Machine learning in trading: theory, models, practice and algo-trading - page 3110

 
Maxim Dmitrievsky #:

it's the same everywhere. It's for Euros, not New Zealanders

I'll roll out a multi-currency version when I have time.

In the meantime, I'm up to my ears in new research. I don't want to be fed, but I want to do some research.


Eurodollar 350 tp 5200 sl

If it's the same one I have, euro dollar from 19 till today so, 350 TP, 5200 SL, got them from optimisation.

 
Valeriy Yastremskiy #:

If it's the same one I have, euro dollar from 19 till today so, 350 TP, 5200 SL, got them from optimisation.

I gave you the New Zealand one. For the euro another, I think I threw it here too, or you can steal it from my cart. I can't find anything here anymore.
 
Maxim Dmitrievsky #:
I gave you the New Zealand one. For the Euro, I think I've also thrown it here, or you can steal it from my trolley. I can't find anything here anymore.
eurodollar

Yeah, this one's better.

 
Valeriy Yastremskiy #:

Yeah, this one's better.

Longer stop, shorter takeout. I wrote the reason above.
Either both are long, 2000, but there are few deals.

Soon I will bring all sorts of other algos, I don't have time to build bots yet.
 
If anyone needs sources to add their own conditions/filters, write. Just wanted to play with ONNX.
 
Maxim Dmitrievsky #:
The stop is longer, take down is shorter. I wrote the reason above.
Either both are long, 2000, but there are few deals.

Soon I will bring all sorts of other algos, no time to build bots yet.

The entry point must be correct for the take, for a sufficient take to beat the commission spread negative swap, and then it works. And the stop is an insurance against unaccounted factors))))

 
Maxim Dmitrievsky #:
If anyone needs sources to add their own conditions/filters, write. Just wanted to play with ONNX.

send)

 
Valeriy Yastremskiy #:

send)

ONNX I'll send it to you )
 
Maxim Dmitrievsky #:

I tested the bot that I threw here on the 15th of May, a month has passed. With different sl and tp different results, but on average all on the growth.



Although the quote with positions does not coincide with the balance chart, but if you mentally shift, the balance chart is a typical TS chart with over-sitting.

 
СанСаныч Фоменко #:

Although the quote with positions is not the same as the balance chart, but if you mentally shift, the balance chart is a typical over-saturated TC chart.

it's just a peculiarity that doesn't say anything about stability.

The stability was tested on new data (10 years), but that doesn't promise lambos and yachts either. It is interesting to observe the model not in the tester, but how it works in real life.