[Attachment(s) from Aron Pipa included below]
Just build my first strategy using ML.
Trades: Long Only
Position Sizing : fixed dollar value ( 10,0000)
Learning algorithm : Logistic Regression
Target : y5 > y 4
Features: y [n] / y[n-1]
Out of Sample Performance:
A different strategy (buy& hold) is used in-sample just to be able to compare.
Execution:
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Posted by: Aron Pipa <aron@myafl.com>
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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:
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