Jan-23-2019, 09:01 AM
If you have lots of history data, this is the perfect type of data for machine learning software
Googling: 'machine learning for option trading Flex-Renko analysis python'
brings up a bunch of stuff, you've been thinking about this for a while, so you're probably closer to an answer than I could be without studying for a long time. However, reading some of the other work being done just might trigger the answer your looking for.
There's a book which I think is still on sale (EPUB or pdf) for $5 at Packt publishing named 'Machine Learning Algorithms' by Giuseppe Bonaccorso that might be of great help.
If you have enough historical data, you'd be amazed at what comes out when applied to current data.
Googling: 'machine learning for option trading Flex-Renko analysis python'
brings up a bunch of stuff, you've been thinking about this for a while, so you're probably closer to an answer than I could be without studying for a long time. However, reading some of the other work being done just might trigger the answer your looking for.
There's a book which I think is still on sale (EPUB or pdf) for $5 at Packt publishing named 'Machine Learning Algorithms' by Giuseppe Bonaccorso that might be of great help.
If you have enough historical data, you'd be amazed at what comes out when applied to current data.