Recent content by tovim

How much is your hourly rate for custom programming and in which trading platform languages you do custom programming?Thanks.

Hi , Since MQL4 platform becoming increasingly unprofessional and unreliable platform for automated trading , do you plan to look for free broker API solutions? Also this ML algo looks interesting: Extreme Learning Machines trains hundreds of times faster than SVM and RMSE for both ELM and...

Why not contacting with Neuroshell people :) ? Send them your file ,they are helpful people.

FYI ,I read that echo state networks http://www.scholarpedia.org/article/Echo_state_network are also suitable for financial time series.Noxa Analytics apply echo state networks to some of their products.

Hi, In your website it says ''GA can optimise on PnL, Sharpe Ratio, Accuracy'' Do you mean win/loss % by accuracy? 1-Can you also add Maximum Adverse Excursion Percent filter feature http://mysimplequant.blogspot.com.tr/p/trading-system-performance-indicators.html as fitness function choice...

I am thinking to do the backtesting in Chaos Hunter.The problem with Chaos Hunter is I can only create buy-sell signals, and CH fitness function is '' maximize the equity'' .One can maximize the equity with large drawdowns and I dont' like large drawndowns.I like signals wih smallest MAE...

It looks like an interesting article : http://bayesanalytic.com/knn-and-ensemble-for-stock-price-prediction/

By the way I am working with a freelance programmer on customized random forest tree alghorithm with R package -MT4.I will share my results

Thanks but according to wiki: ''In 2008 Phillip Long (at Google) and Rocco A. Servedio (Columbia University) published a paper at the 25th International Conference for Machine Learning suggesting that many of these algorithms are probably flawed. They conclude that "convex potential boosters...

Hi Fabwa, You said '' create a strong learner on these positive samples'' , can you name the strong learner algos?

Check ''Krzysztof'' s and Mladen's comments about John Ehlers, I agree with what they say about him.

I dont' know who is right who is wrong about normalization, foretrade got his formula from John Conover site and I find this entropy chart from Noxa very subjective.

This is the one I use http://www.foretrade.com/entropy.htm

You can find the same entopy indicator in official mql4/5 website.Despite all that hype I could not make anything meaningful out of entropy indicator, hurst exponent, hölder exponent.

In my opininon that means your inputs( CCI, ADX, JMANS55, JMANS7) are not sufficient enough to create a profitable model.CH only use CCI and ADX as input because they are the most profitable inputs. The thing is CH only creates an indicator out of your inputs.So it doesnt create a full...