Lorentzian Classification: Machine Learning Driven TradingView Indicator
Вставка
- Опубліковано 6 тра 2024
- ❤️ Patreon (w/ additional Lorentzian Features): / jdehorty
📈 Indicator: www.tradingview.com/v/WhBzgfDu/
📈 Backtest Adapter: www.tradingview.com/v/Pu38F2pB/
Timestamps:
0:00 Introduction
1:15 Machine Learning Background
2:01 Nearest Neighbors Intuition
3:42 Distance Algorithm Visualization
4:40 Analogy to Space-Time and General Relativity
5:50 Comparison of Euclidean and Lorentzian Distances
6:46 The Warping of Price-Time by Economic Calendar Events
9:49 General Overview of Indicator Settings
10:13 Feature Engineering Settings
11:17 Filter Settings
13:28 Kernel Settings
14:49 Backtesting the Indicator with a Backtest Adapter
16:26 Tips for Optimizing Backtest Results
For anyone interested in sharing settings, exchanging ideas, or discussing this indicator further, please feel free to join my Discord server:
discord.gg/djXT5sAPfQ
It also has other powerful Machine Learning based models there, which I have exposed through Discord Bots (similar to Midjourney).
Great....Excellent Job
joined
How do you automate this indicator?
Anyone know how to connect a broker and automate the trading when it gives buy and sell signals
@@centurionwilliams8765 I think that the author of this video is able to program such automation. @justindehorty
you built custom threejs renders with a state bound ui to showcase how your indicator works, what a legend
I'm glad you appreciate it! Honestly, I had to go through the process of building a quality visualization tool to help wrap my own head around how/why it works.
This guy is not human. What a crack!. Respect
@@justindehorty I actually wanna share a very brilliant idea with you.
cant believe this is free content. the internet is a beautiful place, and you're a piece of art within it
Very impressive Justin! I love your intellectual curiosity and more importantly your willingness to share such knowledge with your fellow traders... Truly appreciate you!
Hi Marcello, thanks for the kind words.
@@justindehorty Seems like a really great indicator . Does the Lorentzian indicator repaint ???
Huge work, Justin. Thanks a lot for explaining in TV and support here with this video and sharing free with the community. You rock!!!
Incredible! You taught Quantum Mechanics then descended down to TV! 😂 Never thought daytraders need be Intellectual as you! Nice One!
This is absolutely amazing! Phenomenal work Justin! You went to great lengths to produce this video and it is once of the best videos out there. I appreciate you sharing this video for the world to see.
just a comment to write thank you. You work is awesome, brilliant algo, brilliant logic and you were kind enough to share it with us. Very nice person
I don't have even words to say.
You are incredible, and showing us a new of thinking as well...
Really amazing! Impressed by your intelligence and I can tell that you have a genuine interest in this. You will get far. Thanks for sharing this, much appreciated.
I hope you know you're appreciated by a lot of people for giving this kind of free education
Very impressive stuff ! Saw your comment on a video and I'm glad I did thanks your indicator rocks I actually had randomly stumbled on it in TV
Got to give you props bro GREAT indicator. Can’t wait to see what you come up with next.🎉
Justin, this is beautiful breakdown of a very complex topic. Thanks for being so interested in helping the rest of us that do no have your capacity, Charles
Quite a fascinating concept and an impressive feat of coding! Thanks for all the hard work. I'm going to have to look into this further.
Thank you very much Justin for the new info, I really liked the explanation of the algorithms, super clear and didactic. Good job!!
Justin. This is really better than most indicators out there. Plus Machine learning??? Rite on point brother. Subscribed
Thanks for posting and doing this work! I'll be testing this Indicator next week for sure. I look forward to joining your patreon.
Some of it goes over my head but it is fantastic! Thank you for educating and sharing your knowledge.
Not sure I understood half of that and definitely going to re-watch but regardless, incredible work here man. Not only made a very impressive looking indicator but also took the time to explain the theory and teach how to use it. Kudos 🤝
This is incredible, Justin! It's amazing that you created this concept and even more amazing that you provided it open source for free. It works better than paid indicators. I am joining your Patreon!
