Lorentzian Classification: Machine Learning Driven TradingView Indicator

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  • Опубликовано: 18 май 2024
  • ❤️ Patreon (w/ additional Lorentzian Features): / jdehorty
    📈 Indicator: www.tradingview.com/v/WhBzgfDu/
    📈 Backtest Adapter: www.tradingview.com/v/Pu38F2pB/
    Timestamps:
    0:00 Introduction
    1:15 Machine Learning Background
    2:01 Nearest Neighbors Intuition
    3:42 Distance Algorithm Visualization
    4:40 Analogy to Space-Time and General Relativity
    5:50 Comparison of Euclidean and Lorentzian Distances
    6:46 The Warping of Price-Time by Economic Calendar Events
    9:49 General Overview of Indicator Settings
    10:13 Feature Engineering Settings
    11:17 Filter Settings
    13:28 Kernel Settings
    14:49 Backtesting the Indicator with a Backtest Adapter
    16:26 Tips for Optimizing Backtest Results

Комментарии • 650

  • @justindehorty
    @justindehorty  Год назад +65

    For anyone interested in sharing settings, exchanging ideas, or discussing this indicator further, please feel free to join my Discord server:
    discord.gg/djXT5sAPfQ
    It also has other powerful Machine Learning based models there, which I have exposed through Discord Bots (similar to Midjourney).

    • @adavenport4471
      @adavenport4471 Год назад +3

      Great....Excellent Job

    • @deepalikamath2590
      @deepalikamath2590 Год назад

      joined

    • @centurionwilliams8765
      @centurionwilliams8765 Год назад

      How do you automate this indicator?

    • @centurionwilliams8765
      @centurionwilliams8765 Год назад +2

      Anyone know how to connect a broker and automate the trading when it gives buy and sell signals

    • @growthanalyst
      @growthanalyst Год назад

      @@centurionwilliams8765 I think that the author of this video is able to program such automation. @justindehorty

  • @jimmyjeetsalone
    @jimmyjeetsalone Год назад +164

    you built custom threejs renders with a state bound ui to showcase how your indicator works, what a legend

    • @justindehorty
      @justindehorty  Год назад +56

      I'm glad you appreciate it! Honestly, I had to go through the process of building a quality visualization tool to help wrap my own head around how/why it works.

    • @jorge1869
      @jorge1869 8 месяцев назад +1

      This guy is not human. What a crack!. Respect

    • @Videocomiqs
      @Videocomiqs 3 месяца назад

      ​@@justindehorty I actually wanna share a very brilliant idea with you.

  • @tachiiderp
    @tachiiderp Год назад +14

    cant believe this is free content. the internet is a beautiful place, and you're a piece of art within it

  • @gandalfearth5336
    @gandalfearth5336 Год назад +14

    Huge work, Justin. Thanks a lot for explaining in TV and support here with this video and sharing free with the community. You rock!!!

  • @marcellodistefano13
    @marcellodistefano13 Год назад +197

    Very impressive Justin! I love your intellectual curiosity and more importantly your willingness to share such knowledge with your fellow traders... Truly appreciate you!

    • @justindehorty
      @justindehorty  Год назад +14

      Hi Marcello, thanks for the kind words.

    • @tonytr12
      @tonytr12 19 дней назад

      @@justindehorty Seems like a really great indicator . Does the Lorentzian indicator repaint ???

  • @aniellopellegrino5961
    @aniellopellegrino5961 Год назад +28

    just a comment to write thank you. You work is awesome, brilliant algo, brilliant logic and you were kind enough to share it with us. Very nice person

  • @lsdmthc1159
    @lsdmthc1159 Год назад +4

    This is absolutely amazing! Phenomenal work Justin! You went to great lengths to produce this video and it is once of the best videos out there. I appreciate you sharing this video for the world to see.

  • @Ixygen
    @Ixygen Год назад +13

    Really amazing! Impressed by your intelligence and I can tell that you have a genuine interest in this. You will get far. Thanks for sharing this, much appreciated.

