Add trading activity as an input

[nanvel]

I am a very beginner in ML and so have little understanding on what this model capable of.
Only want to suggest and, hopefully, get a feedback.

If we analyze only raw exchange data, as trades in order books and closed ones, we may have:

• current buy and sell price
• buy and sell volumes in some period of time
• number of buy and sell orders closed (they are not always correlated with volume)
• buy and sell order book (for example, volume needed to move price for particular percent, or measure activity in order book)

As post-processing of these values, we can divide them by SMA, measure speed they are changing.

[samre12]

@nanvel we can extend the input space for the model by adding all kinds information available from the exchange. But we need to keep 2 things in mind:

• the source of information that we are using should reliable
• we need to adapt to model in a way to optimally use the new information

Once, we can guarantee the above, we can proceed with the suggestion.