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.
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
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🎉.
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.
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?
I love the fact you explain everything in detail , Really disserve the Sub, keep it up
Very cool analysis! I might add this indicator to my ML predictive model.
Good job, getting rid of any form of serial correlation, when doing the scatterplot, thereby avoiding spurious findings!
You should look into an algorithm called sax, symbolic aggregate approximation
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.
I've done a little bit of work with order flow, but nothing rigorous. I'll check those books out, thanks!
Great video , what do you have planned for this channel in the future ?
Awesome
Great video
Would you mind if I created a TradingView indicator based on this? Attribution would be provided of course.
Thank you ✌️
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
I run my stuff on a AWS ec2 and linode. Linode is generally cheaper. I've never had an issue with either.
thank you 🤩🤩
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🎉.
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.
Mr. neurotrader, how can i use this in tradingview?
thanks! how i use this code?
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.
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?
@@DailyShorts-n2k you (or neurotrader) could create a discord channel to discuss and share further finding