Machine learning in trading: theory, models, practice and algo-trading - page 1790
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well 500k minutes :)
No, let's try a simple first, just the balance and prices
And how do you compare the balance with the chart without the date?
And without the date, how do you compare the balance with the chart?
The change in balance means there was an entry earlier.
Changing the balance means that previously there was an entry.
Doubtful approach...
Questionable approach...
You can cut out the parts of the Expert Advisor that don't work. That would be more accurate. And there is less data for analysis.
You can cut out the parts of the Expert Advisor that don't work. It would be more accurate and there would be less data to analyze.
This will not work, I think. If we cut out the non-trading sections, none of the indicator methods will work.
It doesn't work that way, I think. If you throw out the non-trading areas, no indicator methods will work.
The trading areas are areas of different efficiency from profit to loss. They have a target assessment. If only one runs them in a tester, they will be of some use. You can use the trading areas for training, not for the tester-based estimation.
The main estimation is done not by the indicator but by the Expert Advisor.
well 500k minutes :)
No, let's try a simple one first, just the balance and prices
Attached.
Trade areas are areas of varying efficiency from profit to loss. They have a target assessment. The non-trading plots are the plots without information, if only to run them in the tester, then there will be a good effect. You can use the trading areas for training, not for the tester-based estimation.
The main estimation is done not by the indicator but by the Expert Advisor.
This does not have anything to do with trading if one needs information from the chart and this information can be obtained without skipping history, otherwise it will be distorted and the same amplitudes of waves will be incorrectly calculated. This information is already known at the moment of entering the market, therefore it is necessary for the model.
Here you go.
I had to learn Excel and round off the balance data, and I was stupidly unable to read the file from R, I must have killed an hour to spit and correct in Excel
And how do you compare the balance without the date of the chart?
I actually thought that the balance also counted for each candle and the charts will be comparable)))).
I solved this problem by using initial and final date/time of balance and aligned prices of OHLC file with the same dates. So, OHLC file starts on the same minute and finishes on the same minute. Then I simply interpolated (stretched) the balance by the price
This is what it looks like.
Can you check if everything is OK, at least by eye, I hope so)
Now we will experiment
UPD=============
I had a cup of coffee and thought, interpolating is not right, there may be a strong bias if the TS has not traded for a long time, shit, I need ..... to count the balance on each candle, as in reality, otherwise there is no way, otherwise unrealistic cuts will be....
Can you count the balance on each candle? I'm not in the mood for coding and thinking :)