From theory to practice - page 1177

 
different sliding windows work well for different years. and within the same year, different months also work well for different sliding windows. volatility is volatile. maybe link the calculation of the sliding window to volatility. or maybe it's all a dumb window size adjustment to the data for each month...
 
multiplicator:
at least such ideas now: replace simple average by polynomial, add dynamic calculation of sliding window period.

I think you have made your task too complicated technically, imho, your task is reduced to training a neural network (and finding a satisfying NS configuration) and subsequently you only need to determine the moments when you need to retrain the NS

The NS will find the required polynomial by itself while the results of the trained NS will satisfy - just get data from it at each new bar

i.e. technically it is a similar task.

 
Igor Makanu:

I think you have made your task too complicated technically, imho, your task is reduced to training a neural network (and finding a satisfying NS configuration) and subsequently you only need to determine the moments when you need to retrain the NS

The NS will find the required polynomial by itself while the results of the trained NS will satisfy - just get data from it at each new bar

i.e. technically it is a similar task.

Usually you have to teach the system yesterday)))) It's too smart with its scales))))What about mlp, what about a bunch of other networks.....

 
multiplicator:
No. It's not a fit.

it's a fitting.

 
Maxim Dmitrievsky:

it's a fit-up.

When it comes to fitting and cheating, the prime example is this signal and the drain on the shop of the same name:

shame

 
multiplicator:
how the temples are broken.


it was working perfectly till early 2016. then it broke.

Or is it, maybe the broker in mt5 only started accounting for spreads normally since 2016....

Has anyone encountered such a picture in the tester?

Well it must have been backward (learn) before 2016 and forward (OOS) after that, you can't get a picture on OOS like before 2016, it's some kind of fraud.

 
Кеша Рутов:

If we're talking about tinkering and fraud, the prime example is this signal and the plummer in the shop with the same name:


insert a link to the product, because it's not clear.

 
Maxim Dmitrievsky:

You can't do that, you'll get banned, but everyone knows who and what you're talking about.

You can not, erase, banned, but already all understand who and what we're talking about)).

This scammer should not only be banned but also put in jail and believe me I will get it, no matter what it costs me.

 
Кеша Рутов:

You can not, erase, banned, but already everyone knows who and what we're talking about)).

This crook should not only be banned but also put in jail and believe me, I'll get it no matter what it costs me.

What did he do to you?

 
Кеша Рутов:

You can not, erase, banned, but already everyone knows who and what we're talking about)).

This crook should not only be banned but also imprisoned and believe me I will do it, no matter what it takes.

Tearful, from the heart )))))