The Ichimoku Balance Line strategy is a trend following strategy that determines trend direction by calculating moving averages combined with the Ichimoku Kinko Hyo indicator for low-risk trend trading. Strategy Principle The strategy mainly uses the Ichimoku Kinko Hyo indicator to determine the tre...
The encoder network had the following architecture: The decoder network is a mirror of the encoder, taking samples from the latent Gaussian as input and attempting to reconstruct the original Ichimoku feature vector through multiple fully-connected layers: The latent dimension was varied from 2 to ...