What to feed to the input of the neural network? Your ideas... - page 7

 
Vitaliy Kuznetsov #:

Enter the periods into the neural network.

Comparison of years

Then seasons.

Days

Hour candles (considering the change of summer/winter time)

And then you'll see a pattern in some instrument.

Please clarify, I have an export file like this.



How to arrange the days of the week? Separate column of the cycle?
1
2
3
4
5
1
2
3...


Or is the joke the whole post?))

 

This is how much forward per month we get if we train a neural network of structure 100-100-100, 3 layers of 100 neurons, for a period of one year.


And , as always, there is only one problem: it is random. Therest of the months (training every month) are either low profit, or feverish flat, or - to the bottom.
There is no something stable (a specific periodicity of training, or some knowledge that a working neural network will last another month/week).

 
Now take MT5 optimiser and do the same thing and make sure that the result will be the same

Then doubts about the properties and capabilities of neural networks will disappear, and your mind will be clearer.

You will realise that regardless of the tool (type of algorithm, number of layers) the picture will be similar.
 
That's what I needed to prove
 
And it would seem to be so simple: to internalise the meaning of statistics inherent in the phrase: "Garbage in - rubbish out". No, we chew, chew, chew, fantasise, but we should just read books.
 
СанСаныч Фоменко #:
And it would seem to be so simple: to internalise the meaning of statistics inherent in the phrase: "Garbage in - rubbish out". No, we chew and chew and fantasise, but we should just read books.
Have you seen the machine learning branch? It's scary to get lost in all that. The high threshold of entry with the natural desire "come on, science, print money" make you do rash things)))))

Actually reading. Little by little. There are a lot of articles, cycles of articles, from the guys here. And, it is good, if there are also attached advisors or indicators, so that they can be twirled in their hands.

On the other hand, I repeat what is described. The same difference of cloz(0) with all HLC of the remaining N candles, this is not my idea, it was described somewhere, what to input.
 
Maxim Dmitrievsky #:
Now take MT5 optimiser and do the same thing and make sure that the result will be the same

Then doubts about the properties and capabilities of neural networks will disappear, and your mind will be clearer.

You will realise that regardless of the tool (type of algorithm, number of layers) the picture will be similar.

Haa.

I have that feeling.

But, I haven't checked all the attached files to all the articles yet)))
 

I will tell my opinion, if anything to compare, it is the parameters of the trend waves, their size, duration, possibly speed of movement. Current parameters to the previous ones. For people on the market, significant movements and some price levels make sense.

The rest is noise. Especially the difference of candlestick prices, averaging and sliding window. And also, to retrain the system it is enough to use 10-20 coefficients for the whole available symbol history. How many weights are there in the neural network? It doesn't find patterns, it just learns all the material, and tweaking the sliders doesn't solve this problem.

Opinion is not unsubstantiated, but without claiming anything. Perhaps someone might like the idea

 
СанСаныч Фоменко #:
And it would seem to be so simple: to internalise the meaning of statistics inherent in the phrase: "Garbage in - rubbish out". No, we chew, chew, fantasise, but we should just read books.

A graph with a price is rubbish?

 
Ivan Butko #:

Please clarify, I have an export file like this



How to arrange the days of the week? Separate column of the cycle?
1
2
3
4
5
1
2
3...


Or is the joke the whole post?))

Nah, not a joke, but a challenge.

Here are the seasonal charts. Unfortunately the current year ruins the multi-year cycles.

// but if you analyse 50 years and find years close in condition, you may find cycles of repetition (6-12 years).


On days of the week - the task is to study separately PN, VT, etc. For example, advisors like happy manday use the nuances of the PN.


I saw a comparison on H1 candlesticks. For example, they show that the night hour from 00 to 01 makes no sense in Sell positions on many instruments. But these are night hours, there is a spread there.

There is also a case when at 18:00 on M5 reverse trades on BO give a winrate of more than 80% on the vast majority of instruments, but binary traders at this time cut rates and there is no profitability. And once the money was not bad.

That is, the search for vulnerabilities begins with the study of periods.


How it should be entered into a neural network I do not imagine, because I have not worked, but it is realistic to write an indicator in general.