Machine learning in trading: theory, models, practice and algo-trading - page 3605

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Aleksey Vyazmikin #:

Your code removes rows from the sample that belong to clusters that have a mean of (as you write 0.5) units.

My code doesn't do this and it can be seen in the code. You are now wishful thinking.
 
Aleksey Vyazmikin #:

I haven't done that. But, in essence, this is a binarisation. Again, if the probabilities are preserved on new data, the effect will be there, but if not, it's fucked.

I get a similar effect through quantisation in essence.
More speculation. I feel like a predictor.
 
Maxim Dmitrievsky #:
My code doesn't do that and it shows in the code. This is wishful thinking.

Yes, I misunderstood - it is reflected in the second message.

Maxim Dmitrievsky #:
More guesswork. I feel like a fortune teller.

I don't get it.

 
Can someone guide me through creating an EA using ML?
Any resources would be appreciated.
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