Antique

The preceding articles in this Feature Engineering for ML series derived features from price geometry (Part 1), from the trading calendar (Part 3), from the bid-ask spread and price impact (Parts 5–6), from the information content of the trade-direction sequence (Part 7), and, most recently, from the timing of regime changes themselves (Part 10). This eleventh installment returns to price geometry, but at a coarser structural level: the swing highs and swing lows that define support, resistance, and trend.

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