Support and combine single purpose models

[drew2323]

This model is part of a single-purpose model set.
We gain an edge by having each model dedicated to a single purpose and by using a combination of these single-purpose models, which increases the probability. (it triggers only when all models signal)

SIGNAL - Binary classification - trend/no trend
BUY/SELL - Determines the direction of the trend
SIZING

SIZING MODEL:
A model that categorizes the potential trend, with the output being a softmax category indicating the magnitude of the trend - the category is a multiple of the chunk size (e.g., 0.2%)

In other words, it confirms the trend and simultaneously indicates the probability of its magnitude. (Double confirmation). Consider creating separate models for downtrend and uptrend.

Output:
-2, -1, 0, 1, 2

where -2 (2* -chunk)
-1 (1* -chunk)
0 nothing
1 1chunk
2 2chunk

Design the labeling.

Vymyslet labeling