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I would probably try 10 out of 10... //Bayesian doesn't seem to work at all.
http://datareview.info/article/10-tipov-regressii-kakoy-vyibrat/
What do you think?
The idea was to see if the real trading strategy that was presented was suitable for forex
The idea was to see if the real trading strategy that was presented by Devavrat Shah and Kang Zhang Laboratory for Information and Decision Systems, Department of EECS Massachusetts Institute of Technology was suitable for forex.
I said no, it doesn't work.
The Russian version of the link describes the calculation principle.
"6. Bayesian regression is similar to comb regression, but it is based on the assumption that noise (error) in the data is normally distributed - therefore it is assumed that there is already a general understanding of the structure of the data "
There is no noise in forex, much less a normal distribution. If there were, there would be no borderline between a flat and a trend, there would be no trend reversals, i.e. with a normal distribution. If we had a normal distribution, the price would go with the noise to one side at some angle and then we would be screwed.
I said no, it doesn't work.
The Russian version of the link describes the calculation principle.
"6. Bayesian regression is similar to ridge regression, but it is based on the assumption that the noise (error) in the data is normally distributed - so it is assumed that a general understanding of the data structure already exists".
There is no noise in forex, much less its normal distribution. If there were, there would be no borderline between flat and trend, there would be no trend reversals, i.e. with the normal distribution. If we had a normal distribution, the price would go with the noise to one side at some angle and then we would be screwed.
You'd think 'Bitcoin' with noise would go in the same direction at some angle and bleep.
If there is a topic, then the topic is expected to be the topic of conversation. The topic is about the presented strategy(Bayesian regression - Has anyone done an EA using this algorithm?) but not as a choice between regression calculation methods.
It seems that everything is implemented by mql - there is ALGLIB- k-mean and multivariate linear-fit - available. It remains to find out how the algorithm works (and no one is interested - some praise R, others are stuck in regression, who cares about what in general). Anyone want to discuss the algorithm?
It seems that everything is implemented by mql - there is ALGLIB- k-mean and multivariate linear-fit - available. It remains to find out how the algorithm works (and no one is interested - some praise R, others are stuck in regression, who cares about what in general). Would anyone like to discuss the algorithm?
To do that you need to send everyone in the right direction. k-mean is implemented byCKMeans classlocated indataanalysis.mqh file.
Here is the class itself:
Note the parameter:
K - desired number of clusters, K>=1
So you must set the desired number of centres yourself.
You'd think 'Bitcoin' and noise would go in the same direction at some angle and ppl.
If there is a topic, then the topic is expected to be a topic. The topic is about the presented strategy(Bayesian regression - has anyone made an EA using this algorithm?) but not about the choice between regression calculation methods.
Seems to be implemented by mql - there's ALGLIB- k-mean and multivariate linear-fit - available. It remains to find out how the algorithm works (and no one is interested - some people praise R, others are stuck in regression, who cares about what in general). Anyone interested in discussing the algorithm?
Ok.
Practical implementation always starts with a project, provided the project is worthwhile.
Why have you decided that this method is applicable to forex?
OK.
Practical implementation always starts with a project, provided the project is worthwhile.
What makes you think this method is applicable to forex?
Now we are talking about how the algorithm works.
About applicability, there will be some task for which it will come in handy. Clustering prices won't work.
We are now talking about how the algorithm works.
That's what we're talking about.
Okay.
Practical implementation always starts with a project, provided the project is worthwhile.
Why have you decided that this method is applicable to forex?
The researchers chose a period without a pronounced trend, which is why the results are interesting.