Multi Timeframe

Hi,
I just joined here after seeing Richard Craib’s interview with Lex Friedman on Lex’s podcast: Richard Craib: WallStreetBets, Numerai, and the Future of Stock Trading | Lex Fridman Podcast #159 - YouTube
For the past few years I’ve been developing an analysis method that can be run on multiple timeframes for Eg. 1 Minute, 15 Minute, 4 Hour, Weekly, Monthy.
My concept has always been that each timeframe has it’s own features based on that timeframe but using the same analysis. I have Normalized those features so they are specific to the timeframe but I have a set of both long and short features - basically long and short charts.
I would like to test this concept on Numerai Signals with a view that my analysis would be very different to what is currently provided.
I’m looking for an example or guidance on how to setup an XGBoost model or similar model to train on multiple timeframes.
My basic premise is to analyze on a higher timeframe and enter a trade on a shorter timeframe.

I’ve been searching for quite a while and it is hard to find examples of this kind using searches, so I’m asking you all if you have seen something along this line.

I appreciate any help :slight_smile:

1 Like

I’ve been doing this for models to trade on another platform, and as part of the infrastructure wrote an analytics engine that given a text based request will generate arbitrary analytics across multiple timeframes, be they standard ones such as 15 and 30 minute bars or more obscure and possibly non-aligning ones. If using say 15 and 30 minute bars, analytics would be derived from bars with time ranges such as:
13:00 to 13:15 and 12:30 to 13:00
13:15 to 13:30 and 13:00 to 13:30
13:30 to 13:45 and 13:00 to 13:30
13:45 to 14:40 and 13:30 to 14:00
and so on. Features derived from past shorter time frame bars can be incorporated too so you can get more recent context leading up to a bar being finalised.

I’ve found that incorporating higher time frames reduces noise in the predictions, but it’s not always beneficial overall.

So fundamentally all you need to explore your idea is a source of data with say 1 minute bars, a way to generate bars and produce analytics at other time frames from those, and to combine results together as a set of features to train and predict on. Be careful when using historical data to ensure that you are not accidentally incorporating knowledge of the future, such as using a 13:00 to 13:15 bar with a complete 13:00 to 13:30 one.

Thanks for your reply @minou, so far I’ve been using a CFD broker platform with backtesting to run analysis on tick. Yea I’m not looking forward to replicating such a data feed from 1 Minute data.

The below is for Bank of America stock.

So far I have normalized chart levels with long charts on the left and short charts on the right. I’ve added bar counts of the charts in the middle so I can tell when a chart completes for readability only.

One thing I am trying to figure out is what the target should be since I have both long and short charts. If I was to split the long and short up then I could go back and assign the target separately based on if the 1Minute chart or others completed successfully or not. It’s harder to do with both long and short joined together. Does this format make sense to be using for Signals?

