:
Prediction 1 hour ahead
short_er <- 0.8947
long_er <- 0.9285
Prediction for 2 hours ahead
short_er <- 0,6578
long_er <- 0,8928
Prediction 3 hours ahead
short_er < -0, 5789
long_er <- 0, 6785
Exact prediction for 5 (!!!) hours ahead: the rate will not change...there is no trading.
Curious note in favour of Sanych's retraining and stuttering window
https://medium.com/towards-data-science/ai-in-industry-why-you-should-synchronize-features-in-time-series-f8a2e831f87
It's a known fact: it's best not to trade the first few hours on Monday. By the way, so are the last few hours on Friday.
By the way, your EA
Result of signals on EURUSD since 2021.03.01,00:00:00
No training sample and no "out of training" sample.
The model works on H1.
Datamining and training of the model at every hour.
The initial number of predictors is about 170.
Number of MO= 3 models using 5 to 10 datamined predictors.
Run 1000 bars. Calculation time = 6.78 hours.
Predicts short, long and out of market - ternary model
Prediction results:
1 hour ahead prediction
short_er <- 0.8947
long_er <- 0.9285
Prediction 2 hours ahead
short_er <- 0,6578
long_er <- 0,8928
Prediction 3 hours ahead
short_er < -0, 5789
long_er < -0, 6785
Can we see the deals?
There's no ready-made, you have to move your hands. Much more important is a radical reduction in time. 1000 bar is nothing. That's the main problem today.
I put it out there for the sake of campaigning on the predictive power of predictors.
Can we see the deals?
Thought I'd look into it, it's not easy for me, but really very interesting.
There is no ready-made, you have to move your hands. Much more important is a radical reduction in time. 1000 bar is nothing. That's the main problem today.
I put it out there to agitate for the predictive power of predictors.
What is not ready?
Binding to the quote chart.
Bindings to the quote chart.
Was there any trading going on? Or was it all at the level of tests in the r-ke?
Was there any trading going on? Or was it all at the level of tests in the r-ka?
Just R.