ANN TREND SPX500 1m-1H

kelmarin

Happy Trading! This indicator is the successor to my previous ANN Trend Prediction, now featuring improved feature vectors, refined backpropagation, and a stronger focus on asset- and timeframe-specific patterns for more precise predictions.
Internally is a collection of nine artificial neural networks (ANNs) trained on the S&P 500 to forecast uptrends, downtrends, or ranging markets. Each ANN is trained on one of the following timeframes: 1m, 2m, 3m, 5m, 10m, 15m, 30m, 45m, and 60m, and the appropriate model is selected automatically.

1. Settings

In the settings menu shown in the image below, you’ll find six options:

1. Indicator Timeframe – Choose between 1m and 1H.
   
2. Intrabar – Choose between Alerts been send intrabar or only at bar closing.
   
3. Lookback – Define how many previous bars the ANN should use in its calculations.
   
4. Smoothing – To reduce short-term switching of the prediction you can activate Smoothing. Here-by the input datas get filtered by a mean function.
   
5. Range Filter – Enable a third class, Ranging, in addition to Uptrend and Downtrend. This enables you to avoid choppy markets.
   
6. Class Colors – Here you can change each Class (Up, Down Trend etc) color.
   

2. Comparison with EMA crossover

The Prediction of the ANN Trend SPX500 1m-1H is more reliable as the prediction of the EMA crossover, shown in the Image below.



Both indicators use the same period of 65 bars and source their input data from the same chart.
While the EMA crosses over multiple times (shown as red vertical lines in the image), the ANN Trend maintains its prediction signal as Uptrend.

This advantage of the ANN comes from its learned knowledge. During training, it was exposed to a vast number of price charts, enabling it to distinguish between a trend setback and a true trend reversal.

3. Alerts

The indicator generates two types of alert signals:

Trade Signal:

• 1 = Uptrend
  
• 0 = Ranging
  
• -1 = Downtrend
  
• -2 = no prediction
  

Signal Age: Counts the number of bars since the last signal change. With the Signal Age you have access to the entry-price of the actual Trend. If you use You just call close[Signal Age] to get the last entry-price.

4. Declaration for TradingView House Rules on Script Publishing

The unique feature of ANN Trend SPX500 1m-1H is it's real-time range detection capability and it's capability to distinguishes between a Trend set back and a Trend reversal which results in longer lasting trend predictions in comparison to any Moving Average Crossover Indicators.
This script is closed-source and invite-only, to support and compensate for months of development work.

5. Disclaimer

Trading involves risk, and losses can and do occur. This script is intended for informational and educational purposes only. All examples are hypothetical and not financial advice.
Decisions to buy, sell, hold, or trade securities, commodities, or other assets should be based on the advice of qualified financial professionals. Past performance does not guarantee future results.

Use this script at your own risk. It may contain bugs, and I cannot be held responsible for any financial losses resulting from its use.

Cheers!

17 jam lalu

Nota Keluaran

Addition to the Comparison with EMA

In the following image, the EMA is shown with a similar prediction signal during the uptrend phase.
To achieve this, the EMA period had to be increased to 280. However, in other parts of the chart, the EMA still indicates false trend reversals, which can lead to incorrect trades — whereas the ANN keeps its prediction stable throughout all trends.



This example clearly demonstrates the advantages of ANN-based indicators over traditional EMA crossover indicators.