Discussion of article "Evaluation and selection of variables for machine learning models" - page 2
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hi Vladimir,
Forgive me this silly question but I'm currently trying to construct my own ( very simple ) model starting from your nice example and I'm wondering why you're shifting the ZZ's differences forward in the ZZ function :
...I mean, after all, we want to train a model to predict the FUTURE value of the Zigzag, so what's the point in training a model using predictors ( technical indicators ) that summarize the market quotes at the end of day N with a target value which is the sign of the difference between the Zigzag value of day N against its N-1 value ( this is what you're doing after shifting ) ? Shouldn't we use the the sign of the difference between the Zigzag's value at day ( N+1 ) and the Zigzag's value at day N instead ( i.e we wouldn't have to shift ) ?
I know I must have missed something obvious in your methodology but if you could take 5 mns to make this cleat to me, I'd be very pleased.
Best regards.
Julien
Hi Vladimir,
Forgive me this silly question but I'm currently trying to construct my own ( very simple ) model starting from your nice example and I'm wondering why you're shifting the ZZ's differences forward in the ZZ function :
...I mean, after all, we want to train a model to predict the FUTURE value of the Zigzag, so what's the point in training a model using predictors ( technical indicators ) that summarize the market quotes at the end of day N with a target value which is the sign of the difference between the Zigzag value of day N against its N-1 value ( this is what you're doing after shifting ) ? Shouldn't we use the the sign of the difference between the Zigzag's value at day ( N+1 ) and the Zigzag's value at day N instead ( i.e we wouldn't have to shift ) ?
I know I must have missed something obvious in your methodology but if you could take 5 mns to make this cleat to me, I'd be very pleased.
Best regards.
Julien
The question is correct. There is a typo in the article. It should be like this:
1. calculate the inputs
x <- In(p = 16 )
2. calculate the target
3. Combine x and out in data . Wherein:
Further on the text.
Good luck
I answered you in the next branch.
Hi Vladimir,
I did not find your answer regarding this question. I also not sure what is the value of Dig. could you plz specify. thank you!
Dear all,
Can someone tell me what the --Dig-- defined in ZZ function variable means. Is it a constant? if yes what should the value be of this constant?
Dig - the number of digits after the decimal point in quotes. Maybe 5 or 3.
I'm sorry to be late with the reply. Did not see the question. The discussion is scattered across many branches. I do not have time to track it.
Excuse me.