Disconnect

Train Accuracy: 99.42%
Test Accuracy: 85.93%
              precision    recall  f1-score   support

         0.0       0.88      0.93      0.90       545
         1.0       0.80      0.72      0.76       375
         2.0       0.88      0.89      0.88       416

    accuracy                           0.86      1336
   macro avg       0.85      0.85      0.85      1336
weighted avg       0.86      0.86      0.86      1336

These are pretty decent results for my current version of the model, using 4 hr. data. However despite getting buy signals for the past couple of days (that’s 6 buy signals per day) my current trade is in drawdown and would have hit the stop loss if I had actually set one. Of course the predictions cover a five day horizon, so still time to recover. But not very encouraging. The prediction is that price will go up and that it will not go down too far during the period, which is already invalidated.

I can’t see myself making any improvement on the above results, which are already hard to believe for this context. I must surely have some logic error somewhere. Anyway, time to go back to developing the RL model, with the intent of using them both in an ensemble. Meanwhile I must find a new place to live, work on this project will suffer.