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Automatically find resistance lines in pricing trading data using Meanshift Clustering via scikitlearn - example using bitstamp BTC/USD data - analyzing and outputting a chart from last 4y cycle low
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Readme.md

Chart Annotator - Resistance Lines

Automatically find resistance lines in pricing trading data

This repo has an example of an annotated SciKit Learn example of ML Classification using the Clustering Algo Meanshift

The target of this code is to find resistance lines in trading chart data (OHLC)

The target was to have a useful example with very little code

Installation

Run:

./setup.sh

This will install everything and it will also automatically starts an HTTP server

Otherwise you can run the http server via

python -m SimpleHTTPServer 3000

Running

To execute the "data crunching" and "chart annotating" job, use run.sh:

./run.sh

Then visit http://localhost:3000/

Docs

https://scikit-learn.org/stable/modules/generated/sklearn.cluster.MeanShift.html

https://aws.amazon.com/blogs/machine-learning/amazon-sagemaker-adds-scikit-learn-support/

Sources / Extra

https://github.com/aws/sagemaker-scikit-learn-container

Project forked from https://github.com/jonromero/forex_algotrading

Screenshot

An image sometimes is better than 1k words:

You probably want to tune quantile so that it generates let's say 2-10 clusters (a number that you can analyze quite quickly).

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