Machine learning in trading: theory, models, practice and algo-trading - page 3536

 
Maxim Kuznetsov #:

resembles moire in modular operations...or in short - properties of integers, divisibility/ multiplicity and so on. (accumulated double errors also look like this).

Curiously, a double trend is observed at once. Yes, it could be a division error, but the numbers are large.
 
Maxim Dmitrievsky #:


That must be it! :)

But that's what I thought at the beginning :)

 
Aleksey Vyazmikin #:
Curiously, a double trend is immediately apparent. Yes, it could be a division error, but the numbers are large.

By the way, it is not the fact that the properties of integers are not manifested in quotations. They have the right and logically should be there, after all, the basis of the fundamentals ;-)

If it really comes down to them - it is VERY cool. This is a grail and the collapse of the world economy in your favour, profit extraction from immutable laws.

 

Well, I'm looking for a mistake, of course. weird.

 
Maxim Kuznetsov #:

By the way, it is not a fact that properties of integers do not appear in quotations. They are quite entitled and logically should be there, after all, the basis of the fundamentals ;-)

If it really comes down to them - it is VERY cool. This is a grail and the collapse of the world economy in your favour, profit extraction from immutable laws.

No - the data is not really related to the quotes - I don't think you can make money on them - more like a by-product.

 
Aleksey Vyazmikin #:

That must be it! :)

But that's what I thought at the beginning :)

you're a slut.)

 
Maxim Dmitrievsky #:

You're a slut.)

I thought it was a butterfly :))))))

 
Aleksey Vyazmikin #:

No - the data is not really related to the quotes - I don't think you can make money on them - more like a by-product.

any calculations are related to them. Separate algebras also obey the same laws (for details already consult with those more advanced in the above mat than me).

I've been watching it with the corner of my eye - you have a system of rules/conditions there ? and their derivation...a kind of algebra with its own fields.

 
Aleksey Vyazmikin #:

Well, I'm looking for a mistake, of course. weird.

Couldn't it be artefacts of these hoses? That is, a consequence of the autocorrelation of the chips in your case.

If your calculations are correct, I can only see this cause.

Продвинутый ресемплинг и выбор CatBoost моделей брутфорс методом
Продвинутый ресемплинг и выбор CatBoost моделей брутфорс методом
  • www.mql5.com
В данной статье описан один из возможных подходов к трансформации данных для улучшения обобщающей способности модели, а также рассмотрен перебор моделей CatBoost и выбор лучшей из них.
 

In general, this phenomenon is purely mathematical, not related to the data, but is related to its processing, namely the calculation of the percentage.

D - number of available elements in the group

N - maximum group size - divisor

P - percentage (D/N*100)

(how to insert tables correctly - I forgot - it doesn't work as I expect)

D P N
0 0 1
1 100 1
0 0 2
1 50 2
2 100 2
0 0 3
1 33,33333 3
2 66,66667 3
3 100 3
0 0 4
1 25 4
2 50 4
3 75 4
4 100 4
0 0 5
1 20 5
2 40 5
3 60 5
4 80 5
5 100 5
0 0 6
1 16,66667 6
2 33,33333 6
3 50 6
4 66,66667 6
5 83,33333 6
6 100 6


Draw the graph (P;N)

In fact, it turns out that when we see such a figure, we can talk about the representation of all variants of combinations of the presented groups.

In fact, it is a kind of random.