Current Pattern: Machine Learning for Algorithmic Trading in Forex and Stocks

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In this video, we are are locating the latest pattern, in order to compare it to the previous ones for pattern recognition.

Welcome to the Machine Learning for Forex and Stock analysis and algorithmic trading tutorial series. In this series, you will be taught how to apply machine learning and pattern recognition principles to the field of stocks and forex.

This is especially useful for people interested in quantitative analysis and algo or high frequency trading. Even if you are not, the series will still be of great use to anyone interested in learning about machine learning and automatic pattern recognition, through a hands-on tutorial series.

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Personally, I am more of a fundamental investor myself. I just enjoy programming and machine learning. This whole series here doesn't use sentiment analysis at all. For my website, that is pure sentiment, and that is my main focus in business.

As for books, I don't know. Quant traders are an elusive bunch. The ones that make money don't talk much about how they do it.

The way I personally learn is to be like a sponge and absorb all i can, mostly from online documents.

Best wishes!

sentdex
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thank you for posting this. I've been teaching myself neutral nets and genetic algorithms for equity analysis and this is very helpful.

anon
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Do you think it would be possible to recognize a pattern in the output of a random seed? Example: system randomly generates a number between 0-9, AI guesses the next output based on past information.

TheOlderSoldier
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hi
your work in really great!
i love markets and i know some python and machine learning, but i cant find any book that teach me what you do.
can you show me the road map, books or what ever i need to know about market prediction?
do you use any time series analysis or just sentiment analysis?
anyway tnx for what u do here!

haditime
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Hi sentdex,

Great tutorials! Just wondering when you calculate cp1, cp2, cp3, ... and the subsequent percentage change between avgLine[-11] and avgLine[-10] ect..., the array loops around itself. Doesn't that mean if you are using the starting point i.e. avgLine[0] then the data avgLine[-11], avgLine[-10], ... represents data at the end of the day and not data prior to this point of time (since we are tabulating data for just 1 day)? Hope this questions makes sense. 

cornershop
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Got error: “TypeError: 'numpy.float64' object cannot be interpreted as an integer”
Solved(hopefully) by changing one line to patForRec.append(float(cp1)) without touching the rest. Using Python3 and NumPy 1.12.1(blaming new version). Thank you for tutorial.

dauletkarakhanov
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outcomeRange = avgLine[y+20:y+30]
currentPoint = avgLine[y]
please anyone can explain this lines of codes

shreyashmehta
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why did we subtracted 30? in this code x = len(avgLine)-30

shreyashmehta