Hello Gregg,
I am sorry if this is slightly off topic and if I should start a new thread but, on the subject ML,
could share your thoughts and experience on the subject?
- what sort of improvements you see over traditional AFL strategy if you use the same or similar feature set?
- does ML approach improve on traditional pattern, indicator or oscillator detection?
- what classifiers/models work best for financial data series?
- how do you define your target variable - is it just one bar GainAhead?
- what is the trade frequency and time frame which is likely to work for retail trades (like us) considering commissions, slippage and other cost?
I am working on the ML strategy in Python environment but, so far, I have not found anything that works better than my traditional systems in AFL.
Kind Regards
Posted by: richpach2@yahoo.com
| Reply via web post | • | Reply to sender | • | Reply to group | • | Start a New Topic | • | Messages in this topic (3) |
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
EmoticonEmoticon