Indicator builder & discretionary trader.
9 lives, all speculative
ML-Curious
Nothing here is financial advice. Only speculation.
And the results are better than I expected...
And the results are better than I expected...
Trying to invalidate my work so hard and its just... Air tight...
I found structural issues but nothing that leaks the Agent future information.
With that said; the 5% (issues) is fixed and Im going to go sit, be beside myself for a moment, and think.
Trying to invalidate my work so hard and its just... Air tight...
I found structural issues but nothing that leaks the Agent future information.
With that said; the 5% (issues) is fixed and Im going to go sit, be beside myself for a moment, and think.
J.D. Vance welcomes a two-legged robot helping on the job site. But if that helper is a person named Jose, he calls it a threat. Same tasks, same productivity boost.
The inconsistency reveals this isn’t about economics.
J.D. Vance welcomes a two-legged robot helping on the job site. But if that helper is a person named Jose, he calls it a threat. Same tasks, same productivity boost.
The inconsistency reveals this isn’t about economics.
The strain in the plumbing is there.
Not trying to be an alarmist
But it does mean the probability of a violent repricing is MUCH higher than the average person realizes.
#econsky
The strain in the plumbing is there.
Not trying to be an alarmist
But it does mean the probability of a violent repricing is MUCH higher than the average person realizes.
#econsky
So you change radar settings in order to "feel" how big it is and how big it SHOULD be.
This is what its like to sweep knobs on your ML research project...
So you change radar settings in order to "feel" how big it is and how big it SHOULD be.
This is what its like to sweep knobs on your ML research project...
www.youtube.com/watch?v=332A...
www.youtube.com/watch?v=332A...
Which means im on track, but would like to shave that down to 0.5 and lower between seeds.
Will test more seeds tonight to see how close I am to having the components calibrated before looking at Hyperparameters.
Which means im on track, but would like to shave that down to 0.5 and lower between seeds.
Will test more seeds tonight to see how close I am to having the components calibrated before looking at Hyperparameters.
This makes it easy to train on a specific hash or test with select features or bundles that I want to experiment on.
This makes it easy to train on a specific hash or test with select features or bundles that I want to experiment on.
There are component weights and smoothing that i need to sweep through values to find sweet spots.
Im just too lazy to do it myself...
Job scheduler it is
There are component weights and smoothing that i need to sweep through values to find sweet spots.
Im just too lazy to do it myself...
Job scheduler it is
Im also thinking about adding a small delay from the RL Agents order and execution, but haven't quite figured it out yet.
Im also thinking about adding a small delay from the RL Agents order and execution, but haven't quite figured it out yet.
Aka I did it.
Its a REAL start to a real baseline model for Market Stucture Forcasting.
Aka I did it.
Its a REAL start to a real baseline model for Market Stucture Forcasting.
The RL Agent says "i made big number! Exactly how you told me to. Ive made more GDP than the world and now operate in Space Bucks"
And im just like
"Well.. no.. not like that"
Im laughing crying
youtube.com/shorts/mrmqR...
#econsky
The RL Agent says "i made big number! Exactly how you told me to. Ive made more GDP than the world and now operate in Space Bucks"
And im just like
"Well.. no.. not like that"
Im laughing crying
youtube.com/shorts/mrmqR...
#econsky
The RL Agent figured out how to game the environment...
Which I cant actually be mad about.. I wrote the evnironment, so its kind of on me.
This is kind of what I have 1/2
The RL Agent figured out how to game the environment...
Which I cant actually be mad about.. I wrote the evnironment, so its kind of on me.
This is kind of what I have 1/2
These are all discretionary trader features like RSI, ATR, EMAs etc.
Ive recently added more machine readable features, that actually do better. Will share when ive ran more experiments on them.
#econsky
These are all discretionary trader features like RSI, ATR, EMAs etc.
Ive recently added more machine readable features, that actually do better. Will share when ive ran more experiments on them.
#econsky
Will probably drop two of these states
I spent most of yesterday just generating different feature heatmaps, most features are just plain useless or the model "Kind Of" does on its own (Like EMAs)
#Econsky
Will probably drop two of these states
I spent most of yesterday just generating different feature heatmaps, most features are just plain useless or the model "Kind Of" does on its own (Like EMAs)
#Econsky
Mmm numbers... But important numbers.
I'll be able to prune completely cold features (like bIs_Doji)
Its interesting how a Doji means something to discretionary trader, but to the model its like "Oh nah useless"
Probably just adding noise at this point.
Mmm numbers... But important numbers.
I'll be able to prune completely cold features (like bIs_Doji)
Its interesting how a Doji means something to discretionary trader, but to the model its like "Oh nah useless"
Probably just adding noise at this point.
Expect to see... a lot of Heatmaps.
Currently coding feature bundles to give the models mathematical understanding of the data it has.
OHLC were only numbers until I gave maths on how to use those numbers for direction etc
Expect to see... a lot of Heatmaps.
Currently coding feature bundles to give the models mathematical understanding of the data it has.
OHLC were only numbers until I gave maths on how to use those numbers for direction etc