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schematics.yaml
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Preprocess:
- Load custom data
Training mode:
1. Split timeframes:
* WINDOW: the rolling number of candles worth of data to process
* DFS: 4 timeframes of data within the same timerange
* LIST DATES (LD): A list of all of the dates of the timeframe used for Prediction
- For each INDEX in LD:
- For each DF in DFS -> Series list[4]:
- Create data slice of size WINDOW -> DS
- Grab the last 20 candles of the DS -> Series
- Add that to a list -> Series list
- Create a decision -> 'LONG' or 'SHORT':
- If the close price of the biggest timeframe > close price of the smallest timeframe:
- LONG
- If the close price of the biggest timeframe < the close price of the smallest timeframe:
- SHORT