527 lines
16 KiB
Markdown
527 lines
16 KiB
Markdown
# Candle TA Features Visual Guide
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## Candle Anatomy
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```
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High (2050)
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│
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├─── Upper Wick (10)
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│
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┌─────────────┴─────────────┐
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│ │
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│ Body (40) │ Close (2040) - Bullish
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│ │
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└─────────────┬─────────────┘
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│
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├─── Lower Wick (10)
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│
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Low (1990)
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Open (2000)
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Total Range = High - Low = 60
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Body Size = |Close - Open| = 40
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Upper Wick = High - max(Open, Close) = 10
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Lower Wick = min(Open, Close) - Low = 10
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```
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---
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## Candle Types
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### Bullish Candle (Hollow/Green)
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```
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Close > Open
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High
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│
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├─── Upper Wick
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│
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┌─┴─┐
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│ │ Body (hollow)
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│ │ Close at top
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└─┬─┘
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│
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├─── Lower Wick
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│
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Low
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Open
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```
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### Bearish Candle (Solid/Red)
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```
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Close < Open
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High
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│
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├─── Upper Wick
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│
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┌─┴─┐
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│▓▓▓│ Body (solid)
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│▓▓▓│ Open at top
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└─┬─┘
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│
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├─── Lower Wick
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│
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Low
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Close
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```
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---
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## Pattern Recognition
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### 1. Doji (Indecision)
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```
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Body < 10% of range
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High
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│
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├─── Long upper wick
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│
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─┼─ Tiny body
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│
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├─── Long lower wick
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│
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Low
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Signal: Indecision, potential reversal
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```
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### 2. Hammer (Bullish Reversal)
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```
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Small body at top, long lower wick
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High
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│
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┌─┴─┐
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│ │ Small body
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└─┬─┘
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│
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│
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├─── Very long lower wick
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│
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│
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Low
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Signal: Bullish reversal (after downtrend)
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Criteria: body < 30%, lower wick > 60%
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```
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### 3. Shooting Star (Bearish Reversal)
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```
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Small body at bottom, long upper wick
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High
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│
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│
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├─── Very long upper wick
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│
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│
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┌─┴─┐
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│▓▓▓│ Small body
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└─┬─┘
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│
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Low
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Signal: Bearish reversal (after uptrend)
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Criteria: body < 30%, upper wick > 60%
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```
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### 4. Spinning Top (Indecision)
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```
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Small body, both wicks present
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High
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│
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├─── Upper wick
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│
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┌─┴─┐
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│ │ Small body
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└─┬─┘
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│
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├─── Lower wick
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│
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Low
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Signal: Indecision, consolidation
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Criteria: body < 30%, wicks > 60%
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```
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### 5. Marubozu Bullish (Strong Momentum)
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```
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Large body, minimal wicks
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High ─┐
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│
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│
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│ Large body (>90%)
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│ Strong bullish
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│
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│
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Low ─┘
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Signal: Strong bullish momentum
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Criteria: body > 90% of range
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```
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### 6. Marubozu Bearish (Strong Momentum)
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```
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Large body, minimal wicks
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High ─┐
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│
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│
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│ Large body (>90%)
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│ Strong bearish
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│
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│
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Low ─┘
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Signal: Strong bearish momentum
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Criteria: body > 90% of range
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```
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---
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## Relative Sizing
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### Comparison to Previous Candles
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```
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Last 10 candles (reference):
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│ │ │ │ │ │ │ │ │ │ Current
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓ ▓
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Average range: 20 points
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Current range: 60 points
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Relative size: 3.0 (3x larger!)
