Model XGBoost (tuned)
UP prob_up ≥ threshold
DOWN prob_up < threshold
Threshold optimal Macro F1
BTC: 29 fitur
ETH: 37 fitur (extended)
Fitur: RSI · EMA · ATR · BB · MA50
Fitur: Return 1H/2H/3H · Lag 1/2/3
Fitur: Volume Ratio · Volatility 24H
ETH+: Dist EMA · Candle · Volume Change
CV: TimeSeriesSplit 5-fold
Data: Coinbase API 1H
AI: Groq · gpt-oss-20b