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Thread: Machine Learning

  1. #1

    Machine Learning

    If anyone is interested in developing machine learning based strategies, check out www.deep-thought.co.

    Currently supports

    • Support Vector Machines.
    • Gradient Boosted Trees.
    • Random Forests.
    • Extremely Randomised Trees.
    • Multi-layer Perceptron, aka Neural Network.
    • Ensembles: Combine the forecasts of any number of predictors.
    • Constant retraining, always adapting to the market.


    Please note, this is a tool to develop your own strategies and systems, not a pre-canned trading strategy.


    Also included are two MT4 EAs, with source, to trade the signals or combine with any other system you may have.

  2. #2

    Machine Learning

    Sounds like one needs a PhD in CS to use such software

  3. #3

    Machine Learning

    Actually a PhD in any quantitative discipline should be enough ...

    But point taken, it can deem a little daunting at first but then most things are. The short term pain of learning should not dissuade from trying new directions in trading. The interest in machine learning in trading is increasing with prop shops in particular taking a keen interest, so I believe it's worth looking into.

  4. #4

    Machine Learning

    I've added a couple of tutorials to the website and some example configurations to the downloads section.

    Also added the ability to use MT4 indicators and fixed the DLL so it works with all the breaking changes that build 600 introduced.

  5. #5

    Machine Learning

    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...ndicators.html as fitness function choice for the GA option? So the GA can optimise on minimum maximum adverse excursion percent?For example if the signal is below the certain percent threshold the GA will filter out the signal?

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