RicardoSantos

Test - Gramian Angular Field

Experimental:
The Gramian Angular Field is usually used in machine learning for machine vision, it allows the encoding of data as a visual queue / matrix.
הערות שחרור: updated contrast following THE_REAL_BCT advise. corrected the missing volume option.
סקריפט קוד פתוח

ברוח TradingView אמיתית, מחבר סקריפט זה פרסם אותו עם קוד פתוח, כך שסוחרים יוכלו להבין ולאמת זאת. הידד למחבר! אתה יכול להשתמש בו בחינם, אך שימוש חוזר בקוד זה בפרסום הנו בכפוף ל כללי הבית . אתה יכול להגדירו כמועדף ולהשתמש בו בגרף.

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תגובות

Can't wait to see your version of cnn on TV :)
Not familiar with gram, but it looks like the definition of your polars will affect the "vision" of your algo - by defaut, it "sees" up to 2*pi then goes back around. If your src data moves by much more than that, it'll effectively scramble its vision, no?
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RicardoSantos THE_REAL_BCT
@THE_REAL_BCT, thats why the data is detrended bound to range (1, 0) before getting the polar, but i see what you meant, thanks for feedback.
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THE_REAL_BCT RicardoSantos
@RicardoSantos, ah you're right (as always?) - I've read too fast. That said you could use more of the 0-pi (or even 2pi since you have both sin & cos) range vs 0-1 perhaps. Gets you just a little extra juice out of that non-linearity... Not sure it matters a ton in the end through a cnn through.
Anyway, beautiful script again. Thanks for sharing!
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