- = candle = { open, close, high, low, volume, natr_ratio_label_window, ... } dataframe
-Labeling window:
+Labeling window:
----------------
-[ label window ] size can change because of HPO
-
- now
- |
--------------------------------------------------------------------------------------
- ][ label window ][ label window ][ label window ][ label window ]
+[ live predictions window ] size fixed in configuration
+[ label window ] size can change because of HPO
+
+ now
+ |
+-----------------------------------------------------------------------------------------
+ ][ label window ][ label window ][ label window ][ label window ]
+ [ live predictions window ]
Price movement expectation over the labeling window:
----------------------------------------------------
trade candles = current candle date - trade candle date / timeframe (in the same time unit)
- trade candle
+ trade candle
|
------------------------------- -> trade natr * trade open rate = expected price movement in the future label window candles
[ trade natr label window ]
trade candle current candle
- | |
+ | |
--------------------------------- -> current natr * current rate = expected price movement in the future label window candles
[ current natr label window ]
trade candle current candle
- | |
------------------------------------------------------------------- -> current natr * current rate * trade candles // label window = expected price movement in the future
-[ current natr label window ][ current natr label window ] (trade candles // label window) label window candles
+ | |
+------------------------------------------------------------------ -> current natr * current rate * trade candles // label window = expected price movement in the future (trade candles // label window candles) candles
+[ current natr label window ][ current natr label window ]