Sorted research ideas, prepare for coding.
Top-down approach for programming (divide & conquer):
Divide difficult problem into digestible parts and build up
TREND RECOGNITION
experiment MACD with MMAs - simplify MMAs detection
bollinger height consolidate-breakout - detect trend inception
auto resistance (n-ma + deviation) - detect successful breakouts
acceptance and limits testing - access trend direction probability
PATTERN RECOGNITION
zig-zag to tell trend HHHL/LLLH - evaluation thru sampling freq
trendline, pattern recognition - denoising algo + data sampling
ENTRIES AND EXITS
reversal support thru symmetry - pattern + range algo + ma
exiting on breaking support - trend + pattern algo + ma
ARTIFICIAL INTELLIGENCE
market/sector/counter analysis - detect strong group actions
profit size/win rate analysis - position sizing and parameters
* explore AFL pattern/limits related functions
Updated Mar:
Pattern recognition and artificial intelligence not incorporated into System Z Prototype this time round. To develop as enhancements in Project B2.