Generating Label Data for Financial Time Series
I'm working on creating a number of financial time series data with directional BUY HOLD SELL labels for Supervised learning. Can anyone suggest a method of generating the signals/labels for my training data other than to visually chart the data and find the tops and bottoms of the charts and manually code them in. My streams are not trying to predict say - the closing price of tomorrow - but to generate BUY HOLD SELL signals only. There must be a way to generate these training data signals automatically somehow... Any suggestions ?