Machine learning in trading: theory, models, practice and algo-trading - page 3445

 
mytarmailS #:
And as a filter, that's cool

Well yes - it turned out not bad - only I got half for the work - the arbitrageur decided so, to my chagrin.

And this is how the balance curve looks like on more historical data (without model) - Expert Advisor from the market...


 
mytarmailS #:
And a complex advisor? Stops, take-outs, trails? Limits. Or just buy and sell.

The EA is not written by a novice.

There are some settings for trails and other things (MM) - I didn't use them - I worked with default settings.

I doubted at all that anything will work out with this EA, as it is essentially a tweak to the positive emissions of indicators on the history - about 60 indicators. I informed the customer about it.

 
Aleksey Vyazmikin #:

The advisor is not written by a novice.

There are some settings for trawls and other things (MM) - I did not use them - I worked with default settings.

I doubted at all that anything will work out with this Expert Advisor, as it is essentially a tweak to the positive emissions of indicators on the history - about 60 indicators. I informed the customer about it.

So maybe he is not using your script at the moment, maybe this balance does not affect your work in any way
 
mytarmailS #:
So maybe he doesn't use your script at the moment, maybe this balance doesn't affect your work in any way

Of course it doesn't, this balance shows how it would be if it did - the result from the tester.

 
Aleksey Vyazmikin #:

Of course it doesn't, this balance shows how it would be if it did - the result from the tester.

Ah, got it
 
Aleksey Vyazmikin #:

I was implementing MO in a custom EA a year ago, now I've had a go - saw it - and decided to look at how the model worked.

At the beginning, the results without the model - period from 2023 to the current date

And now with the model

and what and how implemented

 
mytarmailS #:

and what and how you implemented

CatBoost used, made a universal integration that will work in most EAs. The customer needed universality for easy connection to any Expert Advisor. I used my own developments - most of the code and approach in general is described in my first article.

 
Aleksey Vyazmikin #:

The advisor is not written by a novice.

There are some settings for trawls and other things (MM) - I did not use them - I worked with default settings.

I doubted at all that anything will work out with this Expert Advisor, as it is essentially a tweak to the positive emissions of indicators on the history - about 60 indicators. I informed the customer about it.

60 indicators !!!

Your customer is just a maniac.

 
Grigori.S.B #:

60 indicators !!!

Your customer is a maniac.

He is a very successful dream salesman....