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detailed lw visualization added

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David Brazda
2024-09-30 09:28:30 +02:00
parent a2481eb5ba
commit cb3dabe4b6
2 changed files with 91302 additions and 8779 deletions
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research/strat_ORDER_IMBALANCE/v2_SINGLE.ipynb
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@ -15,7 +15,7 @@
"\n", "\n",
"The order imbalance does not necessarily cause a price change (i.e., there can be an order imbalance on the buy side, but the price does not have to go up, and vice versa). However, if there is a prolonged imbalance without a price change, it could indicate something.\n", "The order imbalance does not necessarily cause a price change (i.e., there can be an order imbalance on the buy side, but the price does not have to go up, and vice versa). However, if there is a prolonged imbalance without a price change, it could indicate something.\n",
"\n", "\n",
"Create a cumulative imbalance — accumulators that will build up when there are strong imbalances without a price change. This accumulator will charge up with the imbalance and discharge with the corresponding price change." "Another idea: To create a cumulative imbalance Accumulators that will \"charge up\" when there are strong imbalances without a price change and discharge with the price change happening."
] ]
}, },
{ {

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research/strat_STUMPY/STUMPY_OHLCV.ipynb
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