Is there a pattern to the chaos? Let's try to find it! Machine learning on the example of a specific sample. - page 31
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The gist of the answer is also expected. :)
Then we'll see you on the cover of Forbes or on the Nobel Prize.
Would you sell that Grail for money?
I understood correctly in this thread ML/DL/NN has triumphed and it forecasts (not trading yet) in plus with zero spread/commission but on randomly generated inputs?
and it's being seriously discussed.
I added a column: "1" buy, "-1" sell. Opening a deal in case of a signal change to the opposite one. I think I did it correctly, but I didn't check it ... :) Laziness.
On the chart without spread and commission this is the result in points:
Results: PR=157488 +trades=778 -trades=18 (profit, number of positive and negative trades)
Spread of 0.00050:
Results: PR=117688 +trades=629 -trades=167
Spread at 0.00100:
PR=77888 +trades=427 -trades=369
Spread at 200:
PR=-1712 +trades=241 -trades=555
and got the inverse function of crossing two MAs .....
again the same pitfalls, if you try to trade not virtually, but at least on demo.I propose to download a new sample - which is small in the number of predictors and strings - so it will be relatively fast to learn.
However, I have not managed to get something interesting out of it yet - please show me the level of skill!
Or just share the results.
I suggest downloading the new sample - which is small in the number of predictors and rows - so it will be relatively quick to learn.
However, I have not managed to get anything interesting out of it yet - please show me the level of skill!
Or just share the results.
Hi!
Sample train:
sample test:
Exam sample:
Calculations are done for POINT=0.00001, spread and commission = 0.
I didn't find OP,HI,LO,CL separately in the sample - maybe I wasn't looking hard enough ... :)
The results may be better for them.
The approach is very simple ... :)
Hi!
...
The approach is simple as hell ... :)
Hello. What's the approach?
Hello. What's the approach?
No catch!!! :)
Like last time, the graph that is analysed and predicted is the last column transformed by the formula target(i)=target(i-1)+Target_100_Sell(i). The resulting graph is like this:
Next, the graph data is run through the GA and the best SUPER-oscillator coefficients are obtained:
An enlargement from 1000 to 1300 counts:
Next, a neural network committee tries to predict the future value by one step. The resulting predictions are driven into patternnet and tries to get a signal from horizons + two counts ahead. The error for one step is around 5-6%, for two steps 11-13%. Well, the patternnet output and analysis of the chart itself determines either up or down. I.e. always in the market, either buy or sell.
No catch!!! :)
Just like last time, the graph that is analysed and predicted is the last column transformed by the formula target(i)=target(i-1)+Target_100_Sell(i). The resulting graph is like this:
Next, the graph data is run through the GA and the best SUPERoscillator coefficients are obtained:
Enlarged from 1000 to 1300 counts:
Next, a neural network committee tries to predict the future value by one step. The resulting predictions are driven into patternnet and tries to get a signal from horizons + two counts ahead. The error for one step is around 5-6%, for two steps 11-13%. Well, the patternnet output and analysis of the chart itself determines either up or down. I.e. always in the market, either buy or sell.
Sounds incredible!
Is it possible to get a ready-made model to reproduce the results?
That sounds incredible!
Is it possible to get a ready-made model to reproduce the results?
I suggest re-reading the answer from the last page: https: //www.mql5.com/ru/forum/434981/page30#comment_45863608.
The whole point here is that it took a lot of time and effort to get a seemingly very simple result.
But the conjuncture has changed, hence the decision to price the question (only one copy of the material in one hands): 92k$. :)
And to the haters (especially those who write about all sorts of MA, MO and the victory of pallor over reason) I would like to ask only one question: "Is it weak to repeat such a result?".
Sincerely, RomFil
I suggest re-reading the response from the last page: https: //www.mql5.com/ru/forum/434981/page30#comment_45863608
The whole point here is that it took a lot of time and effort to get a seemingly very simple result.
But the conjuncture has changed, hence the decision to price the issue (only one copy of the material in one hands): 92k$. :)
And the haters (especially those who write about all sorts of MA, MO and the victory of pallor over reason) want to ask only one question: "Is it weak to repeat a similar result?".
Sincerely, RomFil
Note, I did not ask for material to repeat the results, but I am interested to look at the result itself in the form of a model.
Do you plan to participate in the contest?