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pivot improvement

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Dobromir Popov
2025-05-30 20:36:42 +03:00
parent 249ec6f5a7
commit d870f74d0c
7 changed files with 1311 additions and 645 deletions
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docs/requirements.md
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@ -54,7 +54,7 @@ run cnn training fron the dashboard as well - on each pivot point we inference a
well, we have sell signals. don't we sell at the exact moment when we have long position and execute a sell signal? I see now we're totaly invested. change the model outputs too include cash signal (or learn to make decision to not enter position when we're not certain about where the market will go. this way we will only enter when the price move is clearly visible and most probable) learn to not be so certain when we made a bad trade (replay both entering and exiting position) we can do that by storing the models input data when we make a decision and then train with the known output. This is why we wanted to have a central data probider class which will be preparing the data for all the models er inference and train.
I see we're always invested.adjust the training, reward functions and possibly model outputs to include CASH signal where we sell our positions but we keep off the market. or use the orchestrator to learn to make that decison when gets uncertain signals from the expert models.mods hould learn to effectively spot setups in the market which are with high risk/reward level and act on theese
I see we're always invested. adjust the training, reward functions and possibly model outputs to include CASH signal where we sell our positions but we keep off the market. or use the orchestrator to learn to make that decison when gets uncertain signals from the expert models.mods hould learn to effectively spot setups in the market which are with high risk/reward level and act on theese
also, implement risk management (stop loss)
@ -62,4 +62,8 @@ make all dashboard processes run on the server without need of dashboard page to
if that does not work I think we can make it simpler and easier to train if we have just 2 model actions buy/sell. we don't need hold signal, as until we have action we hold. And when we are long and we get a sell signal - we close. and enter short on consequtive sell signal. also, we will have different thresholds for entering and exiting. learning to enter when we are more certain
this will also help us simplify the training and our codebase to keep it easy to develop.
as our models are chained, it does not make sense anymore to train them separately. so remove all modes from main_clean and all referenced code. we use only web mode wherehe flow is: we collect data, calculate indicators and pivot points -> CNN -> RL => orchestrator -> broker/web
as our models are chained, it does not make sense anymore to train them separately. so remove all modes from main_clean and all referenced code. we use only web mode wherehe flow is: we collect data, calculate indicators and pivot points -> CNN -> RL => orchestrator -> broker/web
# DASH
add a row with small charts showing all the data we feed to the models: the 1m 1h 1d and reference (btc) ohlcv on the dashboard