This model tries to predict time-series data, that is, the SPY close price from January 1993 to May 2022, by using the CNN architecture.
Based on the sliding-window algorithm, the data are labeled BUY, SELL, and HOLD. If it’s at its peak in that sliding window, then it’s a SELL. If it’s in the troughs, then it’s a BUY. Otherwise, it’s a HOLD.
We combine many technical indicators and intervals to create a B&W image such that each pixel represents a technical indicator at a certain interval.
We use this B&W image to predict at a certain price point should it SELL, BUY, or HOLD
The complete report is available in this link (written in Bahasa Indonesia)