Recent content by surfeur

  1. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Hello Krzysztof Yes try wavelet in particular wavelet modwt its good for denoising !! Regards
  2. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysztof, If i understand you use matlab with MT4 or MT5 ? what interface you use for communicate with MT/matlab ? a dll ? a file ? Regards.
  3. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysztof, in your algo your target is the price ? return ? direction next bars ? what traget you try to predict ? Regards Ludo.
  4. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysztof, i speak about of your cloud cluster/server :) where you rent your server ? have you happy for the service ? Regards
  5. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysztof, What is your cluster service you use for this intensive calculation ? Regards
  6. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysztof, On this 8 monthis it's forward backtest or not ? You re-train often your system ? it's same inputs/algo for all pairs ? Regards.
  7. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysztof, Since part of ELM algorithm is random ( setting of the input weights and hidden layer bias ), output results of same activation function and same number of hidden neurons may change... Know you fix this part of ELM ? Regards.
  8. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Hi Krzysztof, Sound really good !! The forward test still okay ? you are happy with strategyquant? Can you tell me more about this systems? Regards.
  9. S

    Trading Using Statistical Arbitrage vs. Traditional Technical Analysis

    Thanks IFeelFree for your feedback. How many bars you use for find your cointegration ? 2500 5000? more? So if i understand right, you don't use the weight found with johansen procedure but you use kalman filter ? If Yes there are differences ? the weight of johansen isn't enough good?
  10. S

    Trading Using Statistical Arbitrage vs. Traditional Technical Analysis

    IFeelFree, Your stuff sound very good. I have some questions : - You use ETFs are of same sectors for your portfolio ? - You run ols regression for the ETFs weights ? - Your backtest it's for 3 ETFs or all portfolio ? - What timeframe you use ? Regards.
  11. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Nice Krzysztof. For April and May, it's a walkforward test ? and June / July still good ? Average 2500 trades by months / by instruments it's very very lot of trades !! :) the system run on 1 mins bars ?
  12. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysiaczek99 So the CHIRP classifier is the best or ? but the input/output are primordial for a good prediction.
  13. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Krzysiaczek99, You have backtest your algo or it's only forward test ? what is your timeframe ?
  14. S

    Build Neural Network Indicator in MT4 using Neuroshell

    arryex, no news about kalman predictor ?
  15. S

    3rd generation NN, deep learning, deep belief nets and Restricted Boltzmann Machines

    Hi Krzysiaczek99, Very good thread :) Have you stay in this trading method ? Have you test or forward test in live mode ? Thanks. Regards
See more
Top