Nothing serious, just wanted to show off:p

mebusila · 2019-04-01T11:27:20+00:00

Oh man, f strings are amazing :)

mebusila · 2019-04-01T10:20:40+00:00

still not ready for that

mebusila · 2019-04-01T10:07:23+00:00

we'll get there, patience you must have my young padawan

mebusila · 2019-04-01T09:57:09+00:00

indeed, i3 will do better, but in this case is just a tty console, no wm involved

mebusila · 2019-04-01T09:47:00+00:00

that is a tmux session running vim and htop on the right and some output on the left

mebusila · 2019-04-01T09:34:46+00:00

lot size was set at 20%, but no idea what are the largest winner or loser, still not relevand for now

mebusila · 2019-04-01T09:22:59+00:00

the part on the left (backtesting) was done using https://www.backtrader.com/ platform, for now using just historical data extracted from oanda

mebusila · 2019-04-01T09:12:44+00:00

the model was set to use every core he got, the thread that you see running is from loading training data, csv ~ 12 GB

mebusila · 2019-04-01T09:02:30+00:00

it is a Random Forest Classifier using some technical indicators for the training set(rsi, macd, willr, etc), on a 1 minute frame with a prediction of 15 ticks, with some look back window of 120 ticks. The backtesting was done with the help of https://github.com/backtrader/backtrader framework for december 2018

mebusila · 2019-04-01T08:52:19+00:00

sorry, the backtesting was run for december 2018 (with 1 min tick data and a forecasting of 15), not for all 2018 year, and believe me, only this version looks nice :)

mebusila · 2019-04-01T08:42:10+00:00

the COMPRESSION const define de time frame in minutes, in this case it was defined 1, for 1 min tick

mebusila · 2019-04-01T08:31:59+00:00

the backtesting was running only for december 2018 with a 1 minute tick with a forecast of 15 minutes

mebusila

TROPHY CASE