What to feed to the input of the neural network? Your ideas... - page 29
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I have tried all MLP and RNN architectures
The main factor is the number of variables
Bias-variance tradeoff, ML basics.
I tried the opposite: I retrained to the extreme, almost point to point, so that it would drain steadily on the forward, and then turned positions over. Yes, the draining stopped, but it turned into a flat because of the spread of a huge number of trades. One failure compensates for another.
I tried it the other way round: I retrained it to the extreme, almost point to point, so that it drained steadily on the forward, and then turned positions over. Yes, the draining stopped, but it turned into a flat because of the spread of a huge number of trades. One failure compensates for another.
Try volatility (std indicator). It will be better on new data, because it is always about the same. There will only be a difference if on new data with the same volatility the market moves in a different direction.
Thanks for the advice.
I had an idea to normalise the data (cut off the tail) to one decimal place .0;
Mol, to create stationarity, because it reacts to these small numbers and because of them stupidly remembers the "path" of the price as if it were a small number.
Thanks for the advice.
I had an idea to normalise the data (cut off the tail) to one decimal place .0;
To create stationarity, because it reacts to these small numbers and because of them it stupidly remembers the "path" of the price as if it were the same.
You can input anything you want:
time of day, day of the week, moon phases, etc. etc.
A normal network will sort the necessary and unnecessary data by itself.
The main thing is what to teach!
Learning with a teacher is not a good fit here. Networks with backward error propagation are simply useless.