  • @charlesstewart9078
    @charlesstewart9078 3 месяца назад +4

    Justin, this is beautiful breakdown of a very complex topic. Thanks for being so interested in helping the rest of us that do no have your capacity, Charles

  • @strongforce8466
    @strongforce8466 Год назад +5

    Very impressive stuff ! Saw your comment on a video and I'm glad I did thanks your indicator rocks I actually had randomly stumbled on it in TV

  • @MrRahul15937
    @MrRahul15937 Год назад +6

    I don't have even words to say.
    You are incredible, and showing us a new of thinking as well...

  • @chrismontero8301
    @chrismontero8301 Год назад +9

    Got to give you props bro GREAT indicator. Can’t wait to see what you come up with next.🎉

  • @MissIt2
    @MissIt2 11 месяцев назад +4

    I hope you know you're appreciated by a lot of people for giving this kind of free education

  • @jessicablack-ei5ot
    @jessicablack-ei5ot Год назад +4

    This is incredible, Justin! It's amazing that you created this concept and even more amazing that you provided it open source for free. It works better than paid indicators. I am joining your Patreon!

  • @greentrees5500
    @greentrees5500 Год назад +3

    Thank you so much. I think you will be remembered forever by trading community.

  • @Darkhirocl
    @Darkhirocl Год назад +4

    Thank you very much Justin for the new info, I really liked the explanation of the algorithms, super clear and didactic. Good job!!

  • @JPy90
    @JPy90 Год назад +4

    Verdaderamente inspirador con la simpleza que explicas cosas tan complicadas! Te mando mi aprecio!

  • @sunchimoonchi
    @sunchimoonchi Год назад +3

    Justin. This is really better than most indicators out there. Plus Machine learning??? Rite on point brother. Subscribed

  • @glenwilkinson2154
    @glenwilkinson2154 Год назад +10

    Quite a fascinating concept and an impressive feat of coding! Thanks for all the hard work. I'm going to have to look into this further.

  • @readingcradle2grave
    @readingcradle2grave Год назад +2

    Just started to use this, the best indicator out there!!!!

  • @NRIPL-rt5pw
    @NRIPL-rt5pw 10 месяцев назад

    Justin, thank you for sharing. Scary and humbling how brilliant a select few are.

  • @muhammadtaufiq2058
    @muhammadtaufiq2058 Год назад +1

    thank you & bless you justin, your indicator really help get my analysis an edge 🙏

  • @mateuszwisnios8266
    @mateuszwisnios8266 Год назад +2

    big thanks for making this model available !

  • @MichaelHoughton_
    @MichaelHoughton_ Год назад +1

    hey Justin , very excited about all this! So excited to play around and backtest the indicator. thanks

  • @dingdong1519
    @dingdong1519 Год назад +2

    Some of it goes over my head but it is fantastic! Thank you for educating and sharing your knowledge.

  • @jimstoeckel179
    @jimstoeckel179 Год назад

    Thanks for posting and doing this work! I'll be testing this Indicator next week for sure. I look forward to joining your patreon.

  • @thealgotrader212
    @thealgotrader212 Год назад +5

    Good work Justin! I applaud your ingenuity and contribution in this ever exciting field of ML.

  • @juanguirao
    @juanguirao 11 месяцев назад

    Excellent work Justin. Thanks for sharing your knowledge!

  • @tbo2120
    @tbo2120 Год назад

    Just used this to trade. LOVE IT! Greeeeeeen. Thank you friend.

  • @jayson1270
    @jayson1270 4 месяца назад

    Most underrated video on YT. Thanks for your efforts.

  • @Ghosted760
    @Ghosted760 Год назад +1

    Thank you Justin, great job on this.

  • @Based_Sir887
    @Based_Sir887 Год назад +2

    I have been trading for awhile now & the accuracy & win rate of the signals for SPX 5min time frame is jaw dropping! Amazing work here, I might throw this into my current strategy as another part of my thesis before I enter. Thanks so much!

