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[Model/trade] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?' #1278

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trentmc opened this issue Jun 22, 2024 · 0 comments · May be fixed by #1281
Open

[Model/trade] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?' #1278

trentmc opened this issue Jun 22, 2024 · 0 comments · May be fixed by #1281
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Type: Enhancement New feature or request

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trentmc commented Jun 22, 2024 •
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Background / TODO

"If prediction says 'price goes up > 0.2% anytime in the next 5 min', then buy; and as soon as actual price > 0.2% above, then sell. And, vice versa for going down. And, if still in position at 5min mark, then exit position".

This has potential for much higher accuracy, from Jaime's experiments.
@trentmc trentmc added the Type: Enhancement New feature or request label Jun 22, 2024
@trentmc trentmc self-assigned this Jun 22, 2024
@trentmc trentmc changed the title [Sim] Experiment: Reframe to classify "will price go up *anytime* in next 5 min?", etc [Sim] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?', etc Jun 22, 2024
trentmc added a commit that referenced this issue Jun 22, 2024
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Fix #1278:[Sim] Experiment: Reframe to classify 'will price go up *an…
d0fe232 
…ytime* in next 5 min?', etc
This was referenced Jun 22, 2024
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@trentmc trentmc closed this as completed Jun 25, 2024
@trentmc trentmc reopened this Jun 25, 2024
@trentmc trentmc changed the title [Sim] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?', etc [Model/train] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?' Jul 17, 2024
@trentmc trentmc changed the title [Model/train] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?' [Model/trade] Experiment: Reframe to classify 'will price go up *anytime* in next 5 min?' Jul 17, 2024
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