Data Mining Novel Chart Patterns With Python | Algorithmic Trading Strategy
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- Опубликовано: 1 июл 2024
- Using perceptually important points combined with unsupervised learning to find unique chart patterns for trading using python. We cluster the price structure patterns and select the high performing patterns using the martin ratio as an objective function. We perform a monte carlo permutation test to verify the results. We also perform a walkforward test.
This video has a detailed explanation of the perceptually important points algorithm.
Chart Pattern Algorithms: • 3 Must-Know Algorithms...
Patreon: / neurotrader
Links
Full Code: github.com/neurotrader888/Tec...
Martin Ratio: www.tangotools.com/ui/ui.htm
K-Means: en.wikipedia.org/wiki/K-means...
Silhouette: en.wikipedia.org/wiki/Silhoue...)
Citations
Chung, F.L., Fu, T.C., Luk, R., Ng, V., Flexible Time Series Pattern Matching Based on
Perceptually Important Points. In: Workshop on Learning from Temporal and Spatial Data
at IJCAI (2001) 1-7
Keogh, E., Lin, J., Truppel, W.: Clustering of Time Series Subsequences is Meaningless:
Implications for Previous and Future Research. Proc. of ICDM, (2003) 115-122
Fu, Tc., Chung, Fl., Luk, R., Ng, Cm. (2005). Preventing Meaningless Stock Time Series Pattern Discovery by Changing Perceptually Important Point Detection. In: Wang, L., Jin, Y. (eds) Fuzzy Systems and Knowledge Discovery. FSKD 2005. Lecture Notes in Computer Science(), vol 3613. Springer, Berlin, Heidelberg.
Peter Rousseeuw. Silhouettes: A graphical aid to the interpretation and validation of cluster analysis. J. Comput. Appl. Math., 20(1):53-65, November 1987.
The content covered on this channel is NOT to be considered as any financial or investment advice. Past results are not necessarily indicative of future results. This content is purely for education/entertainment.
Your skill, patience and academic rigour are greatly appreciated. Please continue making these videos; it's unbelievably helpful and educational.
Mate, I had developed something similar but very crude compared to this and was pretty happy with myself until I saw this. Wooh!! I need to get to work. This video is one of the best examples of how to think critically and systematically in quantitative finance. I raise my hat to you, sir! You are doing an awesome job!! Kudos!!
Applying selected patterns across various timeframes can enhance results significantly. For instance, identifying a pattern across both 1-hour and 1-day timeframes can act as an amplifier.
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Man, it's just a pity that very few people can even follow the basics of what you're sharing... Thank YOU, THANK YOU!
these videos are AMAZING!
This is an absolute goldmine, i love how its so well explained theoretically, that it is very applicable! Been learning coding for a while, and this is just blowing my mind in terms of both content and availability. Having a conclusion in the end of the video is very handy! Thank you fr your hard work!
I love your videos! You are an absolute Data Science Master! Absolute professional! Amazing Job! Thanks for sharing this information! You are the absolute best algorithmic trader I have seen so far!
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excellent video and channel overall, thanks! if you are looking for ideas, a method to determine the support and resistance zones which the highest probability of price making a meaningful reversion from would be very interesting. meaningful could be defined as a certain distance between the zones, e.g., a Fib or something like that.
I'll be doing a video about automated support resistance levels soon, it's next on my list after the one I'm working on now. So 2 weeks. Thanks for watching
Good job
I wish to apply hidden Markov chain to algorithmic trading
Great video. Have you tried extending this paper to n points? Thinking that if n=7 it might be able to see channels
The cluster center lines found for long and short (@13:05) are mirror images around the neutral axis and seems like you have pattern matched a Cosine curve as a wave function for the price change. So in your eyes, is it overfitting or a natural behaviour of the market?
Sir,what is the sequence for watching your videos
Let's scan the stock list. trend breakouts, shoulder head shoulder formation, flag formation. Can you talk about creating scans with Python?
Yes I can, multi-market indicators/scans I'll get around to eventually. I use the same idea of scanning/selecting in the crypto market. Finding the strongest trend or most likely to revert or ... in a universe of assets.
You can share using google colab. I look forward to the scans.
I was doing a project, and wanted to ask something, i am new to this, but have one idea for pattern recognition. (for flag, wedge, head and shoulder....). If free we can chat over the email.
🤗🤗🤗🤗🤗🤗
Please make video about ai trading before. Like this comment for support him.
I'll do some neural net content eventually. Probably a collection of videos.
@@neurotrader888 looking forward to it
You the best... please write my strategy for me so we make money together.....you coding knowledge and my trading strategy= loads of money