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.

Notes de version

The script has been updated.
ISM: PMI gave an error because the code was not changed and it was fixed.
Regards.

Script open-source

Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.

Noldo

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Script open-source

Noldo