Gratis testen
RicardoSantos

Test - Gramian Angular Field

RicardoSantos  
Oscillators Trend Analysis Breadth Indicators experimental matrix corelation autocorrelation test
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oscillator trendanalysis breadthstudies experimental matrix corelation autocorrelation test
Experimental:
The Gramian Angular Field is usually used in machine learning for machine vision, it allows the encoding of data as a visual queue / matrix.
Versionshinweise: updated contrast following THE_REAL_BCT advise. corrected the missing volume option.
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https://github.com/ricardosantos79
https://trello.com/b/0PvVek8K/rs-pinescript-indicators

Kommentare

THE_REAL_BCT
Can't wait to see your version of cnn on TV :)
Not familiar with gram, but it looks like the definition of your polars will affect the "vision" of your algo - by defaut, it "sees" up to 2*pi then goes back around. If your src data moves by much more than that, it'll effectively scramble its vision, no?
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RicardoSantos THE_REAL_BCT
@THE_REAL_BCT, thats why the data is detrended bound to range (1, 0) before getting the polar, but i see what you meant, thanks for feedback.
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THE_REAL_BCT RicardoSantos
@RicardoSantos, ah you're right (as always?) - I've read too fast. That said you could use more of the 0-pi (or even 2pi since you have both sin & cos) range vs 0-1 perhaps. Gets you just a little extra juice out of that non-linearity... Not sure it matters a ton in the end through a cnn through.
Anyway, beautiful script again. Thanks for sharing!
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