Long charts have zero as the support / stop loss, 0.5 as entry and 1.0 as the take profit 2.
Short charts have zero as the resistance / stop loss, 0.5 as entry and 1.0 as the take profit 2.
Data Headers:
Long: Monthly Weekly Daily 4Hour Hourly 15Minute 5Minute 1Minute LongChartBarNo - ShortChartBarNo 1Minute 5Minute 15Minute Hourly 4Hour Daily Weekly Monthly
0.4 0.4 0.5 0.7 0.2 0.1 0.2 0.2 70192 - 70192 0.3 0.3 0.3 0.3 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.3 0.2 0.2 70192 - 70192 0.3 0.3 0.3 0.3 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.3 0.2 0.2 70192 - 70192 0.3 0.3 0.3 0.3 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.3 0.2 0.2 70192 - 70192 0.3 0.3 0.2 0.2 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.3 0.4 0.4 70192 - 70192 0.1 0.1 0.2 0.2 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.4 0.4 0.4 70192 - 70192 0.1 0.1 0.2 0.2 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.4 0.5 0.5 70192 - 70192 0.0 0.0 0.2 0.2 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.4 0.4 0.5 0.5 70192 - 70192 0.0 0.0 0.1 0.1 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.4 0.5 0.5 0.5 70192 - 70192 0.0 0.0 0.1 0.1 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.4 0.5 0.5 0.5 70192 - 00000 0.0 0.0 0.1 0.1 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.5 0.5 0.5 70192 - 00000 0.0 0.0 0.2 0.2 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.3 0.3 0.5 0.5 70192 - 00000 0.0 0.0 0.2 0.2 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.2 0.2 70192 - 00000 0.0 0.0 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.2 0.2 0.2 70192 - 00000 0.1 0.0 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.2 0.2 0.2 70192 - 00000 0.1 0.0 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 00000 0.1 0.0 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.0 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.5 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.4 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.3 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.3 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.4 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.5 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.5 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.4 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.3 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.5 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.3 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.3 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.2 0.5 0.5 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.3 0.5 0.5 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.4 0.5 0.5 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.4 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.4 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.5 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.6 0.7 0.7 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.6 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.1 0.1 70192 - 70522 0.3 0.7 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.0 0.0 70192 - 70522 0.3 0.7 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.0 0.0 70192 - 70522 0.3 0.7 0.9 0.9 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.0 0.0 70192 - 70522 0.4 0.8 0.9 0.9 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.0 0.0 70192 - 70522 0.4 0.6 0.9 0.9 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.0 0.0 70192 - 70522 0.4 0.8 0.9 0.9 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.0 0.0 0.0 0.1 70522 - 70522 0.4 0.8 0.9 0.9 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.2 0.0 0.1 70522 - 70522 0.4 0.9 0.9 0.9 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.2 0.0 0.1 70522 - 70522 0.4 0.9 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.9 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.8 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.7 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.9 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.7 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.7 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.9 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.1 0.1 70522 - 70522 0.4 0.9 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.9 0.8 0.8 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.2 0.1 0.0 0.1 70522 - 70522 0.4 0.9 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.0 0.1 70522 - 70522 0.4 1.0 1.0 1.0 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.7 0.1 0.1 0.0 0.1 70522 - 70522 0.4 1.0 0.4 0.4 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 70522 - 70522 0.7 1.0 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 70852 - 70522 0.7 0.0 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 00000 - 70522 0.7 0.0 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 00000 - 70522 0.8 0.0 0.6 0.6 0.3 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 00000 - 70522 0.8 0.0 0.6 0.6 0.4 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 00000 - 70522 0.8 0.0 0.7 0.6 0.4 0.2 0.3 0.2
0.4 0.4 0.5 0.5 0.0 0.0 0.0 0.0 00000 - 70522 0.8 0.0 0.7 0.7 0.4 0.2 0.3 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 0.8 0.0 0.7 0.7 0.4 0.2 0.3 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 0.9 0.0 0.7 0.7 0.4 0.2 0.3 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 0.9 0.0 0.7 0.7 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 0.9 0.0 0.8 0.7 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.1 0.0 00000 - 70522 0.9 0.4 0.8 0.7 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.1 0.1 0.0 00000 - 70522 0.9 0.4 0.8 0.7 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 0.9 0.4 0.8 0.7 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 0.9 0.5 0.8 0.7 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 1.0 0.6 0.8 0.8 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70522 1.0 0.7 0.8 0.8 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.7 0.7 0.8 0.8 0.4 0.2 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.7 0.7 0.8 0.8 0.4 0.4 0.4 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.7 0.7 0.8 0.8 0.4 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.7 0.8 0.8 0.8 0.4 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.8 0.8 0.8 0.4 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.8 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.9 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.9 0.9 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.8 0.9 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.9 0.9 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 1.0 0.9 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.5 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 1.0 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 1.0 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.0 0.0 71140 - 70852 0.8 1.0 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 1.0 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.8 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.0 0.0 00000 - 70852 0.8 0.7 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.2 0.0 00000 - 70852 0.8 0.7 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.1 0.0 00000 - 70852 0.8 0.7 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.1 0.0 00000 - 70852 0.8 0.9 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.3 0.0 00000 - 70852 0.8 0.9 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.3 0.0 00000 - 70852 0.8 0.8 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.9 0.0 00000 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.9 1.0 71175 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.9 0.0 00000 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.7 0.0 00000 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.6 0.0 00000 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.0 0.8 0.0 00000 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.7 0.0 00000 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.6 0.0 00000 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.5 0.0 00000 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.5 0.2 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.4 0.2 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.4 0.1 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.4 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.3 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.3 