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This is episode 10 of Trading Bot Sessions where we talk with traders who have built automated trading strategies and trade everything from stocks and options to futures and crypto. In this session, I speak with Justin Dehorty, a software engineer with a background in computational chemistry and biophysics.
Most recently, Justin wrote an open source machine learning indicator that was chosen as an editor's pick on TradingView.
The indicator seamlessly merges key concepts from Lorentzian space, a component of general relativity, with a nearest neighbors algorithm to predict future prices in markets.
We cover Justin's work in Pine Script, as well as the application of machine learning in technical analysis, how kernel regressions are an overlooked and powerful alternative to moving averages, and the limitations and future of Pine Script.
JUSTIN'S LINKS:
Patreon: www.patreon.com/user/about?u=...
Discord: / discord
Twitter: / justindehorty
LinkedIn: / justin-dehorty
TradingView: www.tradingview.com/u/jdehorty/
THE LORENTZIAN CLASSIFICATION INDICATOR:
• Lorentzian Classificat...
www.tradingview.com/script/Wh...
KERNEL LIBRARY:
www.tradingview.com/script/e0...
www.tradingview.com/script/AW...
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00:00:54 Intro
00:01:25 Justin's Background in Biophysics and Computational Chemistry
00:05:08 A Brief Intro to Lorentzian Distance
00:07:59 Connecting with His Mom - A CPA and Investor
00:09:31 Using Machine Learning and LLMs for Other Investment Ideas
00:14:09 Intro to the Machine Learning Lorentzian Classification Indicator
00:24:37 Interpreting the Win Rate and Other Metrics
00:25:46 Using the Backtest Adapter for More Comprehensive Testing
00:26:35 Experimenting with Other Indicators
00:30:18 Releasing the Next Version v1.5 and an Open Source Philosophy
00:30:56 How Machine Learning can Impact Technical Analysis
00:32:25 Using Kernel Regression over Moving Averages
00:38:31 Limitations of Pine Script and Exploiting the Built-in For Loop
00:41:40 The Future of Pine Script
00:45:35 Testing the Lorentzian Classification Strategy
00:48:49 Using Lorentzian Classification as a Trend-Following Strategy
00:55:09 What's Next for Justin
00:56:52 Getting in Touch with Justin
DISCLAIMER:
Trading in the financial markets involves a risk of loss. Content and strategies produced by TradersPost are for informational or educational purposes only and do not constitute trading or investment recommendations or advice.