In the previous article we built the main modules of the MSFformer model, including CSCM and Skip-PAM. The CSCM module constructs a feature tree of the analyzed time series, while Skip-PAM extracts information from time series at multiple scales using attention mechanism based on a temporal feature tree. In this article, we will continue that work by training the model and evaluating its performance on real-world data using the MetaTrader 5 Strategy Tester. more...
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