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Automated and optimal price data labelling into SHORT and LONG

Hi everyone,
I am thinking about the issue, on how to generate labelled price data automatically.
Basically, i would like to segment a price sequence into a LONG and SHORT blocks.
Can anyone suggest a technique? I would expect that implementing MRF or CRF would provide best results.

These are the results when using some intuitive hacking:

https://ibb.co/rxrvfZt

Thanks for all comments and suggestions!