Data and features
- Price action features: momentum, volatility, structural breaks.
- Macro features: yields, CPI surprises, DXY movements.
Model selection
- Rule-based filters for regime detection, then ML models for entry sizing.
- Use cross-validation and walk-forward analysis.
Risk and latency
- For H1 and above, prioritize robustness over micro-latency.
- Apply conservative leverage and ensemble signals for stability.