This is an implementation of an Artificial Neural Network (ANN) in pine. I made this as part of a bigger project and should be considered more as a proof of concept than a fully working indicator.
It was trained by a different program, using 3 years of bitcoin history. It's a 4 layer ANN that takes the percentual difference of the last few days as input. It was randomly generated (that's why the input is a bit funny :) ) and translated to pine.
It seems to be much better at trends and pump/dumps, because it keeps switching during sideways, so perhaps with a sideways indicator this could actually prove useful. In the chart above, I drew how you would trade with this indicator. Every red square is a short, every green square is a long.
The aqua plot line is the actual prediction. If this is above 0, the background is drawn green and the indicator is bullish. Otherwise, the background is drawn red and the indicator is bearish.
Any and all question can be asked by PM'ing me or emailing me at masterflappie@gmail.com
@sirolf2009 Thank you. Interesting indicator.
1) It repaints the current candle. Do you take action on candle close?
2) How do you suggest to take away the choppiness during sideways periods?
Thank you in advance!
@sirolf2009, hey i'm kind of new to pine script and I was looking at the source code. I noticed that it really comes down to l3_0 compared to the threshold. I see that there is a default value of 0.0014 with a step of 0.0001. Where does 0.0014 come from? What are the dependencies and when would we step up or down? Thanks, I really appreciate any help!
pookNast
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Wow, so glad I found this, it is glorious! Very much appreciated@sirolf2009,
I think what would really take this 'Strategy Version' to level II would be by integrating 'alerts' with the signals!
Keep up the good work, cheers!
Kivilcimli
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@sirolf2009, hello. how can add alert for this indikator?
aravind.chakravarthy
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does the indis repaint ??
sjoerdbuurman
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Hi, what is the loss-function you used? I'm currenctly testing some stacked LSTM layers.
@sirolf2009 Thank you. Interesting indicator.
1) It repaints the current candle. Do you take action on candle close?
2) How do you suggest to take away the choppiness during sideways periods?
Thank you in advance!