Tick Picker V.1 In Binary.com

Following example showcases the results of different timepicking methods.For more informations, please refer to the functions documentation (vallenae.timepicker).

Read waveform from tradb¶

Binary.com

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Prepare plotting with time-picker results¶

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Hinkley Criterion¶

Out:

The negative trend correlates to the chosen alpha valueand can influence the results strongly.Results with alpha = 50 (less negative trend):

Tick Picker V.1 In Binary.com

Akaike Information Criterion (AIC)¶

Tick Picker V.1 In Binary.com History

Energy Ratio¶

Tick Picker V.1 In Binary.com Online

Modified Energy Ratio¶

Performance comparison¶

All timepicker implementations are using Numba for just-in-time (JIT) compilations.Usually the first function call is slow, because it will trigger the JIT compiler.To compare the performance to a native or numpy implementation,the average of multiple executions should be compared.

Out:

Total running time of the script: ( 0 minutes 3.042 seconds)