Brilliant! Can't sing your praises enough for creating and sharing this indicator, and for taking your valuable time to explain it at such lengths. MAHALO
Verdaderamente inspirador con la simpleza que explicas cosas tan complicadas! Te mando mi aprecio!
Good work Justin! I applaud your ingenuity and contribution in this ever exciting field of ML.
Thank you so much. I think you will be remembered forever by trading community.
thank you & bless you justin, your indicator really help get my analysis an edge 🙏
I have been trading for awhile now & the accuracy & win rate of the signals for SPX 5min time frame is jaw dropping! Amazing work here, I might throw this into my current strategy as another part of my thesis before I enter. Thanks so much!
Justin, thank you for sharing. Scary and humbling how brilliant a select few are.
hey Justin , very excited about all this! So excited to play around and backtest the indicator. thanks
Wow, blown away by the content and the similarities that your presented. Keep it up my man!
Most underrated video on YT. Thanks for your efforts.
Excellent work.Thank you for your kindness.
Excellent work Justin. Thanks for sharing your knowledge!
Hi justin awesome work! Appreciate your time and effort. And thank you for making it open source and available to all
Just started to use this, the best indicator out there!!!!
I really like the tables feature on this indicator. Very helpful - thanks.
I had no idea what any of this was beforehand, and frankly I still don't, but do get the concept thanks to your brilliant explanation. Amazing.
Dear Justin, I have been exploring indicators for a few years now to find the right one to automate. And this is beyond impressive for what I have seen. Thank you so much from Australia!
Hey, would you mind sharing some insights on what settings worked well for you?
I am also trying to automate, but I am fairly young and new to this space.
Did you automate?
@@stevencameron605 Yes, there are many. I am using WickHunter for Bitcoin and I would recommend it!
@@yashronaldo30 These are the settings that work for me and give me the best results on a 1-minute chart but YMMV and this is not financial advice, proceed with care and always use paper-trading with fake money until you feel confident enough to trade your hard-earned cash:
Source: close, neighbors count: 1, max bars back: 9000 (this is for testing only while tweaking your settings, put it back to the default 2000 or even less when you're happy with your settings otherwise it will eat a lot of server power and performance will be impacted), color compression: default (1).
Feature engineering: I leave all these at default values for the moment but will probably explore further at a later time.
Filters: all disabled.
Kernel settings: check 'trade with kernel' if you want to trade with... well, kernel and change regression level to 21, enhance kernel smoothing lag: enabled, 1. If you want to trade with buy and sell signals only, disable 'trade with kernel' and change regression level to 1 (this is for scalping which I do a lot, increase this value if you want less trades).
Display and style settings are up to you.
Hope this helps.
You can forget the approach, why?
...which settings worked well for you?....
You have to learn when to use which system! We have tested thousands of EA and the smallest parameter changes at the right time are crucial! A system works very well, the behaviour of the market changes and it produces losses that make it crack.
95% of traders don't even understand how the indicator works and, above all, at what point it fails! Exactly when it starts to fail is decisive for the system. Then another system must be used that works better and is suitable at that time.
The best programmers have not yet managed to programme such dynamic models completely. What a person can take in once on the chart and subconsciously immediately see what is going on through many years of experience of 1000s of hours is still beyond computer models at present.
Top trader intuition and what self-developed indicators and mental algos are, is still in a different league! We had a meeting 30 years ago
meeting with a leading company in AI. 25% of our trading approach was already pushing the boundaries! What has changed today, NOTHING!
On the contrary, today's much larger and faster data volumes mean that there are now even more problems processing them! Response times have become extremely short.
But we are only talking about one thing that we trade and not 10-14!
You have to learn to filter the most important data that is relevant and use it to make trading decisions.
You can already see what happens with the AI approach with 3 indicators! You have to use probability calculations and filter where it makes sense to limit the data. What you see in the overall picture of a chart as a person is the psychological state of the market participants in the price! That's what my first mentor told me. I only really understood it later after I did the NLP Master training.
One trend reversal alone is already 5 phases that have an effect. Whereby the downward trend reversal is different to an upward trend reversal! The trend phases are built up in 4 phases, and the behaviour of the downward trend is also completely different! But most of the money is sunk in the reversal phases! So 18 phases that you can work on mentally to be a top trader, or rather they are the under radar traders as Raschke says and put everything in the shade!