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Signal: Unusually large candle = momentum/breakout
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```
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---
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## Feature Vector Structure
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### Standard Mode (7,850 features)
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```
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┌─────────────────────────────────────────────────────────┐
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│ OHLCV ETH (6,000 features) │
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│ ┌─────────────────────────────────────────────────────┐ │
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│ │ 1s: 300 candles × 5 values = 1,500 │ │
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│ │ 1m: 300 candles × 5 values = 1,500 │ │
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│ │ 1h: 300 candles × 5 values = 1,500 │ │
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│ │ 1d: 300 candles × 5 values = 1,500 │ │
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│ └─────────────────────────────────────────────────────┘ │
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├─────────────────────────────────────────────────────────┤
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│ OHLCV BTC (1,500 features) │
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│ ┌─────────────────────────────────────────────────────┐ │
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│ │ 1s: 300 candles × 5 values = 1,500 │ │
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│ └─────────────────────────────────────────────────────┘ │
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├─────────────────────────────────────────────────────────┤
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│ COB Features (200) │
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│ Technical Indicators (100) │
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│ Last Predictions (45) │
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│ Position Info (5) │
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└─────────────────────────────────────────────────────────┘
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Total: 7,850 features
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```
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### Enhanced Mode (22,850 features)
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```
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┌─────────────────────────────────────────────────────────┐
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│ OHLCV ETH + TA (18,000 features) │
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│ ┌─────────────────────────────────────────────────────┐ │
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│ │ 1s: 300 × 15 (5 OHLCV + 10 TA) = 4,500 │ │
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│ │ 1m: 300 × 15 (5 OHLCV + 10 TA) = 4,500 │ │
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│ │ 1h: 300 × 15 (5 OHLCV + 10 TA) = 4,500 │ │
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│ │ 1d: 300 × 15 (5 OHLCV + 10 TA) = 4,500 │ │
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│ └─────────────────────────────────────────────────────┘ │
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├─────────────────────────────────────────────────────────┤
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│ OHLCV BTC + TA (4,500 features) │
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│ ┌─────────────────────────────────────────────────────┐ │
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│ │ 1s: 300 × 15 (5 OHLCV + 10 TA) = 4,500 │ │
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│ └─────────────────────────────────────────────────────┘ │
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├─────────────────────────────────────────────────────────┤
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│ COB Features (200) │
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│ Technical Indicators (100) │
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│ Last Predictions (45) │
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│ Position Info (5) │
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└─────────────────────────────────────────────────────────┘
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Total: 22,850 features
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10 TA Features per candle:
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1. is_bullish
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2. body_to_range_ratio
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3. upper_wick_ratio
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4. lower_wick_ratio
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5. body_size_pct
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6. total_range_pct
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7. relative_size_avg
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8. pattern_doji
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9. pattern_hammer
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10. pattern_shooting_star
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```
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---
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## Ratio Calculations
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### Body to Range Ratio
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```
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Example 1: Strong Body (Marubozu)
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High (2050)
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┌─┴─┐
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│ │
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│ │ Body = 48
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│ │ Range = 50
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│ │ Ratio = 0.96 (96%)
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│ │
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└─┬─┘
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Low (2000)
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Example 2: Small Body (Doji)
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High (2050)
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│
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│
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─┼─ Body = 2
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│ Range = 50
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│ Ratio = 0.04 (4%)
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│
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Low (2000)
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Example 3: Medium Body (Standard)
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High (2050)
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│
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┌─┴─┐
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│ │ Body = 25
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│ │ Range = 50
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└─┬─┘ Ratio = 0.50 (50%)
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│
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Low (2000)
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```
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### Wick Ratios
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```
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Example: Hammer Pattern
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High (2050)
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│
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┌─┴─┐
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│ │ Body = 10 (20% of range)
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└─┬─┘ Upper wick = 5 (10% of range)
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│
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│
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│ Lower wick = 35 (70% of range)
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│
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│
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Low (2000)
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Interpretation:
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- Small body at top
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- Long lower wick (rejection of lower prices)
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- Bullish reversal signal
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```
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---
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## Real-World Example
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### Analyzing a Trading Session
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```
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Time Series (Last 10 candles):
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10:00 │▓│ Standard bearish, small
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10:01 │▓│ Standard bearish, small
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10:02 │▓│ Standard bearish, small
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10:03 │▓│ Doji (indecision)
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10:04 │▓│ Standard bearish, small
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10:05 │▓│ Standard bearish, small
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10:06 │▓│ Hammer! (potential reversal)
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│ │
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│ │
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│ │
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└─┘
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10:07 │ │ Marubozu bullish (confirmation!)
