This is the future! Every atempt is worthy in my opinion. I think you should move into fast moving futures that people will pay attention to like the es or nq and work a little more at home before you can post results. Keep posting the news. As you know every one that thinks ahead is criticized!
I'm curious why you can't apply your strategy to equities. The market is fragmented and hft infrastructure more available. When I looked at trading Bitcoin, as a retailer, the fees were 2% of notional value and avg sizes were very very small (like .00001 btc or something). Some exchanges published book snapshots only. I can see why you would want to collaborate with hft firms ... I have a suspicion they don't use websockets to connect to crypto exchanges like the retailers do. And that is probably the reason they won't need any AI to make money
It's looking at order book and order flow in and out the order book, it measures 50 different features of the order book and feeds them to a neural net. It doesn't look at price history at all. Seems like there's a huge gap between RETAIL crowd and the market making and HFT firms. Retail people are looking at the price history trying to find patterns in the past, they put indicators and draw lines on chart because that's what brokers and various trading "gurus" who can't make money trading teach them to do... But that's like driving a car forward only using the rear view mirror. MM & HFT firms employ the brightest software engineers and scientist to apply the latest machine learning technology and AI to order flow and news and various other data sources. They are looking to the future rather than past. Retail people do not know anything about this hidden world, because it's a hard science and statistics that regular folks don't understand, and are stuck with charts and indicators because that's easy. I'm looking for a person who can understand what I'm doing, but obviously this forum is close to 100% retail people.
I have a hard time believing that you have found 50 independent LOB-based features. List them. Not everyone here is retail. This thread begs credulity.