  • @plewek2214
    @plewek2214 Год назад +1

    What a legend. So much knowledge fo free❤

  • @sevencampbell
    @sevencampbell Год назад +2

    Thank you Justin for the video - great indicator

  • @ryancahill5499
    @ryancahill5499 Год назад +8

    Not sure I understood half of that and definitely going to re-watch but regardless, incredible work here man. Not only made a very impressive looking indicator but also took the time to explain the theory and teach how to use it. Kudos 🤝

  • @TheJackBaker
    @TheJackBaker Год назад

    I loved this explanation, it is a lecture on machine learning for the rest of us.

  • @weiwenzhao1491
    @weiwenzhao1491 Год назад

    Thank you Justin for sharing this! Looking forward to see more from you!

  • @SocialNetArchitecks
    @SocialNetArchitecks Год назад +4

    Trading will never be the same! Thank you!

  • @MrLunary
    @MrLunary Год назад +1

    Wow, blown away by the content and the similarities that your presented. Keep it up my man!

  • @michaelwolk644
    @michaelwolk644 11 месяцев назад +1

    Thank you for sharing your indicators.

  • @MaxTyco
    @MaxTyco Месяц назад +1

    I had no idea what any of this was beforehand, and frankly I still don't, but do get the concept thanks to your brilliant explanation. Amazing.

  • @abuhussain2116
    @abuhussain2116 3 месяца назад

    Good day Justin. Your intellectual works are unique and amazing. Thanks for your contributions and sharing.

  • @maxkelter3561
    @maxkelter3561 Год назад +2

    I really like the tables feature on this indicator. Very helpful - thanks.

  • @bigdaddydraco
    @bigdaddydraco Год назад +2

    love you bro you help a lot of people in trading community.

  • @cutcokarim9451
    @cutcokarim9451 20 дней назад

    Brilliant! Can't sing your praises enough for creating and sharing this indicator, and for taking your valuable time to explain it at such lengths. MAHALO

  • @webventures
    @webventures 11 месяцев назад +1

    Thank you very much for this excellent, trustworthy indicator. 🙂

  • @kris611
    @kris611 2 месяца назад +1

    nothing short of amazing 👏

  • @learntomakecashfast
    @learntomakecashfast 9 месяцев назад

    Excellent work.Thank you for your kindness.

  • @elderlima9050
    @elderlima9050 Год назад

    I hope to see more of your brilliant work!

  • @sanstitre2058
    @sanstitre2058 Год назад

    You are amazing, the backtest addon it is really what i was looking for when i found the initial indicator. I will play with it and have fun

  • @Rodrigo-tk2fm
    @Rodrigo-tk2fm Год назад +2

    Thank you so much for this!

  • @SatyamRaina
    @SatyamRaina 11 месяцев назад +1

    Very impressive brother, I'm keen to learn more about this to understand. Great job

  • @mradjamesable
    @mradjamesable Месяц назад

    Great indicator and appreciate your video and your efforts/creation 😀

  • @Yaydel
    @Yaydel Год назад +2

    Thank you for explaining the settings and this is a real game changer.

  • @pr0xytv942
    @pr0xytv942 Год назад +10

    Absolutely Awesome. I feel like im on the cutting edge of automated trading and this indicator combined with your very helpful video on how to configure it has given me lots of confidence! Thanks for all of your hard work!

    • @jasonryals2560
      @jasonryals2560 Год назад +1

      I’m currently working on the same project Automating my trades

    • @baufikreativ4388
      @baufikreativ4388 Год назад

      @@jasonryals2560 is there any news about this? I also connected the indicator to exchange via API, but there are some issues to be cleared. Does it already work for you?

    • @pr0xytv942
      @pr0xytv942 Год назад

      Finally learned enough about pinescript too.
      Now i can use any strategy I want and send the signals to my bots!
      Later today ill be testing out this indicator 😎

  • @yourstankfully3354
    @yourstankfully3354 Год назад +2

    Hi justin awesome work! Appreciate your time and effort. And thank you for making it open source and available to all

  • @mhynes85
    @mhynes85 Год назад +3

    Appreciate your hard work and sharing with us!

