AUCETH
Auctus / Ethereum
crypto

One way i found *some* success in at least with backtesting, is avoid using regression like you said, its too random, but take 10's of thousands of actual and or backtested trades with a specific rule based strategy, then feed those trades for training/validation using classification. Ive gotten highest auc between .68 and .72
While it did boost the winrates significantly the strategies tested were unfortunately still not profitable, and the strategy i ended up going with has a 90-95% winrate so its not really worth filtering trades anyways.
But if you test a strat and its on the borderline of profitability using classification for either tp hit or sl hit can definitely boost it.
Could also look into adding more features outside of the indicators and conditions used for the stratrgy, these could end up boosting the AUC as well.
-another pro bot maker

One way i found *some* success in at least with backtesting, is avoid using regression like you said, its too random, but take 10's of thousands of actual and or backtested trades with a specific rule based strategy, then feed those trades for training/validation using classification. Ive gotten highest auc between .68 and .72
While it did boost the winrates significantly the strategies tested were unfortunately still not profitable, and the strategy i ended up going with has a 90-95% winrate so its not really worth filtering trades anyways.
But if you test a strat and its on the borderline of profitability using classification for either tp hit or sl hit can definitely boost it.
Could also look into adding more features outside of the indicators and conditions used for the stratrgy, these could end up boosting the AUC as well.
-another pro bot maker