musiclicn / deep_finance

apply deep learning/ neural network to analysis stock price
5 stars 2 forks source link

loose Bi definition #41

Open musiclicn opened 7 years ago

musiclicn commented 7 years ago

Bi looks strange in some cases, for example at the end of this QCOM example, the gap down has one up bar, which break the definition of down Bi because it does not have 3 consecutive down bar. One proposed solution to this is add one more case which confirms a Bi, in 5 consecutive bars, if 4 out 5 are same trend, this confirms a Bi. https://drive.google.com/file/d/0B4wqpXzYVibXV2dpcWJXOVNWUTA/view?usp=sharing

musiclicn commented 7 years ago

possiblely take weak bi pairs strength sum into consideration to decide which bi it should merge into