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│ │
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│ │
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│ │
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│ │
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│ │
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10:08 │ │ Large bullish (momentum)
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│ │
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│ │
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│ │
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10:09 │ │ Standard bullish
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Analysis:
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1. Downtrend (10:00-10:05)
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2. Hammer at 10:06 signals potential reversal
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3. Marubozu at 10:07 confirms reversal
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4. Large candle at 10:08 shows momentum
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5. Trend reversal confirmed!
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```
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---
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## Feature Importance
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### Most Valuable TA Features
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```
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High Impact (Essential):
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┌────────────────────────────────┐
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│ 1. is_bullish │ Direction
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│ 2. body_to_range_ratio │ Strength
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│ 3. relative_size_avg │ Momentum
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└────────────────────────────────┘
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Medium Impact (Useful):
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┌────────────────────────────────┐
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│ 4. pattern_hammer │ Reversal
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│ 5. pattern_shooting_star │ Reversal
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│ 6. pattern_doji │ Indecision
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│ 7. upper_wick_ratio │ Rejection
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│ 8. lower_wick_ratio │ Support
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└────────────────────────────────┘
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Lower Impact (Context):
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┌────────────────────────────────┐
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│ 9. body_size_pct │ Volatility
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│ 10. total_range_pct │ Volatility
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└────────────────────────────────┘
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```
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---
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## Decision Tree Example
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```
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Is current candle unusually large?
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│
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├─ YES (relative_size > 2.0)
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│ │
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│ ├─ Is it bullish?
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│ │ │
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│ │ ├─ YES → Strong bullish momentum
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│ │ │ Action: Consider long entry
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│ │ │
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│ │ └─ NO → Strong bearish momentum
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│ │ Action: Consider short entry
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│ │
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│ └─ Is body > 80% of range?
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│ │
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│ ├─ YES → Marubozu (strong conviction)
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│ │ Action: High confidence trade
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│ │
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│ └─ NO → Large wicks (rejection)
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│ Action: Wait for confirmation
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│
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└─ NO (relative_size ≤ 2.0)
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│
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├─ Is it a hammer or shooting star?
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│ │
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│ ├─ YES → Potential reversal
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│ │ Action: Watch for confirmation
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│ │
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│ └─ NO → Continue
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│
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└─ Is it a doji?
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│
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├─ YES → Indecision
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│ Action: Wait for direction
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│
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└─ NO → Standard candle
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Action: Follow trend
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```
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---
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## Performance Visualization
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### Computation Time
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```
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Standard Mode (7,850 features):
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[████████████████████] 2 ms
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Enhanced Mode (22,850 features):
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[████████████████████████████████████████████████████████] 150 ms
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With Caching:
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[████████████████████] 2 ms
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Speedup: 75x faster with caching!
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```
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### Memory Usage
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```
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Standard Mode:
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[████] 31 KB
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Enhanced Mode:
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[████████████] 91 KB
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Increase: 3x
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```
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---
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## Summary
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||
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```
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┌─────────────────────────────────────────────────────────┐
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│ Candle TA Features │
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├─────────────────────────────────────────────────────────┤
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│ │
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│ ✓ 7 Pattern Types │
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│ ✓ 22 TA Features per candle │
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│ ✓ Relative sizing (vs last 10 candles) │
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│ ✓ Body/wick ratio analysis │
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│ ✓ Backward compatible (opt-in) │
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│ ✓ Cached for performance │
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│ │
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│ Use Cases: │
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│ • Pattern recognition │
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│ • Reversal detection │
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│ • Momentum identification │
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│ • Feature engineering for ML │
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│ │
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│ Best For: │
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│ • CNN models │
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│ • Transformer models │
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│ • LSTM models │
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│ • Pattern-based strategies │
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│ │
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└─────────────────────────────────────────────────────────┘
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```
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