Gathering a team to develop an IO (decision tree/forest) in relation to trend strategies - page 15

 
Kisolen:

This is for how many days of EA work?

This is a tester, for half a year since January 2018.

 
Aleksey Vyazmikin:

This is a tester, half a year from January 2018.

And what parameters are/will be included in your machine learning? Well by what criteria will chunks of the market being analysed be discarded? At least one or two criteria.

 
Kisolen:

And what parameters are/will be included in your machine learning? Well what criteria will be used to discard chunks of the market being analysed? At least one or two criteria.

I don't understand your question. No chunks are discarded in the training sample - the training was done on the period from 2015 to 2017 inclusive.

 

"I propose to rally to the MoD problem in relation to trends, i.e. where the probability of an outcome event must be predicted many bars ahead. "

Good evening! Can you tell me in more detail and more clearly what you want to get? If we look at the timeframe, say H4 ... and ATS gives us specific targets? Then why do we have "many bars ahead" (how many bars is it?) Sincerely, Oleg.

 
Oleg Mamchenko:

"I propose to rally to the MoD problem in relation to trends, i.e. where the probability of an outcome event must be predicted many bars ahead. "

Good evening! Can you tell me in more detail and more clearly what you want to get? If we look at the timeframe, say H4 ... and ATS gives us specific targets? Then why do we have to look forward "many bars" (how many bars is that?) Sincerely yours, Oleg.

Hello.

We should get the information about what to do now - buy/sell/wait. After opening a position, its closing is done in the basic strategy by a stop loss, which is traced by Doncian channel independently of the current financial result. Accordingly, the stop loss close event can occur within a large range of time, and the later it occurs, the more likely we will earn.

The crossing point of price with Doncian channel is the target for learning - if there is a profit on buying - 1, if there is a profit on selling - -1, and if there is a loss on either outcome - 0. Thus, the tree forms patterns of predictors that are preliminary saved in a file, and we save those patterns that steadily predict the correct outcome to code to check the conditions.
 
Using a trawl is a dubious idea in and of itself\my opinion/ If the point is to trigger a stop loss as late as possible, it's easier to turn off the trawl altogether. Because no one will be able to predict the studs! Do you have much experience in live trading?
 

here I am, I'm going to look at the evil dead for the weekend.

I typed it into a search engine and it's great.

You can't just go and watch the Evil Dead, the 2014 horror.

 
Oleg Mamchenko:
Using a trawl is in itself a dubious idea\my opinion/ If the essence is in triggering a stop loss as late as possible, it's easier to disable the trawl. No one will be able to predict the stop loss! Do you have much experience in live trading?

I've been trading since 2006, at short intervals, and I think I have enough experience.

The idea is not to hold a position as long as possible, but to lose as little as possible in case of an error and earn more if the direction is correctly predicted. Of course, we can exit by other signs in more complex variants, but this approach shows good results and is convenient for model training. Besides, we are planning to use ZZ-based predictors, and the Doncian channel is actually a marker for ZZ segment formation.

 
Fast528:
here I am booing the evil dead for the weekend to watch

Can you be more specific?

 
Fast528:

to watch the Evil Dead, now you have to say you have to watch the Evil Dead from the 60s.

is elf.

Great! How does that information relate to this thread?