Ground Truth MTF 타점 프로필

매수 GT 304건 · 매도 GT 150건 · 분석 컬럼 1060개 (3,5,10,15,30,60,240,1440분 + MTF 합성)

분리도 = |mean_buy − mean_sell| / pooled_std. TF별·글로벌 상위 피처로 04 규칙 후보를 생성합니다.

간격별 분리도 상위 (요약)

TF숫자 피처 수상위 5 (분리도)
m3124ga_cci_20(3.19), bb_pos(3.17), ga_keltner_pos(3.09), ga_mfi_14(3.00), RSI(2.68)
m5124bb_pos(4.28), ga_cci_20(4.15), ga_mfi_14(3.75), ga_keltner_pos(3.67), ga_donchian_pos(3.48)
m10124bb_pos(4.86), ga_cci_20(4.29), ga_donchian_pos(3.93), ga_keltner_pos(3.81), stoch_k(3.76)
m15124bb_pos(4.26), ga_cci_20(3.89), ga_ha_bull(3.79), ga_keltner_pos(3.62), ga_donchian_pos(3.57)
m30124ga_ha_bull(4.14), ga_williams_overboug(4.13), bb_pos(3.79), ga_cci_20(3.51), ga_donchian_pos(3.33)
m60124ga_ha_bull(4.63), bb_pos(2.85), ga_cci_20(2.79), ga_williams_overboug(2.72), ga_keltner_pos(2.56)
m240124ga_ha_bull(2.26), ga_ha_trend_up(1.60), ga_chart_ha_trend(1.60), ga_cci_20(1.55), bb_pos(1.34)
d1124ga_ha_bull(0.79), ga_cci_20(0.45), ga_hammer(0.41), ga_cci_oversold(0.41), bb_pos(0.40)

글로벌 분리도 Top 40

컬럼TF기법군분리도매수 median매도 median
m10_bb_posm10legacy4.8620.09650.9122
m60_ga_ha_bullm60indicator4.6310.01.0
m10_ga_cci_20m10indicator4.286-155.264138.6096
m5_bb_posm5legacy4.2810.10920.8803
m15_bb_posm15legacy4.2630.09930.9253
m5_ga_cci_20m5indicator4.146-148.8619131.386
m30_ga_ha_bullm30indicator4.1360.01.0
m30_ga_williams_overboughtm30indicator4.1320.01.0
m10_ga_donchian_posm10indicator3.9260.1641.0459
m15_ga_cci_20m15indicator3.894-155.0009146.0705
m10_ga_keltner_posm10indicator3.8140.10041.0505
m15_ga_ha_bullm15indicator3.7920.01.0
m30_bb_posm30legacy3.7850.11250.9835
m10_stoch_km10legacy3.75921.0633106.6667
m5_ga_mfi_14m5indicator3.75319.522577.5999
m10_ga_ha_bullm10indicator3.7220.01.0
m5_ga_keltner_posm5indicator3.6660.07590.994
m10_ga_williams_overboughtm10indicator3.6630.01.0
m15_ga_keltner_posm15indicator3.6240.1061.1093
m15_ga_donchian_posm15indicator3.5680.18181.0656
m15_ga_williams_overboughtm15indicator3.5410.01.0
m10_ga_williams_rm10indicator3.521-80.95245.6975
m30_ga_cci_20m30indicator3.507-141.1485158.8046
m5_ga_donchian_posm5indicator3.4830.17651.0083
m10_ga_mfi_14m10indicator3.41420.693675.6397
m5_ga_cci_oversoldm5indicator3.3871.00.0
m15_stoch_km15legacy3.38323.5511108.3007
m30_ga_donchian_posm30indicator3.3270.16821.0714
m5_RSIm5legacy3.32630.769271.3465
m30_ga_cci_overboughtm30indicator3.3230.01.0
m15_ga_williams_rm15indicator3.288-80.08.554
m30_ga_keltner_posm30indicator3.2660.15211.1214
m10_ga_cci_oversoldm10indicator3.2211.00.0
m10_stoch_dm10legacy3.20923.6995106.2051
m3_ga_cci_20m3indicator3.187-126.499108.8001
m3_bb_posm3legacy3.1660.13710.8159
m3_ga_keltner_posm3indicator3.0880.07930.9532
m10_RSIm10legacy3.07031.45570.9677
m30_ga_williams_rm30indicator3.031-82.08569.5696
m3_ga_mfi_14m3indicator2.99921.503876.1927

04 규칙 선별용 피처 (발췌)

매수
m3_ga_cci_20, m3_bb_pos, m3_ga_keltner_pos, m3_ga_mfi_14, m3_RSI, m3_ga_donchian_pos, m5_bb_pos, m5_ga_cci_20, m5_ga_mfi_14, m5_ga_keltner_pos, m5_ga_donchian_pos, m5_ga_cci_oversold, m10_bb_pos, m10_ga_cci_20, m10_ga_donchian_pos, m10_ga_keltner_pos, m10_stoch_k, m10_ga_ha_bull, m15_bb_pos, m15_ga_cci_20, m15_ga_ha_bull, m15_ga_keltner_pos, m15_ga_donchian_pos, m15_ga_williams_overbought, m30_ga_ha_bull

매도
m3_ga_cci_20, m3_bb_pos, m3_ga_keltner_pos, m3_ga_mfi_14, m3_RSI, m3_ga_donchian_pos, m5_bb_pos, m5_ga_cci_20, m5_ga_mfi_14, m5_ga_keltner_pos, m5_ga_donchian_pos, m5_ga_cci_oversold, m10_bb_pos, m10_ga_cci_20, m10_ga_donchian_pos, m10_ga_keltner_pos, m10_stoch_k, m10_ga_ha_bull, m15_bb_pos, m15_ga_cci_20, m15_ga_ha_bull, m15_ga_keltner_pos, m15_ga_donchian_pos, m15_ga_williams_overbought, m30_ga_ha_bull