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README.md
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@@ -16,7 +16,7 @@ Multi-model classification pipeline predicting BUY / HOLD / SELL signals
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for major forex pairs using 10 years of H1 candle data.
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## Instruments
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## Granularity
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H1 (1-hour candles)
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| Model | Accuracy | F1 (weighted) | Sharpe Ratio | Return % | Max DD % |
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|-----------|----------|--------------|--------------|----------|----------|
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| xgboost | 0.
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| lightgbm | 0.
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| lstm | 0.
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## Usage
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for major forex pairs using 10 years of H1 candle data.
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## Instruments
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USD_CHF
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## Granularity
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H1 (1-hour candles)
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| Model | Accuracy | F1 (weighted) | Sharpe Ratio | Return % | Max DD % |
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|-----------|----------|--------------|--------------|----------|----------|
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| xgboost | 0.3895086891225059 | 0.4624705139898039 | 0.0 | 0.0% | 0.0% |
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| lightgbm | 0.370521347350354 | 0.4419163108223123 | 0.0 | 0.0% | 0.0% |
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| lstm | 0.3868268611885861 | 0.45938959752709685 | -0.476 | -0.0% | -0.0% |
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## Usage
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