13bac5f654
COMPLETE PIVOT from ML trading optimizer to on-chain metrics monitor. Architecture: - Playwright scrapes LookIntoBitcoin Plotly Dash charts for real on-chain data - 10 proven metrics: Puell Multiple, MVRV Z-Score, Fear & Greed, Reserve Risk, RHODL Ratio, NUPL, LTH Realized Price, 200W SMA, Hash Ribbons, Drawdown - Each metric scores 0-10, composite 0-100 - No ML, no black box — every signal transparent and traceable - Historical backtest validates scoring against actual BTC forward returns - Recency-weighted analysis accounts for diminishing cycle returns Full documentation in ARCHITECTURE.md
68 lines
1.3 KiB
JSON
68 lines
1.3 KiB
JSON
{
|
|
"model_type": "xgboost",
|
|
"features": {
|
|
"use_price_position": true,
|
|
"use_momentum": true,
|
|
"use_volatility": true,
|
|
"use_volume": true,
|
|
"use_cycle": true,
|
|
"use_pca": false,
|
|
"pca_variance": 0.85,
|
|
"use_scaler": true
|
|
},
|
|
"target": {
|
|
"type": "regression",
|
|
"forward_periods_1h": [
|
|
168,
|
|
720,
|
|
2160
|
|
],
|
|
"forward_periods_4h": [
|
|
42,
|
|
180,
|
|
540
|
|
],
|
|
"weights": [
|
|
0.2,
|
|
0.3,
|
|
0.5
|
|
],
|
|
"score_range": [
|
|
0,
|
|
100
|
|
]
|
|
},
|
|
"hyperparameters": {
|
|
"learning_rate": 0.005,
|
|
"max_depth": 5,
|
|
"n_estimators": 800,
|
|
"subsample": 0.7,
|
|
"colsample_bytree": 0.7,
|
|
"min_child_weight": 15,
|
|
"gamma": 0.5,
|
|
"reg_alpha": 0.3,
|
|
"reg_lambda": 1.0,
|
|
"lstm_hidden_size": 64,
|
|
"lstm_num_layers": 2,
|
|
"lstm_dropout": 0.4,
|
|
"lstm_epochs": 80,
|
|
"lstm_batch_size": 64,
|
|
"lstm_sequence_length": 30,
|
|
"lstm_patience": 15
|
|
},
|
|
"strategy": {
|
|
"strong_buy_threshold": 55,
|
|
"good_buy_threshold": 35,
|
|
"poor_threshold": 20
|
|
},
|
|
"training": {
|
|
"rolling_window": true,
|
|
"rolling_train_size": 3500,
|
|
"rolling_test_size": 300,
|
|
"walk_forward_windows": 5,
|
|
"train_pct": 0.7,
|
|
"validation_pct": 0.15,
|
|
"test_pct": 0.15
|
|
},
|
|
"timeframe": "4h"
|
|
} |