Recent content by sulfred

Thanks @ph1l This is interesting to make the comparison faster. My question is that currently I may need to compare and identity which DTW result is the best. The issue is that the input chart pattern is 4 dimensions (Open, High, Low, Close). A small difference of the the DTW score will make a...

Hi all, I have an Indicator created on MT4 using DTW and correlation to classify the time series data. There is an issue I found related to the DTW algorithm. When the pattern is long, the DTW score will become bigger and bigger. Also, the distance metric I am using is Euclidean Distance, when...

Yes you are right, the holding duration can be different.

I am new to this forum and trading. I may put this thread in a wrong section or asking an irrational question. Here is my question. I have an IB account. I have 2 strategies. They will recommend buy / sell stocks everyday. Some stocks are overlapped, so there may be a situation that strategy A...