RicardoSantos

Function Markov Process

EXPERIMENTAL:
this is very experimental and INCOMPLETE, use at your own discretion.

thanks glaz for the help :)
Release Notes: Added pseudo random number generator, it can now forecast the odds for a random sequence. thinking about it now, need to print out the order of the sequence -_-
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Hi sir , this is by far the best script on Tradingview.
I had the opportunity to research the markov process a bit. There are two points I'm stuck with. 1 - Can this be used instead of pseudo random number generator?
It is my script which works to identify stagnant markets. I wrote that for ML functions :

(Can be converted to any scale and sequence.)

2 - Secondly, about the effects of nbars : (Vector C) * pow ( , nbars ) This is written on the 5th page in this document :
http://www.math.chalmers.se/Stat/Grundutb/CTH/mve220/1617/redingprojects16-17/IntroMarkovChainsandApplications.pdf

Best regards.
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Edit : Sorry for typo i mean about the effects of nbars : (Vector C) * pow (_odd matrice (3 x 3) , nbars )
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@Noldo, i suppose you could use it, but it would return a biased return. since its already inferring the market state.
2: not sure what you mean?
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Noldo RicardoSantos
@RicardoSantos, ahh understood . so you mean my odd generator script (when completed successfully ) only could be a state ? I can transform it numbers after it completed as ( 1 , 0 , -1 )

2 : sorry for my mistake . In this document it shows like pow(matrice , nbars ) but it means possibility of the nbars later as your script.
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sorry again , markov process calculating the stagnant market according to the state itself. so i must do bull's and bear's comparison without stagnancy i guess . I have an idea in my mind at the moment I can give the stationary rates. it will take a few time, but I think it is possible to do it and compare it with function markov process.
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@Noldo, implementing arrays, and by inheritance matrix operations, in pine is a pain currently, need to decompose operations to basic counter parts were possible.
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Noldo RicardoSantos
it looks like a very difficult script system, so my capacity may not be enough. But I can create a very accurate state.Have some ideas and started to work about it. If the tradingview data were copied directly to excel, the deep learning formula could be calculated. But it is really very hard to make the calculation with codes inside as you do.I hope you can complete this script , because it is a future.
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This is very sexy. Not to annoy you, but do you think you'll be doing an updated version of this in the future? Is it possible to create a markov chain indicator in TradingView to predict price action in the immediate future?
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RicardoSantos overttherainbow
@overttherainbow, work in progress depending on available time and focus on my part, its not easy to have a good state of mind to work on this stuff
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I wish I was not stupid :D
+1 Reply
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