Need help with Polynomial System Study

i just have a hard time understanding you Pseudo code. Maybe try to code it yourself first. That is the way to learn to code.

I have been playin a bit with this Python code to recognize patterns. I might post this code later (in a few weeks). I have to make sure it is functioning correctly. But basically is fits a pattern consisting of 3 MA's and 1 Polyfit and try to find the best historical patterns in order to make a prediction. Within the yellow box you see the pattern. The prediction is the white dots

qcl

2 Likes

That's fine. I will try to solve it

Regards
Ajesh

Hi Edward
I made the threshold calculation more static rather than using standard deviation. My observation from the initial round of testing, we can capture movement in the better way. I am attaching the api, i written to achieve the same

May be further refactoring and optimization possible for this.

function fun_velocity_ThresholdCalculation( velocity,lookback )
{
   hhvSum = 0; 
  llvSum = 0;
  idx = 0;
  matrixVelocity = Matrix( lookback+ 1, 1, 0 );
  for(index = BarCount-lookback; index < BarCount-1; index++)
  {
     matrixVelocity[idx][0] = velocity[index];
     idx++;
  }
  
  sortedMatrix = MxSort(matrixVelocity, 1);
 // printf("matsort" +sortedMatrix);
  
  NbrOfBarForThresholdCal = 15;
  for(index = 1;index <= NbrOfBarForThresholdCal;index++){
   	llvsum =  sortedMatrix[index][0] + llvsum;
  }
  
  numberOfRaws = MxGetSize(sortedMatrix,0);
  
  for(index = numberOfRaws - NbrOfBarForThresholdCal; index<numberOfRaws;index++){
	hhvsum = hhvsum + sortedMatrix[index][0];
  }
  
  llvavg = abs(llvsum)/NbrOfBarForThresholdCal;
  hhvavg = abs(hhvsum)/NbrOfBarForThresholdCal;

  threshold = IIf(hhvavg>llvavg,hhvavg,llvavg);

  return threshold;
}

Regards
Ajesh