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Transformer market-structure analysis

Wyckoff Trading Assistant

A transformer that labels price action against Richard Wyckoff’s market-phase method.

Method encoded
Wyckoff phases
2025
010203
Signal path · 3 stages

The problem

Wyckoff analysis is judgement-heavy and slow: a human reads chart structure phase by phase.

What made it hard

Market phases are sequential and context-dependent, so the model has to see a window, not a candle.

Architecture

  1. 01Sequence windows of OHLCV data built into training examples
  2. 02Transformer encoder trained to classify market phase
  3. 03Served behind a web frontend for chart-by-chart inspection

Outcomes

  • Encodes a discretionary method into a reproducible classifier
  • Deployed as a live web application