From: Jérôme Benoit Date: Thu, 20 Mar 2025 15:19:28 +0000 (+0100) Subject: docs: refine labeling window documentatin X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=0ed88c9578f71dc42e36847eedfb73dab0f8f533;p=freqai-strategies.git docs: refine labeling window documentatin Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/docs/ labeling_window.txt b/quickadapter/docs/ labeling_window.txt index e1f0068..be1df48 100644 --- a/quickadapter/docs/ labeling_window.txt +++ b/quickadapter/docs/ labeling_window.txt @@ -1,35 +1,37 @@ - = 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 ]