Using artificial intelligence at MTS - page 6

 
Reshetov, it's not about calculating the probability accurately at all! It's like in that joke where Petyka is pulling an antenna on the roof, everyone understands it according to his/her own spoiledness :))))))))) What can you do, we have no exact knowledge about the market, and all indicators express only one thing - the point of view of their authors, i.e. everything is subjective here. What I ask the authors is just to express their point of view not in curves, but in numerical form. That is all. But in this case an excellent opportunity to evaluate the usefulness of indicators and optimize their settings appears. For such an indicator we need to write a simple Expert Advisor with the following algorithm: if the indicator's value is in [-0.5, 0.5] - wait. If [0.5, 1.0] - buy, if [-1.0, -0.5] - sell. Stop Loss is set equal to Take Profit and equal to the step N of the indicator. Display other parameters of the indicator in extern of the Expert Advisor. And then we run it in the optimizer. And it immediately becomes clear how to set up such an indicator...
 
P.S. People, and let's be friends! I understand, of course, that calling your opponent an idiot is a very strong and beautiful move in the discussion, but unconstructive this is the uttermost ... The adversary, aka the teacher and aka the judge we have one for all. And all of us are nothing more than gnats compared to Him... Let us remember this, and fight with Him, not with each other.
 
Guys, I found what Reshetov did very interesting. Of course, we are not talking about any artificial intelligence. AI is necessarily adaptation and training, at least of a neural network, at least of a linear filter. But I think we should rather speak about the group behavior of indicators. Each of them is assigned a weight reflecting its importance and usefulness. And there is a weighted "voting" - summation. The only thing I would take for 4 indicators 14 parameters instead of 4, to account for all possible combinations of parameters. I think it is possible to build a real adaptive system this way. We take normalized (about which I wrote above) indices and estimate the quality of each of them by virtual trades. A lying trader is punished with decreased weight (up to negative, which means "interpret my signal exactly in the opposite direction"), while a well functioning one is rewarded with increased weight. By the way this system really deserves the title of intelligent... If we take 10 symbols instead of 4, the number of all possible combinations will be 1023. What human mind is able to analyze such a mountain! And the system can...
 

it is called an expert system, and the proposed approach is the simplest of all the theory.

 
Demax, it doesn't matter what colour the cat is as long as it catches mice... However, if you know something more profound and effective about it, please speak up. You can help us and learn something useful for yourself.
 
I'm just saying that it's better to read the literature before stepping on it yourself ;)
At least think about what is a "lying turkey" and what is a "properly working" turkey?
It is a set of formal attributes that allow attributing an indicator to a particular type.
This is why expert systems often use fuzzy logic, which is also a whole science.

> However, if you know something more profound and effective about it, please speak up.

Nah, I'm an amateur at it, but I can give you an idea (though again, all this can be found in the literature).
We should determine the clusters of inductors, i.e. group of indicators producing signals synchronously (synchronously in fuzzy logic terms) that will allow not only to determine if the indicator is "lying" or not, but also to determine the relations between indicators.
For example, suppose that at high values of X0 indicator X1 starts to blatantly lie, while X2 indicator tells the truth.
And it is vice versa when X0 is small.
When the expert system detects this, it will start to run X1 indicator only for small values of X0 and X2 for large values.

Now, imagine that X0 indicator is a trend indicator ;)
That is, the system will automatically detect that X2 works well in a trend and X1 in a flat.
(But according to your method - it would just give them twos and turn them the fuck off).

And if you add genetics to it, you will get a monster.

Only it seems that mql won't be able to do it, because firstly, it's limited by performance, and secondly, it's unreal to do without debugger.
 
Demax, and I'm about the same, talking about the group behaviour of turkeys and suggesting that all sorts of combinations of turkeys should be considered. Of course the indices are not independent. After all, by running such a system under specific conditions (for example, only on the trend or only on the flat, or maybe even on an artificially created signal) we will be able to determine such significant clusters. Unfortunately, I don't know fuzzy logic, and alas I am an amateur yet. But a road less traveled... :) I absolutely agree about mql - I'm not afraid to write without debugger, especially as everything can be written accurately (with a number of rules and restrictions) in C, debug, and then translate into mql. But the performance will be a problem... However, for the championship you can probably build a stripped-down version of such a fighter...
 
Mathemat:
Pyh wrote:

In your Expert Advisor's code, where the perseptron function is calculated, AC value from zero bar is used. This means that during testing the Expert Advisor is looking into the future, because it uses the current value of AC, which has not really formed yet. And this casts doubt on the objectivity of testing and the results of forward tests on the remaining history.


Pyh, he does not look into the future. The testing mode is by bar opening prices, i.e. here it is not necessary for zero bar to be fully formed at all. Yes, testing would be really biased if one of the two remaining modes were chosen - since in the real world the signals in the zero bar would be constantly changing (perhaps there really would be a peek into the future here). It seems that the zero bar test can only be adequately performed in this test mode.

P.S. I agree with Yurixx's opinion. Rudeness should not be tolerated, although the expert should be acknowledged as very curious.
You have not convinced me. I understand perfectly well that testing is by bar opening prices, BUT ! It opens a bar and we have to find (for this EA) the AC value at four points, including the AC value of the bar which has just opened. Where to get AC if it will be formed only at the closure of the bar, because at this point we have only the opening of this bar. And of course this EA on history goes to the end of the day, and takes the value of this AC (at the end of the day!!! and makes a decision at the beginning of the day). And if this happens on the real market, in the situation of fighting. Where will he go and where will he take the value of this AC? That's where it would go down. No time machine has been invented yet. (Maybe the descendants will, it'll be fun.) If I am wrong, please beat me, but before that I should explain everything in detail!

Sincerely Pooh.
 
Pyh писал (а):

P.S. I agree with Yurixx's opinion. Rudeness should not be tolerated, although the expert must be acknowledged as very curious.
I am not convinced by you. I understand very well that testing is by bar opening prices, BUT ! It opens a bar and we have to find (for this EA) the AC value at four points, including the AC value of the bar which has just opened. Where do we get AC if it is formed only at the closure of the bar?

It (the open price of the bar) will not change during the formation of the bar (may change High, Low and Close, but Open - do not, because the bar is already open).

I hope it is clear:)
 
Guys, learn the basics! Pyh is absolutely right. To calculate AC we use High and Low, and where to get them at bar opening.
So, as it turns out, Reshetov's Expert Advisor is not only an AI and a neural network, but also a software-implemented clairvoyant. :-)))