Fallacies, Part 1: Money Management is Secondary and Not Very Important In this article we will discuss very simple things that can very often be deceptive - the graphs of an account balance in the testing report. In reports of strategy testing by beginners we can often see exponential balance/equity graphs and multibillion results by the end of the testing period. Such results usually invoke skeptical comments of experienced EA writers ...
Fallacies, Part 2. Statistics Is a Pseudo-Science, or a Chronicle of Nosediving Bread And Butter The first part of the article heading is a quotation from the post by SergNF dated April 17, 2008 14:04, https://www.mql5.com/ru/forum/108164. Well, even the most strict mathematics turns into a pseudo-science when used by a "researcher" that decides to play with attractive formulas without any practical application. The skepticism ...
Contents Introduction1. Sample selection 2. Dimensionality reduction 2.1. Principal component analysis (PCA)2.2. Independent component analysis (ICA)2.3. Probabilistic principal component analysis (PPCA)2.4. Autoencoder (nonlinear PCA) 2.5. Inverse nonlinear PCA (NLPCA)3. Dividing the data set into the train/valid/test setsConclusionApplication more...
Table of Contents IntroductionThe differences between the Pennant and the TriangleHorizontal PatternContracting TriangleExpanding TriangleA universal indicator to search for the Horizontal Pattern and TrianglesA universal indicator to search for the Flag, the Pennant and the WedgeTester IndicatorConclusionAttachments more...
Contents Introduction1. Creating features 1.1. Feature transformation 1.1.1. Transformation1.1.2. Normalization1.1.3. Discretization1.2. Creating new features2. Choosing predictors 2.1. Visual evaluation2.2. Analytical evaluation2.3. Neural networkConclusionApplication more...
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