{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Motif identification in STUMPY\n",
"\n",
"Idea is to create little pipeline to identify patterns(motifs), pick the top ones and evaluate them by profitability(or some other condition). \n",
"\n",
"* load/resample data\n",
"* experiment with stationarity - apply differencing/logs or work with trending data\n",
"* identify motifs with length M, extract M most prominent motifs each with X members\n",
"* visually analyse the motifs, candidates selection\n",
"* evaluate candidates(either backtest with certain SL/TP or timebased exit or some other condition) - make sure the dataset is not skewed"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load ohlcv dataframe\n",
"\n",
"This part just loads ohlcv_df dataframe from local cache. Replace by your ohlcv dataframe."
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"\n"
],
"text/plain": [
""
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"