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- nobrainer replied May 21, 2015
thanks for your two cents. in that case the system turns to completely unprofitable system. will try to find what could be wrong many thanks PipMeUp!
Machine Learning with algoTraderJo
- nobrainer replied May 21, 2015
The following is what I was able to reproduce with 2pips one-way costs without reinvestment using PipMeUp data for E/U as is, i.e. without any timestamps conversions forecasting MLE/MSE using vanilla regression with intercept and open/open returns ...
Machine Learning with algoTraderJo
- nobrainer replied May 20, 2015
One more question for you if I can - did you convert somehow timestamps of Pipmeup's posted data or used it as is when you did a comparison in #436?
Machine Learning with algoTraderJo
- nobrainer replied May 20, 2015
Got it, algoTraderJo, thanks! I will post the results here when it is done. Won't you mind if I will post in the thread some results for the stocks as well?
Machine Learning with algoTraderJo
- nobrainer replied May 20, 2015
algoTraderJo, have you ever tried to apply the same ML or similar to US stocks? I would be glad to reproduce your results with FX first but don't have access to the same data as you have. If you could share the data just for one FX pair you ...
Machine Learning with algoTraderJo
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