Using Neural Networks in Trading. - page 10

 
StatBars писал(а) >>

And the analytical notation here is different, the law of distribution is different, most likely Poisson's...

Where, here, and why Poisson's?

I have shown that the density distribution is exponential - I gave you the formula, I gave you the graph, what else do you need? Or are you talking about something else?

 
What's your PR in? Anyway, that's some nonsense, not a PR... Let's do it properly... You build the FD first, then find the derivative at each point... FR is always between 0 and 1... each value of x must correspond to the probability (relative frequency) of that value...
 
Neutron >> :

Come on, show me the "easy" for integer BP.

I'll give it a try.


Only I'm not a mathematician, I'm not very good with math packages (although I should be), is it OK if I go straight to MQL, or even better to C++?

And please provide a specific set of data.


>> What else? Is an inverse conversion needed? And what is the difference between alignment of integers and real numbers?

 

Well, that's fine! I don't know the answers to these questions myself, and yet you ask them.

Do your research in whatever environment you like, and take the series rounded to integers (like kotier in the market) - let's have some fun! One more thing: if you're going to work in MQL, just take a series of increments of one-minute bars in points and try to equalize this brutal distribution with fat tails.

Vinsent_Vega писал(а) >>
What's your FP? It's a bit rubbish, not a FP... Let's do it the right way... you build the FD first and then find the derivative at each point... FR is always between 0 and 1... each value of x must correspond to the probability (relative frequency) of that value...

These are details, don't be picky.

You can always normalize the dependence to the maximum value and get the desired range from 0 to 1.

 
Neutron >> :

Well, that's fine! I don't know the answers to these questions myself, and yet you ask them.

Do your research in whatever medium is nearest to your heart, and take the row that's rounded to whole numbers (like kotir in the market) - we'll have some fun!

OK, would a rounded row of RSI indicator values suit you? Whole values from 0 to 100. I will not do an inverse conversion.

 

Sorry for the intrusion.

1. What is "bleaching"?

2. and what is the input? For all indicators are filters and derivatives of price, which is the essence of wasted time.

 
OK. Just show the density of the distribution first. Let's see what it looks like.
 
Neutron >> :
>> OK. Just show me the density of the distribution first. Let's see what it looks like.

I'll show you both as soon as I do. I think it looks like a gauss bell, by a stretch.

 
Swetten писал(а) >>

Sorry for the intrusion.

1. What is "bleaching"?

2. and what is the input? For all indicators are filters and derivatives of price, which is the essence of wasted time.

1. Elimination of obvious links between analyzed signals.

2) This is the main question of trading. I don't think the answer to it can be stated in one sentence.

 
TheXpert писал(а) >>

I'll show both at once when I've done both. Looks like a Gauss bell to me, with a stretch.

No, no! You show it and we'll discuss it before you turn your intellect up to full speed.