Global Macro FX -
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thread: Global Macro FX

  1. #31
    Member Ejbl's Avatar
    33
    quote I must rephrase, the neural network discovers egies and can early stage study. If they operate it reminds me to test it out. I code and algotrader for the egy. The machine learning is for exploring the egies. I then analyze, tweak etc until they are ideal.
    What should you found an present relation do u look for the fundamentals behin??

  2. #32
    quote what should you found that an existing relation do look for the fundamentals behin??
    Yes, I am researching a system found by my neural network. It studies order flow. However the machine learning only knows it functions, it does not know why.

  3. #33
    Member Ejbl's Avatar
    33
    quote Yes, right now I am researching a system discovered by my neural system. It analyzes order flow. No matter how the machine learning just knows it works, it does not understand why.
    What exactly do you mean by order flow??

  4. #34
    quote what do you mean by order flow??
    My model uses tick quantity as an indior of relative transaction frequency. Orderflow is your patterns in orders/volume

  5. #35
    Tested my hft egy for three days on limited capital volatility alloion simply to find out it I forgot to multiply my lively allocaion supply by -1. Dropped.3percent of yield on trade dimensions, but only restarted it, it is running and it is netting profit

    AWESOME

  6. #36
    Do you have newer version?

    I hope you'd consider stoploss to avoid being hit by black swans.

  7. #37
    I am seeing a wealth manager tommorow to talk about possibility of internship. Will be presenting this historical data to him.

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