Noldo

Macroeconomic Artificial Neural Networks


This script was created by training 20 selected macroeconomic data to construct artificial neural networks on the S&P 500 index .
No technical analysis data were used.
The average error rate is 0. 01 .
In this respect, there is a strong relationship between the index and macroeconomic data.
Although it affects the whole world,I personally recommend using it under the following conditions: S&P 500 and related ETFs in 1W time-frame (TF = 1W SPX500USD , SP1! , SPY , SPX etc. )


Macroeconomic Parameters

Effective Federal Funds Rate ( FEDFUNDS )
Initial Claims ( ICSA )
Civilian Unemployment Rate ( UNRATE )
10 Year Treasury Constant Maturity Rate ( DGS10 )
Gross Domestic Product , 1 Decimal (GDP)
Trade Weighted US Dollar Index : Major Currencies ( DTWEXM )
Consumer Price Index For All Urban Consumers (CPIAUCSL)
M1 Money Stock ( M1 )
M2 Money Stock ( M2 )
2 - Year Treasury Constant Maturity Rate ( DGS2 )
30 Year Treasury Constant Maturity Rate (DGS30)
Industrial Production Index ( INDPRO )
5-Year Treasury Constant Maturity Rate ( FRED : DGS5 )
Light Weight Vehicle Sales: Autos and Light Trucks (ALTSALES)
Civilian Employment Population Ratio (EMRATIO)
Capacity Utilization (TOTAL INDUSTRY) (TCU)
Average (Mean) Duration Of Unemployment (UEMPMEAN)
Manufacturing Employment Index (MAN_EMPL)
Manufacturers' New Orders ( NEWORDER )
ISM Manufacturing Index (MAN : PMI)

Artificial Neural Network (ANN) Training Details :

Learning cycles: 16231
AutoSave cycles: 100

Grid

Input columns: 19
Output columns: 1
Excluded columns: 0

Training example rows: 998
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0

Network

Input nodes connected: 19

Hidden layer 1 nodes: 2
Hidden layer 2 nodes: 0
Hidden layer 3 nodes: 0

Output nodes: 1

Controls

Learning rate: 0.1000
Momentum: 0.8000 (Optimized)
Target error: 0.0100

Training error: 0.010000


NOTE : Alerts added . The red histogram represents the bear market and the green histogram represents the bull market.
Bars subject to region changes are shown as background colors. (Teal = Bull , Maroon = Bear Market )

I hope it will be useful in your studies and analysis, regards.


Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Vous voulez utiliser ce script sur un graphique ?