Market etiquette or good manners in a minefield - page 59

 
grasn >> :

I did not include model identification, i.e. the optimal definition of sample length and model order. With them, I think you can get up to 90%. I have no doubt at all that your results will be just as good, or even better. ;)


The trouble is, I'm sorry, it doesn't give a fuck about the profits. Well, it does, but it eats away at it. :)

 

Точнее даёт, но тут же само и сжирает. :)

HideYourRichess, and you're going to waste a lot of time on Sergei?

 

Please have a look at it:


Here's the code:


What am I doing wrong?

 

I don't see any errors at a glance.

This means that your grid is going haywire. I have a learning rate factor of 0.05, a randomisation range of 0.1 and K=1. Put these values and show the result.

 

Set it up:


 

Well, there you go. You see!

 

I had a learning rate of 18 -:)

The fact that K=1 is just for example?

 

You're giving your girlfriend a hard time! You're driving me crazy.

The "K" thing, yeah. But, actually... it's a delicate subject!

You'll have to gather your forces and get an estimate for the optimal length of the training vector yourself. And so, only experimentally should be chosen.

 
HideYourRichess >> :

The problem is that, I'm sorry to say, it doesn't give a fuck about the profits. Well, it does, but it eats you up. :)

It's obvious and understandable, trading levels are set close to the current price, I wrote about it. But I wouldn't say "no way" unambiguously. I have to look at movement statistics (no time to do it now, but it requires some careful approach). One may recall winwin2007, I remember he was trading 1-2 points including spread. He earned about 20 or so points before they adjusted his filter. My made-up approach seems to be stable to "filtering", but who knows, one has to look. Maybe it's not so bad for "total loss" on 1-3 pips deals. And maybe the statistics will show steady profits only at 100% guessing,


PS: How do I explain that it was just an idea based on an equally simple awareness of the fact that a strategy can be based on "directional guessing". It was "new" to me in a way. But this "colour guessing" approach will always have a "dark side" to any strategy, without exception, for the simple reason of extremely limited information. ..., I guess I was being a bit flippant, but whatever.


to Neutron

HideYourRichess, and you want to go over nothing for Sergei?

Did it hurt your ego?


PS: Oh, Seryoga, you can not be such a bastard.

 
Are there any recommendations on how to match the speed of learning?