forex/results.txt at main · eachonly/forex · GitHub

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Model prediction results:

- EURUSD

    - Technical
        C     214   0.380107
        F     209   0.371226
        N     140   0.248668
        C% = 0.5059
    - Technical, threshold * 3
        N     367   0.651865
        C     102   0.181172
        F      94   0.166963
        C% = 0.5204
    - Fundamental
        C     282   0.356511
        F     262   0.331226
        N     247   0.312263
        C% = 0.5183
    - Fundamental, threshold * 3
        C     240   0.426288
        F     234   0.415631
        N      89   0.158082
        C% = 0.5063
    -Hybrid
        C     235   0.417407
        F     223   0.396092
        N     105   0.186501
    - Combination (if conflict, choose model with lowest loss last time step)
        C     210   0.373002
        F     196   0.348135
        N     157   0.278863
        C% = 0.5172
    - Combination (if conflict, don't take action)
        N     468   0.831261
        C      49   0.087034
        F      46   0.081705
        C% = 0.5157
    - Combination (if conflict, return technical)
        C     206   0.365897
        F     200   0.355240
        N     157   0.278863
    - Combination (if conflict, return fundamental)
        F     203   0.360568
        C     203   0.360568
        N     157   0.278863

    - Combination (if conflict, return model with largest change in predicted values)
        F     208   0.369449
        C     198   0.351687
        N     157   0.278863
    - Combination (if conflict, return model with smallest change in predicted values)
        C     211   0.374778
        F     195   0.346359
        N     157   0.278863
        C% = 0.5197
    - ***Combination (if conflict, return model with smallest change in predicted values), threshold * 3
        N     438   0.777975
        C      72   0.127886
        F      53   0.094139
        C% = 0.576
    - Combination (if conflict, choose model with lowest loss last time step), threshold * 3
        N     438   0.777975
        C      70   0.124334
        F      55   0.097691
        C% = 0.56