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check out how to use unsupervised Machine learning for trading (cryptocurrency) in this udemy course. https://www.udemy.com/course/cryptocurrency-trading-using-machine-learning-with-r/?couponCode=CRYPTO2019_BTCDIS

Answering your questions. 1- Is just a set of rules? Not really. In machine learning, you go from independent variables to dependent variables. Meaning your machine learning model tries to predict the dependent variable by using a set of independent variables. So those were not rules, but they...

This is a good way to go about it.

This trading week is ending on the positive side with the equity curve growing and the trade statistics remaining unchanged. Super happy about that. Looking forward to next week. 15000 cum net profit on a USD 4500 account.

Thanks for the suggestion of the caret package. In this strategy here, I only focus on predicting the next day's price direction and not the asset price itself. In other words whether the candle will be bullish or bearish, and then take an entry consequently.

2016. Agree the more data, the better. But a strategy of 6 to 7 years of data can surprisingly deliver good results on unseen data/live trading.

In the past posts, I have mainly been talking about automated trading strategies based on simple logic, rule-based and technical analysis driven. In this post I want to share how we can use machine learning algorithms, particularly those that are suited for classification problems to predict the...

There are free resources on the net. Just type hidden markov model in R in google and you will find plenty of helpful resources.

I used remote desktop of google chrome or some other remote connection software to check that the strategy is doing what it is supposed to. So far all good.

It is a day trading strategy. 1 to 3 orders per day.

NinjaTrader Brokerage

Sharpe ratio of 0.88. For the drawdown, it can be minimized if I start with a larger capital, say 10 000 usd for example. then you only have about 30% drawdown. That's another way to look at it. But I have done a lot of digging and work to bring it to that level.

Hi Everyone, so was thinking of sharing here the results on a weekly or biweekly basis of a strategy that I have developed on crude oil , backtested and deployed using NinjaTrader. The strategy is trend following and mean reversion combined in one. I started trading since May with a starting...

Kinda doing it already, but just managing 60 k as a pilot for this year.

No I have not. The machine learning algorithm I used is the markov model.

I understand you guys. I have to say that overfitting is trap that one can easily fall into. I indeed fitted a more than 2 states markov model algorithm to the 2 years of daily market data. Now the equity curve I am showing you is assuming I was making daily trades knowing the output of the...

Technical analysis is frequently used as a somewhat good way to design trading strategies provided one has done a serious backtesting, does not fall into the overfitting trap, knows the probabilities well and sticks to the odds. I decided to investigate the combination of technical analysis and...