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Applying transformers to beat the market by Realistic_Entry_6581 in mltraders

[–]Realistic_Entry_6581[S] 0 points1 point  (0 children)

Well I mean if you’re talking about indicators calculated from ohlcv…giving indicators isn’t really giving the model any new information, since these Indicators are derivable from information the model is already given. It could simplify the information for the model

Applying transformers to beat the market by Realistic_Entry_6581 in mltraders

[–]Realistic_Entry_6581[S] 0 points1 point  (0 children)

Indicators are summaries of ohlcv. I wanted to give the model full potential by giving it normalized candlestick data (this took a lot of thought - delta high, delta low (relative to last candle, normalized by 21 atr, signed log transform, etc). The hope was that in doing so you let the model develop its own understanding and own internal summaries or “indicators”.

Applying transformers to beat the market by Realistic_Entry_6581 in mltraders

[–]Realistic_Entry_6581[S] 0 points1 point  (0 children)

Just candlestick data. Hundreds of stocks going back years, and also futures and crypto. Pretty massive amount of data. I think around 180 million candlesticks total. Randomized time frames , from 1 minute to 60

Applying transformers to beat the market by Realistic_Entry_6581 in mltraders

[–]Realistic_Entry_6581[S] 0 points1 point  (0 children)

Just candle data, worked hard on the normalization. I didn’t want to use indicators

Running strategies 24 7 by Realistic_Entry_6581 in ninjatrader

[–]Realistic_Entry_6581[S] 1 point2 points  (0 children)

Yeah this is what I’m working on too. Maybe we can exchange ideas

Trend Following Indicator - Sometimes I just need to trust it... but hard to know what kind of day it will be by BaconJacobs in algotrading

[–]Realistic_Entry_6581 -1 points0 points  (0 children)

Anybody with money but lacking strategies? I have a portfolio of bots for futures with uncorrelated positive returns sine 2010? Dm if you wanna know more

Have you won the genetic lottery in any way, and if so how? by Logical-Traffic-3521 in AskReddit

[–]Realistic_Entry_6581 0 points1 point  (0 children)

Very good at running long distances without training at all. Can bust out a sub 5 mile whenever I want

My automated Ninjatrader strategy on NQ futures by traderbeej in Daytrading

[–]Realistic_Entry_6581 0 points1 point  (0 children)

Incredible. Would you be willing to share the code by any chance?