simplex replied to the topic Deep Q Forex: Basic Discussion in the forum
Deep Q forex 10 years, 5 months agoJust a quick note. I’ve read the following article this morning: http://www.financial-hacker.com/whites-reality-check/
One short quote:
It gets even more diffcult with machine learning algorithms that optimize weight factors and usually do not produce discarded variants.
Maybe it’s interesting to keep an eye on this ‘White’s Reality Check’ when…[Read more]
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simplex replied to the topic Filtering by Volume in the forum Trading Systems Discussion 10 years, 5 months ago
Thank you, @smallcat:
This is not what I meant – I coded the ALMA in mq4 a long time ago. What I meant is whether anybody has tried to apply an FIR filter like ALMA to the VZO algorithm instead of the EMA (IIR).
s.
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simplex replied to the topic Filtering by Volume in the forum Trading Systems Discussion 10 years, 5 months ago
I’d like to come back to this source posted. AFAIK, we do not have a version based on a single function for EA integration yet. I have two different versions of such a function now, following different algorithmic approaches to model the mathematical nature of the IIR smoothing with sufficient precision.
If we want…[Read more]
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simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 5 months ago
I’ve done a quick and dirty code review now and like to post some remarks for discussion:
EventKillTimer() missing
symbol prefix / suffix is checked inside function getNewsInfoPair(). Better remove this for Penguin EA use (redundant logic!)
panel object is not being deleted while deinitialization
custom enumeration for numeric…[Read more] -
simplex replied to the topic Deep Q Forex: Basic Discussion in the forum
Deep Q forex 10 years, 5 months agoThis morning I came across the following article: http://arstechnica.com/science/2015/02/ai-masters-49-atari-2600-games-without-instructions/
The examples mentioned in many articles seem to be attempts to let a Deep Q network learn how to master Atari games without any instruction. I’m no expert in Atari games. At first sight an Atari game…[Read more]
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simplex replied to the topic Deep Q Forex: Basic Discussion in the forum
Deep Q forex 10 years, 5 months agoPeter wrote:
Interesting vid! The ‘Theory of Everything’, and physical Unified Field Theory being only a part of it ? Wow – this guy has really got a vision! And all this uncovered by AI algorithms. Forgive me if I’m a bit doubtful about this.
Google brought his company for $400 Million, maybe the saw something of interest.
Back to our ‘simple…
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simplex replied to the topic Deep Q Forex: Basic Discussion in the forum
Deep Q forex 10 years, 5 months agosimplex wrote:
Interesting vid! The ‘Theory of Everything’, and physical Unified Field Theory being only a part of it ? Wow – this guy has really got a vision! And all this uncovered by AI algorithms. Forgive me if I’m a bit doubtful about this.
Back to our ‘simple’ FX business. After having lear…[Read more] -
simplex started the topic Deep Q Forex: Basic Discussion in the forum
Deep Q forex 10 years, 5 months agoLatest discussion between Peter and me in the What’s New branch of this group has become too unclear, so I decided to start this forum topic inside the group – should be much easier to follow.
I will start by reposting our latest 2 news posts for a start.
s.
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simplex posted an update in the group
Deep Q forex 10 years, 5 months agoInteresting vid! The ‘Theory of Everything’, and physical Unified Field Theory being only a part of it ? Wow – this guy has really got a vision! And all this uncovered by AI algorithms. Forgive me if I’m a bit doubtful about this.
Back to our ‘simple’ FX business. After having learnt a bit more about the general approach, I might see those 52%…[Read more] -
simplex and
Emonts are now friends 10 years, 5 months ago -
simplex posted an update in the group
Deep Q forex 10 years, 5 months agoHi again!
Actually I would like to learn a bit more about Deep Q conceptually, not necessarily FX specific.
Looking at your video, an average profit of 3 or 4 pips and 52 % success rate after several thousand trades is not very far from tossing a coin, to be honest.
Anyway, I’m interested in the basic concept.
s. -
simplex posted an update in the group
Deep Q forex 10 years, 5 months agoPeter,
You got my attention!
After cancelling my appointment with some friends for New Years Eve because I caught a cold, and preparing for an evening with some Blue Ray Discs and tea on my sofa, you might have succeeded in chaining me up to my PC for the rest of the night!
I think I will do some web research about Q Learning now.
Can you…[Read more] -
simplex joined the group
Deep Q forex 10 years, 5 months ago -
simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 5 months ago
Thanks for contributing this:
Very simple output, but the code appears to be simply the best structured calendar lib so far – I like this!
Now I think this will be my last post here for 2015. Best wishes to all members and contributors – may 2016 be a great year for all of you!
simplex
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simplex replied to the topic Volume Zone Oscillator: Discussion in the forum Indicator discussion 10 years, 5 months ago
I absolutely agree:
It’s not about finding ‘all’ possible entries, but a sufficient number of entries with a low quote of false entries.
When looking at the plan G. laid out in his REALLY simple thread, we should not follow the attempt to over-optimize a certain single-pair indicator like VZO. After integrating VZO, Clear Method (P&T), and…[Read more]
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simplex replied to the topic Trading made REALLY Simple: Coder's Chat in the forum Development 10 years, 5 months ago
Ok, let’s talk about News Calendar Integration a bit.
Since I haven’t seen the code Emonts mentioned in his latest post yet, I continued to work through Derk Wehlers FFCal solution to get a grip on that one.
I found one interesting comment in his code which I’d like to discuss here:
Set AllowWebUpdates to false when using in another EA or Chart,…
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simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 5 months ago
Interesting:
Looking forward to test it. Has it been posted somewhere before?
s.
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simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 5 months ago
Ok:
BeforeTrade/AfterTrade (minutes) means number of minutes to next event and number of minutes after previous event?
A Function? Would be nice. The indicator has got some nice features, but the overall architecture appears to be more or less monolithic. Will take a while to convert this into a set of functions that make sense.
s.
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simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 5 months ago
Ok:
BeforeTrade/AfterTrade (minutes) means number of minutes to next event and number of minutes after previous event?
A Function? Would be nice. The indicator has got some nice features, but the overall architecture appears to be more or less monilithic. Will take a while to convert this into a set of functions that make sense.
s.
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simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 5 months ago
I just started to look at the topic of news calendar integration.
A lot of rubbish code seems to be underway in WWW regarding news … indicators that don’t display anything, or don’t even load, or jamming my screen with millions of alerts.
I found these to work reliably on my system: here and here, regarding FF calendar and DailyFX…[Read more]
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