  • @extraplaceschannel
    @extraplaceschannel Год назад +1

    Brilliant indicator - thanks Justin

  • @FSK18Booksde
    @FSK18Booksde Год назад +2

    Damn !!!! You are a pure Genius

  • @DavidHeyManS
    @DavidHeyManS Год назад +5

    Cool stuff! Thank you for explaining and creating this amazing indicator!

  • @anti9to5club
    @anti9to5club Год назад +1

    Great work Justin!

  • @bonoxchampion3820
    @bonoxchampion3820 Год назад +51

    Dear Justin, I have been exploring indicators for a few years now to find the right one to automate. And this is beyond impressive for what I have seen. Thank you so much from Australia!

    • @yashronaldo30
      @yashronaldo30 Год назад +4

      Hey, would you mind sharing some insights on what settings worked well for you?
      I am also trying to automate, but I am fairly young and new to this space.

    • @stevencameron605
      @stevencameron605 Год назад +1

      Did you automate?

    • @yashronaldo30
      @yashronaldo30 Год назад +1

      @@stevencameron605 Yes, there are many. I am using WickHunter for Bitcoin and I would recommend it!

    • @herveboinay4922
      @herveboinay4922 Год назад +1

      ​@@yashronaldo30 These are the settings that work for me and give me the best results on a 1-minute chart but YMMV and this is not financial advice, proceed with care and always use paper-trading with fake money until you feel confident enough to trade your hard-earned cash:
      Source: close, neighbors count: 1, max bars back: 9000 (this is for testing only while tweaking your settings, put it back to the default 2000 or even less when you're happy with your settings otherwise it will eat a lot of server power and performance will be impacted), color compression: default (1).
      Feature engineering: I leave all these at default values for the moment but will probably explore further at a later time.
      Filters: all disabled.
      Kernel settings: check 'trade with kernel' if you want to trade with... well, kernel and change regression level to 21, enhance kernel smoothing lag: enabled, 1. If you want to trade with buy and sell signals only, disable 'trade with kernel' and change regression level to 1 (this is for scalping which I do a lot, increase this value if you want less trades).
      Display and style settings are up to you.
      Hope this helps.

    • @w47w
      @w47w 5 месяцев назад

      You can forget the approach, why?
      ...which settings worked well for you?....
      You have to learn when to use which system! We have tested thousands of EA and the smallest parameter changes at the right time are crucial! A system works very well, the behaviour of the market changes and it produces losses that make it crack.
      95% of traders don't even understand how the indicator works and, above all, at what point it fails! Exactly when it starts to fail is decisive for the system. Then another system must be used that works better and is suitable at that time.
      The best programmers have not yet managed to programme such dynamic models completely. What a person can take in once on the chart and subconsciously immediately see what is going on through many years of experience of 1000s of hours is still beyond computer models at present.
      Top trader intuition and what self-developed indicators and mental algos are, is still in a different league! We had a meeting 30 years ago
      meeting with a leading company in AI. 25% of our trading approach was already pushing the boundaries! What has changed today, NOTHING!
      On the contrary, today's much larger and faster data volumes mean that there are now even more problems processing them! Response times have become extremely short.
      But we are only talking about one thing that we trade and not 10-14!
      You have to learn to filter the most important data that is relevant and use it to make trading decisions.
      You can already see what happens with the AI approach with 3 indicators! You have to use probability calculations and filter where it makes sense to limit the data. What you see in the overall picture of a chart as a person is the psychological state of the market participants in the price! That's what my first mentor told me. I only really understood it later after I did the NLP Master training.
      One trend reversal alone is already 5 phases that have an effect. Whereby the downward trend reversal is different to an upward trend reversal! The trend phases are built up in 4 phases, and the behaviour of the downward trend is also completely different! But most of the money is sunk in the reversal phases! So 18 phases that you can work on mentally to be a top trader, or rather they are the under radar traders as Raschke says and put everything in the shade!
      Such types are born autodidacts and also partial or full autists!
      They have the charts all memorised in their heads in every phase with all chart features including indicators! What others spend 20000 hours learning hard, they do in one day!
      Get more involved with the brain and how it works faster and better than with algo programming! These guys do the Harvard test where Harvard students need 40 seconds and Gates 20 seconds in 7-15 seconds! Their emotional IQ, which is much more meaningful than normal IQ, is between 190-210!
      Statement from the guys, who is so stupid and programmes algos that only work in some areas! If it were feasible to programme it in all its phases, they would have done it long ago! That's why you have approximation models like in the video and the rest is a matter for the brain to learn!
      The very good approximation model with AI in the video he shows already has the right indication for analysing where the market stands.

