OHLC + TICK
JFLXB opened this issue · 1 comments
JFLXB commented
Description
Run the Experiment for the following setup 3 times for a window_size of 30.
Attributes
["open", "high", "low", "close", "tick_volume", "spread", "real_volume", "bid_count", "bid_mean", "bid_std", "bid_min", "bid_25"%", "bid_50%", "bid_75%", "bid_max", "ask_count", "ask_mean", "ask_std", "ask_min", "ask_25%", "ask_50%", "ask_75%", "ask_max", "last_count", "last_mean", "last_std", "last_min", "last_25%", "last_50%", "last_75%", "last_max", "volume_count", "volume_mean", "volume_std", "volume_min", "volume_25%", "volume_50%", "volume_75%", "volume_max", "time_msc_count", "time_msc_mean", "time_msc_std", "time_msc_min", "time_msc_25%", "time_msc_50%", "time_msc_75%", "time_msc_max", "flags_count", "flags_mean", "flags_std", "flags_min", "flags_25%", "flags_50%", "flags_75%", "flags_max", "volume_real_count", "volume_real_mean", "volume_real_std", "volume_real_min", "volume_real_25%", "volume_real_50%", "volume_real_75%", "volume_real_max"]
Sub-Tasks
These window sizes should be tested after running the experiment 3 times using the default window_size of 30.
-
window_size: 1 -
window_size: 5 -
window_size: 30 -
window_size: 60 -
window_size: 360 -
window_size: 720 -
window_size: 1440 -
window_size: 10080