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ml-hft's Introduction

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ml-hft's Issues

Label Variable Traded

Hi I really appreciate the work your doing here! I am a bit confused on the way to decided to label buy and sell signals. So you said that if current bid is greater than the minimum ask for the next 15 minutes, it is a buy signal. However, I'm not sure why this is the case. If current bid is great than the minimum ask doesn't this suggest that the security has fallen in price?

HFT cooperation

hello,
We will set up a high-frequency trading company in New York/China, see your code is perfect, and want to further cooperate with you.
What's your Whatsapp or WeChat number?

My Whatsapp/Wechat: +8615800210448

Understanding Rise Ratio

I love the project. Well done! I am a High-Frequency Trader in the crypto market usign Hummingbot myself. I will do a similar project in the near future.

Could you explain in words what the rise ratio is and how this is measured. I could not figure that out via the code

Thanks!

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