- Filtering the false signals and spikes based on Geometric approach.
- Finding an Optimum Geometric pattern. (Rule based - Non-ML)
Approach
- Find the angle of cross over between the flip ( flat angle considered as consolidation)
- Find the slope of bar which is responsible for the Cross, the steepness filter cuts out most pattern responsible for failure.
- Comparing the height of sslUp and sslDown the bar on cross and previous (added logic to filter out based on the difference of height)
Setup
- SSL period is set to 3, (which is more responsive and generates more signals)
Initial Observation
- Tested against all major pairs, without any additional setup, the accuracy is 45%
Aim of the Experiment
- To improve the accuracy to 75+%
- To Find one or two pattern (geometrical), less prone to failures, and not impact the accuracy.
Result
Will be updated...