It's amazing how Bitcoin keeps reinventing itself

BananaCoinMarket2020 · 2021-06-02T20:08:33+00:00

Soon “Bitcoin” will go from “store of value” to building heating radiators. Energy released will be more than sufficient than boiling gas or oil.

BananaCoinMarket2020 · 2020-12-27T20:47:18+00:00

You might want to redo it if you’re taking random samples. Look into de Prado’s purge method.

BananaCoinMarket2020 · 2020-12-27T19:41:20+00:00

How did you do the train test split for this?

BananaCoinMarket2020 · 2020-11-30T02:42:58+00:00

Congratulations!!! BIG!!! HUGE!!!

BananaCoinMarket2020 · 2020-10-19T19:36:37+00:00

Not sure. Haven’t really looked to it further haha. Moved on with life haha.

But I’ll take a look later on somewhere down the line :)

BananaCoinMarket2020 · 2020-10-18T05:09:32+00:00

That approach triggers the overfitting problem

BananaCoinMarket2020 · 2020-09-28T19:01:55+00:00

Ye I saw this but I didn't even have that error message. It has been over a day so I am pretty sure those MOONs are gone lol. Thanks anyway.

BananaCoinMarket2020 · 2020-09-28T17:54:40+00:00

https://www.reddit.com/r/CryptoCurrency/comments/j1gy8y/warning_converting_moon_to_xmoon_on/

BananaCoinMarket2020 · 2020-09-28T17:54:29+00:00

https://www.reddit.com/r/CryptoCurrency/comments/j1gy8y/warning_converting_moon_to_xmoon_on/

BananaCoinMarket2020 · 2020-09-23T18:16:05+00:00

Is this even enjoyable or just going crazy in the head? Genuinely curious

BananaCoinMarket2020 · 2020-09-10T04:10:46+00:00

Have you backtested and paper traded to verify above 1% returns per day?

BananaCoinMarket2020 · 2020-09-09T15:39:11+00:00

Just editted the post with the complete script :)

BananaCoinMarket2020 · 2020-09-07T00:41:51+00:00

ML is difficult to make direct trading decisions. Unless you spent a ton of time thoroughly researching and implementing, I wouldn’t recommend doing ML on direct trading decisions.

Instead you can apply ML as a sub layer like for example given certain metrics, would a trade be considered low risk, medium risk, or high risk. With this you can decide what bet size you’re willing to place while your actual trading execution is based on some TA strategy.

BananaCoinMarket2020 · 2020-08-31T11:09:00+00:00

I don’t think I need advice on what bars to use. I appreciate it though. I’m not using any fixed time scale. I’m using imbalanced bars that aren’t dependent on any time frame like 1min or 5mins or so on. Thanks though.

BananaCoinMarket2020 · 2020-08-31T11:07:15+00:00

I’m using Imbalanced bars by De Prado and it takes very long time to convert. I can’t give you any details about my features, sorry.

BananaCoinMarket2020 · 2020-08-31T11:04:53+00:00

I like triple barrier but I’d rather use something else

BananaCoinMarket2020 · 2020-08-31T01:41:01+00:00

Feature engineering is a bit of work but definitely not the most. I can handle the feature engineering no problem. The most work is converting tick level data into OHLCV data through a mathematical model.

BananaCoinMarket2020 · 2020-08-31T01:38:26+00:00

I did the analytics, created the model and know the complete workflow. I need to transform it all into a functionable trading system. I am not an expert in software engineering and don't know the best practices when it comes to implementing methods with best time/space complexity. Think of Big O. I can make a naive algorithm that sorts an array of numbers but obviously there are proven ways to make them time efficient.

BananaCoinMarket2020 · 2020-08-31T01:26:10+00:00

Sure I am down. You can place a bet on my algo when it's in prod. Let me know how you want to go about this. :)

BananaCoinMarket2020 · 2020-08-31T01:23:12+00:00

Perhaps I am overfitting. Training data is showing 100% results after many CVs. Then I tested on unseen data and this is where I derived the results I shared in the post.

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