Home Community Crypto-ML Roadmap, Feature, and Suggestions Big News Coming–Breakthrough in Anomaly Detection Reply To: Big News Coming–Breakthrough in Anomaly Detection


Hi @matthew55 and @kw, thanks!

In terms of performance, the biggest difference is it is more robust. That means the same exact model with the same exact parameters works in a much broader set of scenarios. We’ll cover some numbers in the release comparing performance, but the real test will be how it performs over the next year or so.

We’ll also cover the frequency. It can be a bit choppier than the current models. That means it might open a trade and then close it 50 minutes later. Or it may keep a trade open for a very long time.

The current models seem to have a feel to them in terms of trade length/frequency, but I think we’ll not be able to expect that with the new one. That is inherent in the approach–it’s looking for unusual data (anomalies), which can occur at any time.

This also means we cannot support the concept of a Strength Meter. We’re working on other options to provide some form of visualization.

We should have a post out tomorrow or Thursday covering everything.