ANN MACD (BTC)

Bitcoin / United States DollarCoinbase

Descrição

⋅ 2 de Out de 2019 22:07

Logic is correct.
But I prefer to say experimental because the sample set is narrow. (300 columns)

Let's start:

6 inputs : Volume Change , Bollinger Low Band chg. , Bollinger Mid Band chg., Bollinger Up Band chg. , RSI change , MACD histogram change.
1 output : Future bar change (Historical)
Training timeframe : 15 mins (Analysis TF > 4 hours (My opinion))
Learning cycles : 337
Training error: 0.009999

Input columns: 6
Output columns: 1
Excluded columns: 0

Grid

Training example rows: 301
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0

Network

Input nodes connected: 6

Hidden layer 1 nodes: 8
Hidden layer 2 nodes: 0
Hidden layer 3 nodes: 0

Output nodes: 1

Learning rate : 0.6 Momentum : 0.8

More info : tradingview.com/script/kPYANAD1-ANN-MACD-Future-Forecast-SPY-1D/

EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com/user-Noldo

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Comentários

rhanna

⋅ 3 de Out de 2019 11:43

thanks again for sharing! do we need to make changes to script if i want to use it for other assets like ETHUSD?

Noldo

⋅ 3 de Out de 2019 12:44

@rhanna, Only use with Bitcoin .

rhanna

⋅ 3 de Out de 2019 12:58

@Noldo, alright, thanks a lot

AltJams

⋅ 2 de Out de 2019 22:16

Thanks for sharing your ideas and code

Noldo

⋅ 2 de Out de 2019 22:22

@wroclai,
These are not big things as exaggerated, but basic things.
But if I did LSTM, I wouldn't share it :))

AltJams

⋅ 3 de Out de 2019 00:17

@Noldo, Interesting enough to publish? ;) Every nugget of knowledge helps someone. cheers

Noldo

⋅ 3 de Out de 2019 02:10

@wroclai, it's the most advanced in the field, but I haven't made a start right now.
This command is very good but the more data, the more success it means.
300 columns too low.
If I get comprehensive indicator data, I can make more successful updates.
Then I plan to move to LSTM.
Thank you for feedback ! (y)

yicheng001

⋅ 9 de Jan de 2020 12:50

How to change this to strategy?

Noldo

⋅ 15 de Out de 2019 20:37

A helpful tool for this script : tradingview.com/script/LWYomEww-BTC-FRACTAL-ANN-S-R-LEVELS-Fixed-ANN-MACD/

abhikvisha

⋅ 24 de Nov de 2019 08:06

@Noldo, hi, script is awesome.
i want to ask that this script works only in live market or offline too?

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