Has anyone used AI or ML, etc to optimize Renko Brick Sizes?
- Thread starter Cheesy
- Start date
Nice. Not many appreciate the power of optimization packages. Have you tried any other solvers/optimizers other than Excel's/Frontline's?
I only use the optimiser for asset allocation (and not pricing or stock picking). It's a calibration exercise. The standard solver is more than enough (but I add multiple prop constraints).
I saw a guy from Google's AI the other day who said that ML starts making sense above 10mil data points
Gotcha.
Lol ... well ... I'm sure ... it depends.
(Also, I'm sure there's some bias involved in making such a general statement. I figure ... this guy only works with 10 mil+ data points in his occupation.)
____________
"To a carpenter, everything is a nail."
Lol ... well ... I'm sure ... it depends.
(Also, I'm sure there's some bias involved in making such a general statement. I figure ... this guy only works with 10 mil+ data points in his occupation.)
____________
"To a carpenter, everything is a nail."
Gotcha.
Lol ... well ... I'm sure ... it depends.
(Also, I'm sure there's some bias involved in making such a general statement. I figure ... this guy only works with 10 mil+ data points in his occupation.)
____________
"To a carpenter, everything is a nail."
You're welcome.
I will have less than 10 Data points. So I trade an Algo on Renko Bars and I adjust the brick sizes manually by making it a percentage of its Daily ATR. But when I get an Odd number, like "7" I round it up to 8, but I also will round it to 6 if the chart looks like it will accommodate the strategy better. Lately, I have been running a chart with 6,7 and * brick sizes and I was wondering if there was a way to have AI learn what's best for the strategy and to start selecting whether or not a 6 Brick chart would be better than an 8 Brick chart.
So this prompted me to see if anyone has experimented with auto adjusting Brick sizes using some advanced programming techniques for discovery of the optimum Brick size.
So this prompted me to see if anyone has experimented with auto adjusting Brick sizes using some advanced programming techniques for discovery of the optimum Brick size.
I am not a programmer, but I understand the processes. How sophisticated can a Solver get? From my understanding, Neural Style Nets can uncover information you may not be able to detect using conventional methods.