A similar experiment I did comes to mind from 3 years ago.
For the fun of it I was trying to train a few deep neural network configurations (LSTM, a few variations of FCNs, …) to trade shitcoins and downloaded 4 years of 1h candles.
The first easiest idea was to prepare the training data to fire three signals, buy, sell, do nothing (I know a terrible choice). The cost function was setup to do the simple thing and maximize the overall profit (I know an other terrible choice). Fast forward 30min of training and the final outcome is a model that outputs “do nothing” in 100% of the cases.
A similar experiment I did comes to mind from 3 years ago.
For the fun of it I was trying to train a few deep neural network configurations (LSTM, a few variations of FCNs, …) to trade shitcoins and downloaded 4 years of 1h candles.
The first easiest idea was to prepare the training data to fire three signals, buy, sell, do nothing (I know a terrible choice). The cost function was setup to do the simple thing and maximize the overall profit (I know an other terrible choice). Fast forward 30min of training and the final outcome is a model that outputs “do nothing” in 100% of the cases.
To be fair, your program demonstrated the most reliable way to win at crypto! 😉