tter pivots

docs/requirements.md

@@ -34,3 +34,15 @@ we will have 2 types of pivot points:
     theese pivot points will define the trend direction and the trend strength.
 
     level 2 pivot should not use different (bigger ) price timeframe, but should use the level1 pivot points as candles instead. so a level 2 low pivot is a when a level 1 pivot low is surrownded by higher level 1 pibot lows
+----
+input should be multitiframe and multi symbol timeseries with the label of the "chart" included, so the model knows what th esecondary timeseries is. So
+primary symbol (that we trade, now ETC): 
+ - 5 min of raw ticks data
+ - 900 of 1s timeseries with common indicators 
+ - 900 of 1m and 900 of 1h with indicators
+ - all the available pivot points (multiple levels)
+ - one additional reference symbol (BTC) - 5 min ot ticks 
+if there are no ticks, we bstitute them with 1s or lowest ohclv data.
+this is my idea, but I am open to improvement suggestions.
+output of the CNN model should be the next pibot point in each level 
+course, data must be normalized to the max and min of the highest timeframe, so the relations between different timeframes stay the same