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- sals3r0 replied Nov 13, 2016
Very interesting! Thanks for sharing...
- sals3r0 replied Apr 25, 2012
I would bet that population of size=100 is just too small for GP. I have not much experience with GP at this moment, but people I know they use some GP software already for live trading, they use populations of size at least 10000 or more (up to ...
- sals3r0 replied Nov 22, 2011
Yes, I am really happy that TA-Lib exists, there are no docs, but with some examples and looking to source code you can understand it pretty fast. I use it for my forex strategy backtester, for stock pair screener and for my stock pair trading ...
- sals3r0 replied Oct 22, 2011
Excellent document!
- sals3r0 replied May 5, 2011
I don't do that already but it is something I have already on my mind, because simple pattern recognition is not enough here. The question is how to do it - I am thinking about using the SOM for this purpose. I already use it to pre-cluster training ...
- sals3r0 replied May 5, 2011
Yes, I agree. I will need to improve the robustness of the prediction, I will need really smart and defensive position sizing method in order to survive losing streaks. We can also assume that prediction will suck at the time when important news are ...
- sals3r0 replied May 5, 2011
Depends on the symbol and timeframe. For instance for EURUSD (listing oldest datetimes available per timeframe) : 10 2003-07-27 16:26 60 2003-08-08 15:35 300 2005-04-16 00:00 600 2003-07-18 17:10 900 2004-10-25 00:00 1800 2005-04-16 00:00 3600 ...
- sals3r0 replied May 5, 2011
I can but it won't be very obvious what it does mean, as I don't really play with trading strategy now, I am just focusing on evaluating a prediction performance of the system. I usually have 6 training sets and 6 validation sets. I train the ...
- sals3r0 replied May 2, 2011
SOM/SVM — Hello! Thanks to mikkom for an excellent thread! I am also dedicated to the quant trading (in the research phase), but not using GP at the moment - I chose a different way for now - I am trying to use a hybrid model based on SOM and ...
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