OPEN-SOURCE SCRIPT
Machine Learning: LVQ-based Strategy
Actualizado
LVQ-based Strategy (FX and Crypto)
Description:
Learning Vector Quantization (LVQ) can be understood as a special case of an artificial neural network, more precisely, it applies a winner-take-all learning-based approach. It is based on prototype supervised learning classification task and trains its weights through a competitive learning algorithm.
Algorithm:
Initialize weights
Train for 1 to N number of epochs
- Select a training example
- Compute the winning vector
- Update the winning vector
Classify test sample
The LVQ algorithm offers a framework to test various indicators easily to see if they have got any *predictive value*. One can easily add cog, wpr and others.
Note: TradingViews's playback feature helps to see this strategy in action. The algo is tested with BTCUSD/1Hour.
Warning: This is a preliminary version! Signals ARE repainting.
***Warning***: Signals LARGELY depend on hyperparams (lrate and epochs).
Style tags: Trend Following, Trend Analysis
Asset class: Equities, Futures, ETFs, Currencies and Commodities
Dataset: FX Minutes/Hours+++/Days
Description:
Learning Vector Quantization (LVQ) can be understood as a special case of an artificial neural network, more precisely, it applies a winner-take-all learning-based approach. It is based on prototype supervised learning classification task and trains its weights through a competitive learning algorithm.
Algorithm:
Initialize weights
Train for 1 to N number of epochs
- Select a training example
- Compute the winning vector
- Update the winning vector
Classify test sample
The LVQ algorithm offers a framework to test various indicators easily to see if they have got any *predictive value*. One can easily add cog, wpr and others.
Note: TradingViews's playback feature helps to see this strategy in action. The algo is tested with BTCUSD/1Hour.
Warning: This is a preliminary version! Signals ARE repainting.
***Warning***: Signals LARGELY depend on hyperparams (lrate and epochs).
Style tags: Trend Following, Trend Analysis
Asset class: Equities, Futures, ETFs, Currencies and Commodities
Dataset: FX Minutes/Hours+++/Days
Notas de prensa
Minor fix.Notas de prensa
Minor edit.Notas de prensa
Added signal reversal. Some assets and TFs require inverting the signal. Mind this is the work in process.Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el autor de este script lo ha publicado en código abierto, permitiendo que otros traders puedan entenderlo y verificarlo. ¡Olé por el autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la reutilización de este código en la publicación se rige por las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.
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