Machine learning in trading: theory, models, practice and algo-trading - page 3498
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Has anyone tried to classify two price series in one sample, "0" - rows with predictors from EURUSD sample and "1" - AUDCAD?
I think that if the separation is based on the available predictors after training, it may indicate fitting to a particular data structure - identify such predictors and throw them away. Then we build the model on a sample of one of the two and evaluate the change in the result.
Such cleaning, it seems, should allow to improve generalisation of price behaviour on different market instruments.
just like that
or just like this.
Does anyone realise that the amplitude, phase, frequency of the main harmonics directly determine the optimal settings of a trading robot?
just like that
or so
Does anyone realise that optimal settings of a trading robot directly depend on the amplitude, phase and frequency of the main harmonics?
О! Haken Ashi indicator
О! The Haken Ashi Indicator
It doesn' t even smell like Haken Ashi.
You know, between the closing and opening prices. It's like it's illiquid.
I don't have an answer to that question.
I think that you should distort ticks and then convert them into candlesticks, then you won't have this problem, but how to distort candlesticks directly is a question.
I think it is necessary to distort ticks and then convert to candlesticks, then this problem will not occur, but how to directly distort candlesticks is a question
Yes, it is, if you change the trend on ticks then everything is fine.
original series
changed trend
But it's difficult to work with ticks, we need to think how to work with candlesticks directly.
The density of ticks in a candle also affects, if the density is high in ticks, the picture is better.
original range
modified trend
Man, this could really be a good tool against overfit
Man, this could really be a good tool against overfitting
And flipping, for class balancing.
interpolation smooths out the jumps on big moves, adds more points.
extrapolation adds points into the future, development options.
GAN, VAE add more pattern variations.
more flipping, to balance the classes.
interpolation smooths out jumps in strong movements, adds more points
extrapolation adds points into the future, development options
GAN, VAE add more pattern variations
I look more towards decompositions, everything is clear and controllable there. You can decompose what you want and how you want, select the component you want, delete/replace/change it as you want.
I can't believe that the whole analysis is 7 lines of code (data generation, decomposition, visualisation).
What the hell is python, R is the best tool for analysis...