Has anyone played with Tensorflow to train it to just make positive returns from the market? I'm sure someone has done something with this -- but I think the one real way to make this effective would be to actually have a general AI that is capable of scanning news stories and then hacking into the phone system to listen to calls from the CEO, etc.
Just kidding about the last part -- but has anyone played around with machine learning and hooked it into an API?
I have not worked with Tensorflow, but I am currently building my own custom solution in GoLang. The concept is simple. Below is some code from the package I am working on
comp := make(map[int][]string)
targSym := "SPY"
tf := "daily"
allSyms := []string{"SPY", "QQQ"}
bbc := BollingerBandsConf{14, 2, 2}
mac := MaConf{200}
cf642 := CompareFloat64{tf, "monthly", "monthly", LowerBollingerBand, bbc, Close, nil, Dynamic, 0, 2}
cf644 := CompareFloat64{tf, "daily", "daily", SimpleMa, mac, Close, nil, GreaterThan, 0, 1}
ccc := CloseChangeConf{14, 1, 1.5}
cicd1 := CompareString{tf, "daily", deCloseChange, 1, ccc}
cicd2 := CompareString{tf, "daily", deCloseChange, 2, ccc}
cicd3 := CompareString{tf, "daily", deCloseChange, 3, ccc}
cicw1 := CompareString{tf, "weekly", deCloseChange, 2, ccc}
cicw2 := CompareString{tf, "weekly", deCloseChange, 2, ccc}
cicw3 := CompareString{tf, "weekly", deCloseChange, 2, ccc}
imc := IsMinConf{"low", 12}
cb := CompareBool{tf, "monthly", deIsMin, 3, imc}
// req defines which map elements are required for a backtest run
req := []int{0, 1}
comp[0] = []string{cf644.GetComponentDef()}
comp[1] = []string{cf642.GetComponentDef()}
comp[2] = []string{cb.GetComponentDef()}
comp[3] = []string{cicd1.GetComponentDef(), cicd2.GetComponentDef(), cicd3.GetComponentDef()}
comp[4] = []string{cicw1.GetComponentDef(), cicw2.GetComponentDef(), cicw3.GetComponentDef()}
Based on the code above, 32 combination permutations were generated with over 11,000 strategies created on the fly, tested and results logged. Also note that 3 different time frames are being used. On my laptop it took about 10 seconds to run. I love Go
fan27
