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Noldo
Jan 7, 2020 6:07 PM

ANN Next Coming Candlestick Forecast SPX 1D v1.0 

CME:SP1!

描述

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WARNING:

Experimental and incomplete.

Script is open to development and will be developed.

This is just version 1.0

STRUCTURE

This script is trained according to the open, close, high and low values ​​of the bars.

It is tried to predict the future values ​​of opening, closing, high and low values.

A few simple codes were used to correlate expectation with current values. (You can see between line 129 - 159 )

Therefore, they are all individually trained.
You can see in functions.

The average training error of each variable is less than 0.011.

NOTE :

This script is designed for experimental use on S & P 500 and connected instruments only on 1-day bars.

The Plotcandle function is inspired by the following script of alexgrover :

tradingview.com/script/xfcTTyOQ-Function-To-Candles-Another-way-to-see-indicators/


Since we estimate the next values, our error rates should be much lower for all candlestick values. This is just first version to show logic.


I will continue to look for other variables to reach average error = 0.001 - 0.005 for each candlestick status.

Feel free to use and improve , this is open-source.

Best regards.

版本注释

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Codes simplified and text dates corrected.
Candlestick AnalysisannhighLOWopencloseforecastfutureAI
评论
kiranraor
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You said next coming candle. but it plots current candle only. How to use it???
msY
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Can you add a resolution? Thank you.
altustro
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Is there a way to access the future value for backtesting like open (-1)
?
Noldo
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@altustro,
A backtest should be done by taking averages from biased prices and creating a strategy accordingly.
altustro
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@Noldo,
Well if want to predict the next price e.g. open(-1) from the series till today.
Now i want to backtest an algorithm which can do this, it would be great to have access to open(-1) at least for the values in the past.
Of course i also can do it for open(1) using everything before open(2).
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