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Showing results 1 to 9 of 9
Search: Posts Made By: Jasonnator
Forum: NinjaTrader May 26th, 2021, 08:04 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
Yet another learning point: sklearn's...

Yet another learning point: sklearn's StandardScaler does in fact do per feature (column) scaling. This means that simply removing ATR was the reason for the small bump in ROC AUC improvement.
...
Forum: NinjaTrader May 22nd, 2021, 10:34 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
I take a stab at trying to clear this up. I...

I take a stab at trying to clear this up. I think the most common form of normalization is squeezing values to either 0 to 1 or -1 to 1. This is commonly known as min/max normalization. It can be...
Forum: NinjaTrader May 22nd, 2021, 03:27 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
Small update and learning point: I thought a...

Small update and learning point:

I thought a lot about NJAMC's comment about when I z-score normalize my dataset, I am effectively zooming out. Since the EMAs and ATR have such contrasting...
Forum: NinjaTrader May 21st, 2021, 10:26 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
I definitely tried using a "stepped" learning...

I definitely tried using a "stepped" learning rate with the LearningRateScheduler (https://www.tensorflow.org/api_docs/python/tf/keras/callbacks/LearningRateScheduler) callback. I tested this...
Forum: NinjaTrader May 21st, 2021, 09:38 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
Thanks Greg. Your insight is always very much...

Thanks Greg. Your insight is always very much appreciated.
Forum: NinjaTrader May 21st, 2021, 09:17 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
I thought the same and have ran it for hours and...

I thought the same and have ran it for hours and hundreds of epochs with no difference. I also used the sonar dataset and virtually all of the models learn very well and get up to the 70-80% ROC AUC...
Forum: NinjaTrader May 21st, 2021, 12:04 AM
Replies: 14
Views: 5,530
Posted By Jasonnator
Since I can't attach a .ipnb file and I forgot to...

Since I can't attach a .ipnb file and I forgot to post the actual location of the jupyter notebook in the repository, it's located here:...
Forum: NinjaTrader May 20th, 2021, 10:41 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
The python side of this project has by far been...

The python side of this project has by far been the most difficult.

I have tried the following model architectures:

Simple single fully connected layer, no class weighting
Simple single...
Forum: NinjaTrader May 20th, 2021, 10:41 PM
Replies: 14
Views: 5,530
Posted By Jasonnator
Inspired by Battle of The Bots...

Inspired by Battle of The Bots (https://nexusfi.com/elite-algorithmic-ninjatrader-trading/7455-battle-bots-ninjatrader-algorithmic-strategy-development.html), I am creating a Battle of the Bots style...
Showing results 1 to 9 of 9

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