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open source AI machine learning strategy

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  • algotrading
    started a topic open source AI machine learning strategy

    open source AI machine learning strategy

    I've been working on this AI strategy for a long time. This is the stripped down version, so it won't necessarily be profitable as-is, but it's a very powerful engine to build around.

    What it does is place a matrix of simulated trades for every stop/target combination within a range you define. If you set it to 50, the strategy will simultaneously place hundreds of "shadow probes" with S/T values of 1/1, 1/2, 1/3....... all the way to 49/50, 50/50 to find which stop/target value is most profitable at the current moment. Like I said, it probably won't be profitable out of the box, but if you know your particular market and some ninjascript you can tune it up and see some nice returns.

    You must run this on a 1-tick data series. If you want to access a different data series (e.g. check a moving average on a 5 minute time frame) you'll have to add a secondary series, which is super easy. I can post code for that too if you can't find it on the forums.

    The variables in the "control variables" region are the ones you can tweak to get different results.
    Attached Files
    Last edited by algotrading; 07-19-2018, 10:04 AM.

  • marcus345
    replied
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    Leave a comment:


  • algotrading
    replied
    Originally posted by johnnybegoode View Post
    What instruments would this strategy work?
    I tried 1 tick chart, on simulated, playback and strategy analyzer and it does not generate any trade.
    Sorry this is late, I didn't get a reply notification. This should work on any tick based contract. I wouldn't do any backtesting with strategy analyzer because it's very inaccurate with order fills and doesn't use level 2 data. Replay and real time are the best ways to test. If you're not getting trades, it might be because the entry logic only places a trade when the most profitable stop/target combo is > 0. You'll see this in an if statement in the Entry Logic region of the code. Place a print statement on ever tick to print out the maxNetProfitLong and maxNetProfitShort variables to see if they're getting over 0 during the time period you're testing.

    Leave a comment:


  • algotrading
    replied
    Originally posted by gbux11 View Post
    where do we insert the entry conditions
    Sorry this is late, I didn't get a reply notification. There's a region in the code called Entry Logic. You can replace or modify what's there.

    Leave a comment:


  • johnnybegoode
    replied
    What instruments would this strategy work?
    I tried 1 tick chart, on simulated, playback and strategy analyzer and it does not generate any trade.

    Leave a comment:


  • gbux11
    replied
    where do we insert the entry conditions

    Leave a comment:


  • mattsmith
    replied
    Good to know that you are into artificial intelligence for a long time. I wanted to know that is hp customer service using AI techniques to chat in real time with their customers ???

    Leave a comment:

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