  • @Javier79ism
    @Javier79ism 4 месяца назад

    Default settings is giving me insane good signals. Will go live next week with it

  • @deepalikamath2590
    @deepalikamath2590 Год назад

    very useful explanation and helping us avoid losses

  • @asda765das786d87asd
    @asda765das786d87asd Месяц назад

    amazing work respect

  • @agracian1
    @agracian1 Год назад +3

    Hi Justin, I'm also very impressed! Well done. Clever use of the Lorentz Transform. . Alex

  • @SINISTER-Creations
    @SINISTER-Creations Год назад +1

    Bro, mind blowing 🤯

  • @sweatybird
    @sweatybird 6 месяцев назад

    i admire people like you who born to change the world👍👍

  • @PedroPetinga13
    @PedroPetinga13 Год назад +2

    Thank you for your work , Big hello from lisbon portugal

  • @kerrymarshall2071
    @kerrymarshall2071 Год назад +2

    Amazing Justin this of coarse is the future I just subscribed Please continue with this direction

  • @gkr8147
    @gkr8147 Год назад +2

    wonderful mate.. your karma of generosity and good deeds.. will pay you and your family in abundance..GOB bless you more and more🙂

  • @cryptogvwd3340
    @cryptogvwd3340 Год назад +1

    You made and impressive indicator 🔥🔥🔥

  • @sandyrindal
    @sandyrindal Год назад +2

    Simply awesome!!!

  • @intonumbers
    @intonumbers Год назад

    that's truly amazing, thx 4 sharing !!!

  • @yasmanyrivero
    @yasmanyrivero Год назад +1

    Thanks, you are the best. Keep doing!

  • @user-ye6ot1zq9w
    @user-ye6ot1zq9w 5 месяцев назад

    Lol I'm late to the party! But been seeing all these Machine Learning videos on RUclips for your indicators! These are awesome! Whole other level! ❤ thanks for all the work you do and share. Excited to see how far this goes! 😊

  • @zyqxd
    @zyqxd Год назад

    Sir this is amazing. Thank you for your work and explanation around lorentzian and euclidean space.

  • @krisdavant5813
    @krisdavant5813 Год назад

    Omg you are amazing. Thank you for sharing. Thank you for the indicator

  • @XploitDaPoor
    @XploitDaPoor 9 месяцев назад +2

    Hi Justin, as an older fellow, I am impressed with your "questions" of the world around you. As questions are the measure of intelligence not the answers. Granted, there are answers here your video, but, I bet you asked many questions to come up with this stuff. Thank you. I have never even come close to trusting any indicator on a 1m timeframe, but this looks very good.
    Quick question, why Heiken-Ashi over regular candlesticks? if that question requires too much thought, or is too complicated, to answer here in this medium, I understand. Your "winrate" stats go from like 60% to 90% in Heiken-Ashi. I can read a regular candlestick pattern, which I used yesterday and won five straight trades. This video here enhanced my setup on TradingView, so thank you!

  • @gialuquin88XD
    @gialuquin88XD Год назад +3

    I gotta admit, you got me to cry once I realized what were you trying to say.
    I got emotional, just catching a way of thinking like that. It's gorgeous men, thanks, thanks for sharing.
    I will go and tweak and have fun with your Algo

  • @zerotohero8993
    @zerotohero8993 Год назад +12

    Wow. This seems to be a genius indicator. I will try it out. If you ever find better settings for both long- and short term trading please let us know in a nice video. Great Work!

