Machine learning in trading: theory, models, practice and algo-trading - page 1099
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2) on "R" If you want to buy a different strategy, you should use "R" as a reference, there are several bibbles there, including neuronal, there is no sense to rewrite it on mt4, it is better to set up data exchange with mt4
it's your business, i'm for believing that you should feed everything to the tester, the testing time reduces from 1 minute to 1 hour and you can watch it in visualization mode
I`m not familiar with R, Matlab amuses me somehow, but anyway I try to use MT4 (I use MT5, but I`m not attracted to it)
You have to study MT or just watch it as it is, how to connect R and MT there are a lot of articles, but I haven't read them, I don't even know how they test it all
read that book on MGUA, in fact it describes the basic approach to reconstructing patterns from empirical data
you're familiar with polynomials and MNCs, so it shouldn't be too hard a read for you.
Armed with simple linear regression from alglib and looping arguments you can test all the methods
If linear regression is not enough - do the same with neuronics or forest. All science.
Thanks! but it's too early for me yet, I'm a supporter: if you do something then do only what you understand, I'll still learn Haykin with his course on NS, I know some of what he writes, but much that I missed, the same recurrent NS for me a curiosity - heard, and even "twisted", but the mathematical model or rather how effective they are and when to apply them for me a mystery, about the Kohanen Maps have written a couple days ago ... If i'll try to use them i'll try to keep my hand in the terminal, but i don't know how to use them! )))
It's up to you, I'm for believing what you see, you have to put everything into a tester,
In order to put it into a tester, you have to program everything 100%.
How do you program a flat? This is a subjective notion.
1.to the tester, it is necessary to program everything 100%.
2.For example, how can you program a flat? this is a subjective concept
I used to pull everything in Delphi and criticized it, then I abandoned it for several years, since the beginning of this year I don't remember anything about programming, I basically recovered my knowledge of MT4 from scratch during 3 months, basic knowledge of types and loops, operators and functions is obviously the same in all languages, you should use the current opportunities - MQL community is very big and very friendly, you can get help on a technical question either online or within a short time, usually under an hour ;)
2. I have solved this question for myself with 2 kinds of answers:
- no one knows the future, and a flat will only be visible on history
- statistics shows that after a strong movement there will be a flat
Why didn't you attach a photo of yourself with a white yacht in the background?
I regretted what I had written, made a mistake, corrected it - I deleted the post.
not everyone likes yachts, some prefer air transport
Maxim, can you briefly write in your own words the main ideas that are laid down in the mgua, you know, why you're so freaked out, but in your own, understandable language that even I would understand
Anyway, I don't know what to say...
It's more likely to work than not.
1) we need to somehow improve the proximity metric, because the current one is crap
2) Maybe there is a sense to pre-process the series
But we can definitely say that the method works much better than the common (conventional) search for analogues in the past, filtering by scenarios really works
I wonder if there is already invented such a method or I became the author? )))
Judging by the screenshot, you have a reversal, like me and most (everyone wants to get to the beginning of the trend), the problem is that if the trend is "deep", then you can lose all your earlier gains while you catch the reversal, but if you catch a true reversal, then you can get a big pot of gold :). It's just a crutch of fundamentals. But to accurately detect a trend and enter it in time, that's what you should strive for.
What reversal)) Did you even read what we're talking about?