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Question about Pattern - Workshop7 #480289
05/30/20 09:09
05/30/20 09:09
Joined: Mar 2019
Posts: 357
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danatrader Offline OP
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danatrader  Offline OP
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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.

Last edited by danatrader; 05/30/20 09:12.
Re: Question about Pattern - Workshop7 [Re: danatrader] #480308
05/31/20 09:42
05/31/20 09:42
Joined: Apr 2008
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Petra Offline
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Petra  Offline
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When you train on SHUFFLE, it will generate completely random patterns - what is the use?

Re: Question about Pattern - Workshop7 [Re: danatrader] #480310
05/31/20 09:50
05/31/20 09:50
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danatrader Offline OP
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danatrader  Offline OP
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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.

Last edited by danatrader; 05/31/20 09:53.
Re: Question about Pattern - Workshop7 [Re: danatrader] #480312
05/31/20 09:59
05/31/20 09:59
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Petra Offline
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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?

Re: Question about Pattern - Workshop7 [Re: danatrader] #480316
05/31/20 11:41
05/31/20 11:41
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danatrader Offline OP
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danatrader  Offline OP
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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.

Last edited by danatrader; 05/31/20 11:46.

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