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Search: Posts Made By: aquarian1
Forum: Emini and Emicro Index March 31st, 2018, 09:00 PM
Replies: 41
Views: 8,491
Posted By aquarian1
stats question

I have posed a stats question in the information help box:

https://nexusfi.com/emini-index-futures-trading/44297-stats-question-about-information-gain-linear-multiple-regression.html#post675685
Forum: Emini and Emicro Index March 31st, 2018, 03:05 PM
Replies: 41
Views: 8,491
Posted By aquarian1
a bit of a surprise

In this thread I had used the example of up days, down days, inside days, outside days and other for binning.
In the database there are 752 records. (one per day).

In looking for an estimate of...
Forum: Emini and Emicro Index March 17th, 2018, 10:40 PM
Replies: 41
Views: 8,491
Posted By aquarian1
5 classes

I wanted to test is the surpervised discretization would break the same if I reduced the instances of the greatest count in the class attribute to equal the average count of the class attribute

I...
Forum: Emini and Emicro Index March 15th, 2018, 11:55 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Wolf

One thing I should mention was something I saw in a video about the dangers of ML.
The example given was an image classification ML.

The speaker showed a picture of a wolf and said - "why might...
Forum: Emini and Emicro Index March 15th, 2018, 11:01 PM
Replies: 41
Views: 8,491
Posted By aquarian1
I understand your question. So there are ML...

I understand your question.

So there are ML algos that they simply tell it to win. E.g. a video game and you just let it play tons of games and it will soon (like overnight) play perfectly,...
Forum: Emini and Emicro Index March 6th, 2018, 12:23 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Summary of findings so far

I thought I would post a summary of my findings so far. (Please understand I am not an expert with statistics in reading the below.)

1. There is a strong limitation in the understanding of trading...
Forum: Emini and Emicro Index January 1st, 2018, 05:15 PM
Replies: 41
Views: 8,491
Posted By aquarian1
binning in the spreadsheet

I've been working with my database and ML

(Below are examples only. I didn't use these i.e. -daytype, Y%ClsChg)

Let's say you are predicting daytype: if it is an up day, down day or flat day...
Forum: Emini and Emicro Index December 11th, 2017, 12:40 PM
Replies: 41
Views: 8,491
Posted By aquarian1
trading the rules

Once you have your set of rules then you need to decide how to trade that info.

Will you wait for an up move and then sell? If yes how much of an up move?
Will you sell 1 at open, and a second at...
Forum: Emini and Emicro Index December 11th, 2017, 11:35 AM
Replies: 41
Views: 8,491
Posted By aquarian1
O/n gap example

As most traders know there is an overnight gap fill idea.

The o/n gap is the difference between yesterday's close and today's open (RTH).

So for Dec 08 the gap was 7.00 (Close=2639.75 Dec 7 to...
Forum: Emini and Emicro Index December 11th, 2017, 11:09 AM
Replies: 41
Views: 8,491
Posted By aquarian1
Still at it.

I've still been working with the ML.

Most I have been using Apriori which has no class attribute (unsupervised) and looks for associations.

At first, I was thinking I wasn't using it correctly...
Forum: Emini and Emicro Index November 18th, 2017, 10:56 PM
Replies: 41
Views: 8,491
Posted By aquarian1
discretization

(In relation to the prior post - I may have not needed to go back to the spreadsheet)


Today I worked with weka again.

I found that if I first changed the relationship to:
(no class)...
Forum: Emini and Emicro Index November 14th, 2017, 02:21 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Binning and discretiztion

11:47 AM 11/14/2017

In working with my dataset I found that if I used the discretization filter on the class attribute, the filter would discretize all other non-nominal attributes. I didn't want...
Forum: Emini and Emicro Index November 13th, 2017, 07:41 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Apriori

Apriori builds rule sets from the data.

The data must be nominal (not numeric). You can discretize your data. This is a binning process that employs enthropy heuristic (chooses split points that...
Forum: Emini and Emicro Index November 3rd, 2017, 04:01 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Time series analysis with CL daily prices- part5

This is to my point about using ML intelligently.

Though ML people who are good with their systems might think $0.79, $0.84, $0.81 mean absolute errors (linreg, SMO, NN respectively) are good...
Forum: Emini and Emicro Index November 3rd, 2017, 03:42 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Time series analysis with CL daily prices- part4

I would think an obvious benchmark (equivalent to ZeroR for classifiers) for closing data is yClose.

So what happens if we just use yesterday's close as an estimate for today's close?
...
Forum: Emini and Emicro Index November 3rd, 2017, 03:12 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Time series analysis with CL daily prices- part3

I have run the CLdaily file 3 times once with each of the learning schemes.
The goal is to get the lowest Mean Abs Error.

All 3 learning schemes are about the same on test data (the last 30...
Forum: Emini and Emicro Index November 3rd, 2017, 02:42 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Time series analysis with CL daily prices- part2

If you would like to try time series analysis - forcasting, you could download Weka, and then the forecasting add-in package. With those you can watch the youtube lesson :

Advanced Data Mining...
Forum: Emini and Emicro Index November 1st, 2017, 08:11 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Time series analysis with CL daily prices- part1

In the 3rd Weka course they show how to use the forecasting package and give an example of Apple stock daily values and forecasting tomorrow's closing price with the previous closes. The absolute...
Forum: Emini and Emicro Index November 1st, 2017, 07:39 PM
Replies: 41
Views: 8,491
Posted By aquarian1
I have added info about ML into the summary page ...

I have added info about ML into the summary page

logithttps://nexusfi.com/attachment.php?attachmentid=243247
Forum: Emini and Emicro Index November 1st, 2017, 07:17 PM
Replies: 41
Views: 8,491
Posted By aquarian1
fast paced

As I was starting to learn about ML I listened to a series of fast paced youtubes.

I thought I would include then if they are of interest to others.


intro to deep learning...
Forum: Emini and Emicro Index October 26th, 2017, 12:29 PM
Replies: 41
Views: 8,491
Posted By aquarian1
real world

At this point in the thread I think I need to add a real world example.

The course has been good so far - but now has it's own 'concept drift' with very brief videos by the new lecturers.

In...
Forum: Emini and Emicro Index October 25th, 2017, 11:17 AM
Replies: 41
Views: 8,491
Posted By aquarian1
more on MOA

As I understand MOA:

One can use it for infinite datastreams. It process each new instance and tests and then learns.

As one can connect it with the JAVA api - I would imagine it can listen to...
Forum: Emini and Emicro Index October 25th, 2017, 11:09 AM
Replies: 41
Views: 8,491
Posted By aquarian1
MOA

Advanced Data Mining with Weka (2.1: Incremental classifiers in Weka)
https://www.youtube.com/watch?v=6tv2Pvp2u-w


Advanced Data Mining with Weka (2.2: Weka’s MOA package)...
Forum: Emini and Emicro Index October 19th, 2017, 05:58 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Time forecasting package

There is a time forecasting plug-in package for Weka.

It comes with a db of apple stock prices in 2011. date, O/h/l/c and adjclose.

If you open in an just run the forecast the package will...
Forum: Emini and Emicro Index October 17th, 2017, 03:24 PM
Replies: 41
Views: 8,491
Posted By aquarian1
Discretionary trading and ML

How might ML help us, we discretionary traders?

Two possible approaches (among several) come to mind:


testing our setup to establish win frequency
combining key inputs to help generate a...
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