Question about Pattern - Workshop7

Posted By: danatrader

Question about Pattern - Workshop7 - 05/30/20 09:09

Workshop7 does not work in reality.

So the question is, wouldn't it make sense instead of train on real data, do the train on the DETREND = SHUFFLE a 1000 times and then filter the PATTERNS afterwards on their succes on the real price curve?
That could significantly speed up development process, cause a humen does not need to be involved.

Since Zorro does not support it to verify my thought, I would need to somehow store the generated paaterns, e.g. copy to a new file.
Now if running the collected PATTERNS vs. the real price curve, how would I identify the succesful patterns?

It would definitly not work to test them one by one.
As far I see, the log does not offer any hint about the patterns used.

I tried Verbose = 7+DIAG;


First test show, there might be some validity to the thought.

@Zorro Team, is it possible to make the information of the optIF available per Pattern?

That would be probably something like a BruteForce PATTERN search.
Posted By: Petra

Re: Question about Pattern - Workshop7 - 05/31/20 09:42

When you train on SHUFFLE, it will generate completely random patterns - what is the use?
Posted By: danatrader

Re: Question about Pattern - Workshop7 - 05/31/20 09:50

Bruteforce, generate as many as possible.

Test against real curve.
Just like I normally would crack passwords.

Just thinking to reverse the process, as it is the same question for testing the statistical significance as JCL describes in the blackbook.
Running patterns against a random curve, it is the same basically, just the other way round.

Actually it is not completly random, since the random of SHUFFLE I assume is also limited, since it randomizes the previously known curve.
It is therefore only partly random.
Posted By: Petra

Re: Question about Pattern - Workshop7 - 05/31/20 09:59

I think it is not the same as the reversed process. If you generate random patterns and then test on a real curve, it will select the patterns that work with that curve. So you get curve fitted patterns that work only with that curve, not in live trading. Isnt that the opposite of what you want to do?
Posted By: danatrader

Re: Question about Pattern - Workshop7 - 05/31/20 11:41

Did you hear about rainbowtables?
That concept might be applied to trading too.

The thought was pointing into that direction.

Basically as I understand pattern search, it is not much different.
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