start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.
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@@ -562,6 +562,28 @@ a certain number of hours in age by setting the `expiration_hours` in the config
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In the present example, the user will only allow predictions on models that are less than 1/2 hours
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old.
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## Choosing the calculation of the `target_roi`
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As shown in `templates/FreqaiExampleStrategy.py`, the `target_roi` is based on two metrics computed
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by FreqAI: `label_mean` and `label_std`. These are the statistics associated with the labels used
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*during the most recent training*. This allows the model to know what magnitude of a target to be
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expecting since it is directly stemming from the training data. By default, FreqAI computes this based
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on trainig data and it assumes the labels are Gaussian distributed. These are big assumptions
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that the user should consider when creating their labels. If the user wants to consider the population
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of *historical predictions* for creating the dynamic target instead of the trained labels, the user
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can do so by setting `fit_live_prediction_candles` to the number of historical prediction candles
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the user wishes to use to generate target statistics.
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```json
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"freqai": {
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"fit_live_prediction_candles": 300,
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}
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```
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If the user sets this value, FreqAI will initially use the predictions from the training data set
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and then subsequently begin introducing real prediction data as it is generated. FreqAI will save
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this historical data to be reloaded if the user stops and restarts with the same `identifier`.
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<!-- ## Dynamic target expectation
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The labels used for model training have a unique statistical distribution for each separate model training.
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