0.0 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.5 0.0 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.5 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.5 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.6 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.6 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.7 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.6 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.5 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.5 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.4 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.4 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.5 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.6 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.6 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.7 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.8 0.5 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.8 0.5 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.1 0.8 0.6 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.9 0.6 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.0 0.2 0.9 0.6 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.2 0.9 0.6 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.9 0.6 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.9 0.7 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 1.0 0.7 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.8 0.7 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.8 0.5 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.7 0.4 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.6 0.4 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.6 0.3 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.8 0.3 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.8 0.5 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.6 0.5 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.6 0.3 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.5 0.3 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.5 0.2 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.5 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.4 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.4 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.4 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.3 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.1 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.3 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.2 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.4 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.5 71195 - 70852 0.6 0.4 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.5 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.6 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.4 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.3 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.4 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.5 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.6 71195 - 70852 0.6 0.3 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.3 0.6 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.2 0.3 0.6 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.6 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.7 71195 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.1 0.0 71195 - 70852 0.8 0.4 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.0 0.0 00000 - 70852 0.8 0.5 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.0 71505 - 70852 0.8 0.3 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.1 0.2 0.2 71505 - 70852 0.8 0.3 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.2 0.2 0.2 71505 - 70852 0.8 0.3 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.2 0.3 0.2 71505 - 70852 0.6 0.2 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.2 71505 - 70852 0.6 0.2 0.8 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.2 71505 - 70852 0.6 0.2 0.7 0.8 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.2 71505 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.3 71505 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.3 71505 - 70852 0.6 0.2 0.7 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.3 0.3 71505 - 70852 0.6 0.2 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.4 0.3 71505 - 70852 0.6 0.1 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.3 0.4 0.3 71505 - 70852 0.5 0.1 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.4 0.4 0.3 71505 - 70852 0.5 0.1 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.6 0.6 71505 - 70852 0.4 0.0 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.6 0.6 0.6 71505 - 70852 0.4 0.0 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.6 0.6 0.6 71505 - 70852 0.4 0.0 0.5 0.4 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.6 0.5 0.6 71505 - 70852 0.4 0.0 0.5 0.4 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.6 0.5 0.4 71505 - 70852 0.4 0.0 0.5 0.4 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.4 0.4 0.4 71505 - 70852 0.4 0.0 0.5 0.4 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.4 0.4 0.4 71505 - 70852 0.5 0.0 0.5 0.4 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.4 0.4 0.3 71505 - 70852 0.5 0.0 0.6 0.4 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.4 0.4 0.3 71505 - 70852 0.5 0.0 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.3 0.4 0.3 71505 - 70852 0.5 0.0 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.3 0.3 0.3 71505 - 70852 0.6 0.0 0.6 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.3 0.3 0.3 71505 - 70852 0.6 0.0 0.7 0.6 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.3 0.3 0.3 71505 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.3 0.5 0.3 71505 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.3 0.5 0.4 71505 - 70852 0.6 0.0 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.4 0.5 0.4 71505 - 70852 0.6 0.2 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.4 0.5 0.4 71505 - 70852 0.6 0.1 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.5 0.4 71505 - 70852 0.6 0.1 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.5 0.5 71505 - 70852 0.6 0.1 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.5 0.5 71505 - 70852 0.4 0.1 0.7 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.5 0.5 71505 - 70852 0.4 0.1 0.5 0.7 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.5 0.5 71505 - 70852 0.4 0.1 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.6 0.5 71505 - 70852 0.4 0.1 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.6 0.5 71505 - 70852 0.4 0.0 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.5 0.6 0.6 71505 - 70852 0.4 0.0 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.5 0.2 0.6 0.6 0.6 71505 - 70852 0.4 0.0 0.5 0.5 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.0 0.0 0.0 71505 - 70852 0.8 0.5 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.0 0.0 0.0 00000 - 70852 0.9 0.5 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.0 0.0 0.0 00000 - 70852 0.9 0.6 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.0 0.0 0.0 72158 - 70852 0.9 0.6 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.4 0.2 0.0 0.0 0.0 00000 - 70852 0.9 0.6 0.9 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.3 0.2 0.0 0.0 0.0 00000 - 70852 0.9 0.6 1.0 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.3 0.2 0.0 0.0 0.0 72182 - 70852 0.9 0.6 1.0 0.9 0.5 0.4 0.5 0.2
0.4 0.4 0.3 0.3 0.2 0.0 0.0 0.0 72182 - 70852 0.9 0.6 1.0 1.0 0.5 0.4 0.5 0.3
0.4 0.4 0.3 0.3 0.2 0.0 0.0 0.0 00000 - 70852 1.0 0.7 0.7 1.0 0.5 0.4 0.5 0.3
0.4 0.4 0.3 0.3 0.2 0.0 0.0 0.0 00000 - 70852 1.0 0.7 0.7 0.3 0.5 0.4 0.5 0.3
0.2 0.4 0.2 0.2 0.1 0.0 0.0 0.0 00000 - 70852 1.0 1.0 1.0 0.4 0.6 0.5 0.6 0.4 ← Shorts on 1Minute, 5Minute and 15Minute completed to take profit 2 aka 1.0

The Signals data format is completely different to that of the main tournament, being simply a single value between 0.0 and 1.0 as of Friday for each symbol you choose to include in the submission (you can optionally supply a date column to specify which Friday, which would be relevant for validation). So as long as you can derive a single value that hopefully has predictive power each week, and do that for at least several symbols, you should be all set. If your models are producing a long / short sentiment, then presumably you would combine those in some way to yield a single value.

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