Such types are born autodidacts and also partial or full autists!
They have the charts all memorised in their heads in every phase with all chart features including indicators! What others spend 20000 hours learning hard, they do in one day!
Get more involved with the brain and how it works faster and better than with algo programming! These guys do the Harvard test where Harvard students need 40 seconds and Gates 20 seconds in 7-15 seconds! Their emotional IQ, which is much more meaningful than normal IQ, is between 190-210!
Statement from the guys, who is so stupid and programmes algos that only work in some areas! If it were feasible to programme it in all its phases, they would have done it long ago! That's why you have approximation models like in the video and the rest is a matter for the brain to learn!
The very good approximation model with AI in the video he shows already has the right indication for analysing where the market stands.
Absolutely Awesome. I feel like im on the cutting edge of automated trading and this indicator combined with your very helpful video on how to configure it has given me lots of confidence! Thanks for all of your hard work!
I’m currently working on the same project Automating my trades
@@jasonryals2560 is there any news about this? I also connected the indicator to exchange via API, but there are some issues to be cleared. Does it already work for you?
Finally learned enough about pinescript too.
Now i can use any strategy I want and send the signals to my bots!
Later today ill be testing out this indicator 😎
Thank you Justin for sharing this! Looking forward to see more from you!
Dear Justin,
I wanted to take a moment to express my heartfelt gratitude to you for sharing your amazing work.
Your generosity in sharing such valuable insights is truly commendable.
The indicator you provided has been incredibly helpful in my trading endeavors.
It has enhanced my decision-making process and significantly improved my overall results.
I am genuinely grateful for the time and effort you put into developing and sharing this indicator with the trading community.
Your willingness to share your knowledge and expertise is inspiring, and it has made a positive impact on my trading journey.
Once again, thank you from the bottom of my heart for your exceptional contribution.
Your dedication to helping others succeed is truly admirable, and I am privileged to have come across your video.
Wishing you continued success in all your endeavors.
I loved this explanation, it is a lecture on machine learning for the rest of us.
big thanks for making this model available !
You are amazing, the backtest addon it is really what i was looking for when i found the initial indicator. I will play with it and have fun
What a legend. So much knowledge fo free❤
Very impressive brother, I'm keen to learn more about this to understand. Great job
Just used this to trade. LOVE IT! Greeeeeeen. Thank you friend.
Thank you for explaining the settings and this is a real game changer.
Thank you Justin for the video - great indicator
Good day Justin. Your intellectual works are unique and amazing. Thanks for your contributions and sharing.
Cool stuff! Thank you for explaining and creating this amazing indicator!
Hello Justin !
I Can't believed . Your indicator work really well and it got better day by day . I tested to trade with your indicator and it help me x2 my account . It's insane .
Thank you so much for your amazing indicator !
Keep up your great work Brother !
hello! i have been learning and testing trading strategies and quite not helpful and I came across this indicator on Tradingview and planning to use this in my trading, i read your comment and thought I could ask you about your experience with this indicator, I see your comment is a year old, are you still using this indicator? if so, how is it working for you so far? thank you.
Lol I'm late to the party! But been seeing all these Machine Learning videos on UA-cam for your indicators! These are awesome! Whole other level! ❤ thanks for all the work you do and share. Excited to see how far this goes! 😊
Thank you Justin, great job on this.
Amazing Justin this of coarse is the future I just subscribed Please continue with this direction
Hi Justin, as an older fellow, I am impressed with your "questions" of the world around you. As questions are the measure of intelligence not the answers. Granted, there are answers here your video, but, I bet you asked many questions to come up with this stuff. Thank you. I have never even come close to trusting any indicator on a 1m timeframe, but this looks very good.
Quick question, why Heiken-Ashi over regular candlesticks? if that question requires too much thought, or is too complicated, to answer here in this medium, I understand. Your "winrate" stats go from like 60% to 90% in Heiken-Ashi. I can read a regular candlestick pattern, which I used yesterday and won five straight trades. This video here enhanced my setup on TradingView, so thank you!
I gotta admit, you got me to cry once I realized what were you trying to say.
I got emotional, just catching a way of thinking like that. It's gorgeous men, thanks, thanks for sharing.
I will go and tweak and have fun with your Algo
I hope to see more of your brilliant work!
