search

omerbsezer / CNN-TA

Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach: A novel algorithmic trading model CNN-TA using a 2-D convolutional neural network based on image processing properties.
113 stars 40 forks source link

Problems in Phase1.java #5

Open Libero-zz opened 3 years ago

Libero-zz commented 3 years ago
  1. Do line 427 to 433 correspond with the 1-7 folder in data folder?
  2. Why using 2 resultRSIs? Is one of them typo for resultPSI? Thanks.
Libero-zz commented 3 years ago

Also, I think CMO is equivalent to RSI after normalization, so there are three duplicates techical indicators in training data. Here's one of the raw data in outputOfPhase2.csv.

0.09;-0.14;-0.37;-0.33;-0.26;-0.18;-0.01;0.09;0.11;0.1;0.07;0.06;0.14;0.19;0.21;
0.28;0.28;-0.03;-0.13;-0.14;-0.14;-0.14;-0.14;-0.14;-0.14;-0.14;-0.14;-0.13;-0.02;0.02;
-0.03;-0.02;-0.02;-0.03;-0.05;-0.07;-0.09;-0.1;-0.11;-0.11;-0.11;-0.1;-0.1;-0.09;-0.08;
-0.05;-0.06;-0.06;-0.06;-0.05;-0.04;-0.03;-0.02;-0.01;0.0;0.02;0.04;0.05;0.07;0.09;
-0.01;0.0;-0.02;-0.09;-0.14;-0.18;-0.19;-0.18;-0.15;-0.12;-0.09;-0.07;-0.06;-0.03;-0.0;
-0.14;-0.15;-0.09;-0.04;0.02;0.04;0.07;0.07;0.08;0.07;0.04;0.03;-0.02;-0.03;-0.09;
-0.02;-0.01;0.0;0.0;-0.01;-0.02;-0.03;-0.05;-0.07;-0.1;-0.12;-0.14;-0.16;-0.18;-0.2;
0.05;0.08;0.0;-0.08;-0.12;-0.14;-0.16;-0.14;-0.11;-0.08;-0.06;-0.05;-0.03;0.0;0.03;
0.09;-0.14;-0.37;-0.33;-0.26;-0.18;-0.01;0.09;0.11;0.1;0.07;0.06;0.14;0.19;0.21;
0.03;0.06;0.1;0.14;0.18;0.22;0.28;0.34;0.36;0.38;0.39;0.4;0.38;0.35;0.33;
0.02;0.05;0.08;0.11;0.14;0.18;0.22;0.27;0.3;0.31;0.32;0.33;0.31;0.29;0.27;
0.04;-0.09;-0.31;-0.29;-0.24;-0.18;-0.01;0.13;0.16;0.15;0.1;0.09;0.23;0.33;0.38;
0.04;-0.03;-0.1;-0.02;-0.0;0.0;0.06;0.11;0.09;0.07;-0.0;-0.05;-0.0;0.02;0.03;
-0.43;-0.52;-0.61;-0.69;-0.76;-0.81;-0.86;-0.89;-0.92;-0.94;-0.96;-0.97;-0.98;-0.99;-1.0;
0.09;-0.14;-0.37;-0.33;-0.26;-0.18;-0.01;0.09;0.11;0.1;0.07;0.06;0.14;0.19;0.21;

row 1, 9, 15 are the same