What would be interesting to learn with Machine Learning of Algos ?
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- This topic has 7 replies, 6 voices, and was last updated 3 years ago by nonetheless.
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05/02/2020 at 10:47 PM #129510
Hi Huys,
If Machine Learning is the Science of Learning the Good and the Bad of past trades, what do you think would be interesting to Learn ?
May be just a stupid idea but one think who will be interesting will be the previous highest/lowest high/low as invalidations of trade (previous donchian so far). The pupose will be to diminish the Stoploss for the next trade and as each trade as a constant price to rise the % of win trades.
Just an idea I think and will code next days. With Array function it should be easy
If you have some others ideas of what would be interesting to know (difference between 2 average, previous angle of average as in Vectorial Dax …)
See U
1 user thanked author for this post.
05/03/2020 at 10:23 AM #129537Hello zilliq,
I’m surprised so many people are drawn to machine learning here on the forum. In my opinion if you are not already capable of designing robust and profitable strategies without ML, it’s foolish to think that ML will help you. Besides PRT is not really design to handle such complicated science. The problem is that I don’t see a lot of strategies on the forum that makes sense at their core, because people have not traded manually before and so don’t really understand how markets work. To answer your question, previous donchian is a good start, what works better is a a fixed percentage below /above the close that breaks the donchian to avoid wick
05/03/2020 at 10:34 AM #129538Agree with you, but we all put inside “Machine Learning”
I don’t really believe in Machine Learning but I thinks that as people we can learn from our mistakes 😉
Thats’s why some thinks should be correct by previous lost/mistakes
The main problem for me is the slow capicity of PRT to calculate. I add many code in my algos I should delete because the backtest take many many hours..
The second problem is that the past is the past and nothing sure it will be replicate in the future
And the last but not the least many lost trades are totally unpredictable so even with “ML” it will be difficult to no replicate the same mistake
See U
05/03/2020 at 10:43 AM #129540@stefou102 Don’t agree at all, I think a lot of people in the forum wish didn’t went through manual trading and lose a lot of money before getting here. You can learn and understand the market also by studying hard, as you can create algo systems regardless of the work that a person can do manually and going beyond the classic manual trading conception.
05/03/2020 at 10:51 AM #12954205/03/2020 at 11:10 AM #12954605/03/2020 at 1:54 PM #12956505/03/2020 at 2:28 PM #129579 -
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