Machine learning in trading: theory, models, practice and algo-trading - page 3577

[Maxim Dmitrievsky]

Forester #:

can I get a link?

https://www.mql5.com/ru/forum/86386/page3570#comment_53975342

[Forester]

Maxim Dmitrievsky #:
They can improve a lot if you do it in a meaningful way, like in Alexei's article.

I read it yesterday. I haven't tested price speeds and accelerations, volatility yet. It is unlikely to find something else without connection to the exchange, especially for forex instruments. Besides, in the article trading on D1, it seems. It's a bit rare.
And it's easy to make recession marks on history. In real life we will notice it only by news (with a sharp collapse), or in 2-3 months by charts, when we realise that the correction does not end in any way.

[Forester]

Maxim Dmitrievsky #:
h ttps:// www.mql5.com/ru/forum/86386/page3570#comment_53975342

Interesting. They wrote there that in about half of the models these new features gave improvements. But they didn't tell about the other half.
If in the other half it became worse, then on average probably nothing has changed. Perhaps these improvements and deteriorations are related to randomiser, as it happens at different restarts of training on the same data - it turns out to be better or worse.
But in principle the chips are useful, probably.