Have you tried implementing and testing Order Flow Analysis and Auction Theory methods? I've heard that the books "Markets in Profile" and "Mind Over Markets" by James Dalton are good for it.
@neurotrader888
Жыл бұрын
I've done a little bit of work with order flow, but nothing rigorous. I'll check those books out, thanks!
@ziad3274
Жыл бұрын
I love the fact you explain everything in detail , Really disserve the Sub, keep it up
@BAWSMAAS
4 ай бұрын
Would you mind if I created a TradingView indicator based on this? Attribution would be provided of course.
@Sarunas-l3v
Жыл бұрын
Very cool analysis! I might add this indicator to my ML predictive model.
@sadface7457
Жыл бұрын
You should look into an algorithm called sax, symbolic aggregate approximation
@AlgoTrader0
Жыл бұрын
Can I reach out to you? I would love to share my findings and receive your feedback. I've trained a model that has produced incredibly promising results (out-of-sample performance, profit factor > 3.6, 70% win rate, with a risk/reward ratio of 2/3, and more). I trained the model using the top 50 cryptocurrencies (by volume on Binance) across various time frames, as well as daily stock data from S&P 500 stocks. Although the model's main purpose is crypto trading, I have also backtested it on some stocks (low time frame), and it has shown successful outcomes.
@MarcoCosta-ud4uu
Жыл бұрын
I'm intrigued. We should open a forum. Did you conduct other tests other than out of sample and how much out of sample data did you use to validate the model?
@CZiNTrPT
Жыл бұрын
@@MarcoCosta-ud4uu you (or neurotrader) could create a discord channel to discuss and share further finding
@benricher8771
4 ай бұрын
thanks! how i use this code?
@SliverHell
Жыл бұрын
Good job, getting rid of any form of serial correlation, when doing the scatterplot, thereby avoiding spurious findings!
@randomdude79404
Жыл бұрын
Great video , what do you have planned for this channel in the future ?
@donyxd3365
Жыл бұрын
Mr. neurotrader, how can i use this in tradingview?
@labangithiaka6542
Жыл бұрын
I subscribed due to the nice explanation. Ok I have a question, in trading view have you checked out the lorentzian classification model and how can I mimic the same in python in real time and backtesting. If you can do a video of it I would be very grateful🎉.
@neurotrader888
Жыл бұрын
I'm not familiar. I'll take a look. If the pinescript is open source and it is interesting enough I may make a video.
@MarcoCosta-ud4uu
Жыл бұрын
great idea and great analysis. I assume you have live systems, can I ask you where do you run them on and how? I briefly ran a system on python anrywhere which offers a free plan and decent cpu time using binance apis, but it wasn't realiable as after some days you manually have to load everything again (I assume they reset something to prevent ghosts programs in the free tiers from running forver). I was wondering given your experience if there are services that serves us better than others
@neurotrader888
Жыл бұрын
I run my stuff on a AWS ec2 and linode. Linode is generally cheaper. I've never had an issue with either.
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