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README.md
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pool_size: [2, 2]
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- Conv2D_3:
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filters: 128
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kernel_size: [3, 3]
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activation: relu
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- MaxPooling2D_3:
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pool_size: [2, 2]
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- Flatten
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method: Canny
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threshold1: 50
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threshold2: 150
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- line_detection:
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method: HoughLinesP
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min_line_length: 20
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max_line_gap: 5
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technical_indicators:
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- slope:
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method: polyfit
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degree: 1
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- volatility:
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method: standard_deviation
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- trend_strength:
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method: mean_absolute_diff
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- momentum:
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method: price_difference
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period: 10
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- support_resistance:
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method: min_max_difference
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training:
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optimizer: adam
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loss: binary_crossentropy
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metrics: [accuracy]
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requirements:
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- tensorflow
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- opencv-python
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- numpy
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- scikit-learn
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architecture:
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image_branch:
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input_shape: [150, 150, 3]
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layers:
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- Conv2D_1:
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filters: 32
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kernel_size: [3, 3]
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activation: relu
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- MaxPooling2D_1:
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pool_size: [2, 2]
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- Conv2D_2:
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filters: 64
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kernel_size: [3, 3]
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activation: relu
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- MaxPooling2D_2:
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pool_size: [2, 2]
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- Conv2D_3:
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filters: 128
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kernel_size: [3, 3]
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activation: relu
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- MaxPooling2D_3:
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pool_size: [2, 2]
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- Flatten
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numerical_branch:
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input_shape: # 6 technical indicators
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layers:
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- Dense:
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units: 64
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activation: relu
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combined_layers:
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- Dense:
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units: 128
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activation: relu
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- Dense:
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units: 1
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activation: sigmoid
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image_augmentation:
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- rescale: 1./255
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- rotation_range: 10
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- width_shift_range: 0.1
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- height_shift_range: 0.1
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- zoom_range: 0.1
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- horizontal_flip: true
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technical_indicators:
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- RSI:
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method: ta.momentum.RSIIndicator
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- MACD:
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method: ta.trend.MACD
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- Bollinger_Bands:
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method: ta.volatility.BollingerBands
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- ATR:
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method: ta.volatility.AverageTrueRange
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- OBV:
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method: ta.volume.OnBalanceVolumeIndicator
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