search

Netanelshoshan / freqAI-LSTM

A Trading Model Utilizing a Dynamic Weighting and Aggregate Scoring System with LSTM Networks
MIT License
81 stars 25 forks source link

How is the target predictive? #8

Closed JunkMyFunk closed 1 month ago

JunkMyFunk commented 2 months ago

Hi, I stumbled across this repo looking for an LSTM implementations for FreqAI and the PyTorch regressor you've created is great, so many thanks for sharing your work on that.

I'm just confused about the implementation in the example strategy really... the set_freqai_targets method uses a lot of indicators to create the score to be used as a target variable but these all appear to be based on rolling windows of past data, essentially an aggregation of standard indicators. Where is it looking ahead so it can make predictions about the future score? e.g. All of the other example FreqAI strategies I've seen use some variation of shift(-n) for target variables.

ckaraca commented 1 month ago

And a button for asking the predictions on telegram would be nice :)

Netanelshoshan commented 1 month ago

Hi @JunkMyFunk,

Please find my response on #7

All the best.