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Ellie Sloss
204 posts

Ellie Sloss
@esloss
Healthcare Consultant | Data Science | Trading
Sacramento, California Katılım Aralık 2008
166 Takip Edilen99 Takipçiler
Ellie Sloss retweetledi

Let's do a GIVEAWAY for @fundingticks !
10x 25K pro+ accounts.
All you have to do is make sure you're following me, @fundingticks and Retweet this!
Also, if you use my code: JADE at checkout, you'll get 35% off your first purchase or 20% off if you're an existing user.
app.fundingticks.com/register?ref=J…
I'll select the winners 24 hours from now!

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@I_Am_The_ICT Same - it tastes like any other sea bug to me
Shrimp’s cheaper
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@I_Am_The_ICT All the best, Michael. Sending prayers and healing vibes your way for your aunt.
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@EliteOptions2 Nice!! 💪🏽 do you use your analysis and trading plan for options for the futures entry?
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I said I was going for the triple crown.. and I meant it.
$1M FX prop payout ✅
$1M Futures prop payout ✅
$1M Personal account payout 🔜
This will be the only post you'll see for a while from me.. and thinking about sharing once a quarter, or when I reach the goal so I don't feel pressured.
+$72.5K over the past 3 days.
Account started with $50K.


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@realweirdgene @I_Am_The_ICT @jadecap_ 6 figures?! Strong work all of you!
I’m happy just to be net positive this week! And that only happened because I sat out on all trades. 🤣
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@I_Am_The_ICT Makes total sense. I’m determined to keep at it, take notes for each video & am enjoying the learnings once I see them play out for myself in the charts. Thank you again❤️
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The 2025 Model In Simple Terms:
Determine a short term session\Day bias.
If Bullish - Seek Discount Arrays to enter on or after a short term swing low has been raided.
If Bearish - Seek Premium Arrays to enter on or after a short term swing high has been raided.
Frame intraday Price Runs from one Algorithmic Gap to an opposing Short Term Swing for Liquidity or Gap.
Macro times are optimal timing criteria but Price Runs inside the bias that began on a Macro can still be utilized.
Make a profitable execution and step aside for the day.
2% Risk per setup... one loss per day permitted.
That is it Folks... nothing complicated or too jarring.
Veteran students of mine see the simplicity... new Readers are probably not so impressed.
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@elonmusk Have a “only positive vibes” tab or filter - nothing remotely negative, only uplifting content
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Ellie Sloss retweetledi

“Q* is the ideal scenario - it represents the perfect knowledge of the best action to take in every possible state to achieve the highest reward.
Q-learning, on the other hand, is the method used to approximate Q*. It’s a learning process where the agent interacts with its environment, receives feedback in terms of rewards or penalties, and updates its Q-values based on that feedback.
In Q-learning, the agent initially has no knowledge of the environment and starts with arbitrary Q-values. It then updates these values based on the rewards it receives for its actions, using a formula that takes into account both immediate rewards and estimated future rewards.
Over time, through exploration and learning, the Q-values converge to Q*, giving the agent a map of the best actions to take in each state.
So, in summary, Q* is the ideal set of Q-values that define the best possible strategy, while Q-learning is the process through which an agent learns and approximates these Q-values based on experience and feedback
Or put another way, Q* would be the optimal set of choices to make in a specific game of chess and Q learning would’ve been the method by which those choices were discovered.”
~ GPT-4
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