  • @leopolddelassence5224
    @leopolddelassence5224 Год назад

    Really impressive sir, really good job

  • @changaaleikum2954
    @changaaleikum2954 Год назад +1

    amazing work. thank you very much.

  • @ElifCarlos
    @ElifCarlos Год назад +21

    Dear Justin,
    I wanted to take a moment to express my heartfelt gratitude to you for sharing your amazing work.
    Your generosity in sharing such valuable insights is truly commendable.
    The indicator you provided has been incredibly helpful in my trading endeavors.
    It has enhanced my decision-making process and significantly improved my overall results.
    I am genuinely grateful for the time and effort you put into developing and sharing this indicator with the trading community.
    Your willingness to share your knowledge and expertise is inspiring, and it has made a positive impact on my trading journey.
    Once again, thank you from the bottom of my heart for your exceptional contribution.
    Your dedication to helping others succeed is truly admirable, and I am privileged to have come across your video.
    Wishing you continued success in all your endeavors.

  • @bharatvmmc
    @bharatvmmc Месяц назад

    I loved it !! Thanks.

  • @baoliang1698
    @baoliang1698 Год назад +5

    Hello Justin !
    I Can't believed . Your indicator work really well and it got better day by day . I tested to trade with your indicator and it help me x2 my account . It's insane .
    Thank you so much for your amazing indicator !
    Keep up your great work Brother !

    • @ajaykumarreddy9224
      @ajaykumarreddy9224 26 дней назад

      hello! i have been learning and testing trading strategies and quite not helpful and I came across this indicator on Tradingview and planning to use this in my trading, i read your comment and thought I could ask you about your experience with this indicator, I see your comment is a year old, are you still using this indicator? if so, how is it working for you so far? thank you.

  • @dcanbazlar
    @dcanbazlar Год назад

    It's a really great video, more to come

  • @pawit181
    @pawit181 Год назад

    Thank for sharing this knowledge

  • @dominikgeorgelitvinov3626
    @dominikgeorgelitvinov3626 Год назад +1

    Thanks Justin you are amazing!

  • @jcantonelli1
    @jcantonelli1 Год назад

    Great work, and thanks for this video!

  • @xkwantified
    @xkwantified Год назад +2

    Incredibly useful indicator, awesome! KUTGW👍!!

  • @mortem3147
    @mortem3147 Год назад +2

    Amazing video. I see you will have great future in youtube and out of it. Thank you

  • @brendan7258
    @brendan7258 Год назад +2

    This is a fantastic video. Thanks so much for doing this.

  • @alexichio
    @alexichio Год назад +1

    love your indicator broo👍👍👍👍

  • @abdullahalmasud236
    @abdullahalmasud236 8 месяцев назад +1

    You are a Genius Man 👍 All you need is to filter the ranging market

  • @snackgang2976
    @snackgang2976 Год назад +2

    this is up there i don;t trade without it

  • @MentorMe
    @MentorMe Год назад +5

    Can you provide instructions for setting up alerts?

  • @amauryramos6694
    @amauryramos6694 6 месяцев назад

    You are a genius thanks for sharing your impressive knowledge

  • @user-ye6ot1zq9w
    @user-ye6ot1zq9w 5 месяцев назад

    Wow! I can't believe I've wasted so much money on signals and indicators! :( your amazing! Got a great personality and fun to listen to! And your indicators!? It's almost sorcery! Lol but seriously, I've sent hours trying to understand the frame work to these machine learning algos. YOU EXPLAINED IT PERFECTLY! Needless to say, you have a new fan! Got lots to check out now! Excited! THANK YOU!

  • @richardalexander2814
    @richardalexander2814 11 месяцев назад

    Justin, thank you, you are a legend !!!!! I reckon I've been down 2000 rabbit holes with indicators looking for gold and most of time its fools gold and you've wrapped this up with intelligence, beyond skill and straightforward common sense. Mate I can't thank you enough its changed my would ! 👏👏👏 see you over on discord. Next stop bot algorithm ! If come to australia I'll buy you a beer, actually I'll fly you here hahahaha thanks mate !!!