Default settings is giving me insane good signals. Will go live next week with it
love you bro you help a lot of people in trading community.
Sir this is amazing. Thank you for your work and explanation around lorentzian and euclidean space.
Appreciate your hard work and sharing with us!
Trading will never be the same! Thank you!
Wow. This seems to be a genius indicator. I will try it out. If you ever find better settings for both long- and short term trading please let us know in a nice video. Great Work!
Wow! I can't believe I've wasted so much money on signals and indicators! :( your amazing! Got a great personality and fun to listen to! And your indicators!? It's almost sorcery! Lol but seriously, I've sent hours trying to understand the frame work to these machine learning algos. YOU EXPLAINED IT PERFECTLY! Needless to say, you have a new fan! Got lots to check out now! Excited! THANK YOU!
Great indicator and appreciate your video and your efforts/creation 😀
bro! I found your free indicator and it works like magic! I didn't know you have youtube account. Passed my funded account because of your indicator, as well as 2 other confluence to confirm the trade. thank you so much from Philippines!
Would you please tell me what exactly 2 other INDICATORs please hello friend thanks so much
What’s the other 2 indioctaors?
@@alex44m that dude he's stupid silly sucked selfish. .... just stay silent and not letting us know his INDICATORs
@@individualinvestortrader007 hey hey
Thank you so much for this!
Thank you for sharing your indicators.
Hi Justin, I'm also very impressed! Well done. Clever use of the Lorentz Transform. . Alex
Great great work Justin! The best I've ever seen! Thank you for that valuable contribution. I was wondering whether is it possible to trade with Kernel only.
wonderful mate.. your karma of generosity and good deeds.. will pay you and your family in abundance..GOB bless you more and more🙂
Thank you very much for this excellent, trustworthy indicator. 🙂
Hi Justin, amazing work and I'm glad to see how machine learning can help us better understand the relationships within this multi-dimensional problem. Question, is there a way we can setup this same algorithm as a tradingview strategy? I Mean without the need of adding the Backtester Adapter. There are some pretty neat extensions for toggling the hyperparameters automatically, hence saving lots of time, but they require having a tradingview strategy added to the chart. Thanks man..!!
You are a Genius Man 👍 All you need is to filter the ranging market
Omg you are amazing. Thank you for sharing. Thank you for the indicator
This is fantastic! I am very interested in the specific settings you use. Can you share? Thank you!
that's truly amazing, thx 4 sharing !!!
Great work Justin!
very useful explanation and helping us avoid losses
Thanks, you are the best. Keep doing!
Really excellent video, thanks for this and for the indicator. One thing I can't figure out is where the entry point is supposed to be when a buy long or sell short signal is shown. Is it suggested that you enter immediately on the close of that bar, or how should you determine the exact entry point. Apologies if I missed it and am being dense.
amazing work respect
nothing short of amazing 👏
Justin, thank you, you are a legend !!!!! I reckon I've been down 2000 rabbit holes with indicators looking for gold and most of time its fools gold and you've wrapped this up with intelligence, beyond skill and straightforward common sense. Mate I can't thank you enough its changed my would ! 👏👏👏 see you over on discord. Next stop bot algorithm ! If come to australia I'll buy you a beer, actually I'll fly you here hahahaha thanks mate !!!
very solid and progressive work. The research on the insights are impressive . Thank you for the effort of coding, sharing and presenting your hard work
Damn !!!! You are a pure Genius
Simply awesome!!!
Bro, mind blowing 🤯
Brilliant indicator - thanks Justin
You made and impressive indicator 🔥🔥🔥
i admire people like you who born to change the world👍👍
Your work is awesome. I would like to say thank you. Can you please share your opinion which other indicators work well with Lorentzian Classification?
Great work, and thanks for this video!
This is a fantastic video. Thanks so much for doing this.
It's a really great video, more to come
Thank for sharing this knowledge
amazing work. thank you very much.
This is like almost foolproof combined with price action, divergence and moving averages. You the champ!
no doesn't exist im sorry
🤡
Awesome subscribed! Will play around with the settings but I always come back to my human analysis since I don't like using something I don't 100% understand 😅 Still great video thanks for sharing it's always inspiring to see someone else's work :)