Experimental and incomplete.
Script is open to development and will be developed.
This is just version 1.0
This script is trained according to the open, close, high and low values of the bars.
It is tried to predict the future values of opening, closing, high and low values.
A few simple codes were used to correlate expectation with current values. (You can see between line 129 - 159 )
Therefore, they are all individually trained.
You can see in functions.
The average training error of each variable is less than 0.011.
This script is designed for experimental use on S & P 500 and connected instruments only on 1-day bars.
The Plotcandle function is inspired by the following script of alexgrover :
Since we estimate the next values, our error rates should be much lower for all values. This is just first version to show logic.
I will continue to look for other variables to reach average error = 0.001 - 0.005 for each status.
Feel free to use and improve , this is open-source.
진정한 TradingView의 정신에 따라, 이 스크립트의 작성자는 스크립트를 오픈소스로 게시했기에 거래자들이 이해하고 확인할 수 있습니다. 작가님께 건배! 스크립트를 무료로 사용할 수 있지만, 게시물에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 당신은 스크립트를 차트에 사용하기 위해 그것을 즐겨찾기 할 수 있습니다.
A backtest should be done by taking averages from biased prices and creating a strategy accordingly.
Well if want to predict the next price e.g. open(-1) from the series till today.
Now i want to backtest an algorithm which can do this, it would be great to have access to open(-1) at least for the values in the past.
Of course i also can do it for open(1) using everything before open(2).