Machine learning in trading: theory, models, practice and algo-trading - page 3602

 
Maxim Dmitrievsky #:
Isn't it naive without it?)

Well, for example, I took quantum segments, and checked them on 3 other currency pairs for 2010-2024 - everywhere where there was a probability shift - I selected - let's say, it is 30% of the original number, but taking already the section 2007-2010 on the original instrument I found out that it is necessary to throw out another 50% of the selected in this way. At the same time from the original mass works about 60% (if not filtered by other tools). So it seems like a fluke, or there must be another rule clearly switching in the model the use or not of the quantum segment by an external condition - presumably a simple rule that will already work everywhere. Then yes. And so - well, it depends on the variant of cross validation - to pull out of the totality of examples on which everything generally works and evaluate the future - it does not work like that.

 
Aleksey Vyazmikin #:

Well, for example, I took quantum segments, and checked them on 3 other currency pairs for 2010-2024 - everywhere where there was a shift in probability - I selected - let's say, it is 30% of the original number, but taking already a section of 2007-2010 on the original instrument I found that it is necessary to throw out another 50% of the selected in this way. At the same time from the original mass works about 60% (if not filtered by other tools). So it seems like a fluke, or there must be another rule clearly switching in the model the use or not of the quantum segment by an external condition - presumably a simple rule that will already work everywhere. Then yes. And so - well, it depends on the variant of cross validation - to pull out of the totality of examples on which everything generally works and evaluate the future - it does not work like that.

If there is enthusiasm, I can make a script in kolab that fixes labels. Without any chrenrezk and other things. Test it.

By the way, Google has a similar library that fixes labels. There was a link somewhere in my channel.

You're serving up blatant rubbish as tags without basing it on anything, aren't you?
 
Maxim Dmitrievsky #:
If there is enthusiasm, I can make a script in kolab that fixes labels. Without any dickens and so on. Test it.

By the way, Google has a similar library that fixes labels. There was a link somewhere in my channel.

I am open to new ideas. You can just upload the script and don't bother with it.

Maxim Dmitrievsky #:
You submit outright rubbish as labels without basing it on anything, don't you?

In the last example - in general, yes. In other variants - the tags are built by the strategy. It is based on the logic of price behaviour and my observations.

 
Aleksey Vyazmikin #:

I'm open to new ideas. You can just upload a script and not bother.

In the last example, yes, in general. In other variants, the strategy builds the marks. It is based on the logic of price behaviour and my observations.

Purely on new ideas.

All probable clusters of opening orders are already known to certain circles. It's already a take-it-or-leave-it).