Data split | Score |
---|---|
Train | 0.184 |
Test | 0.223 |
Param | Value |
---|---|
criterion | squared_error |
max_depth | 3 |
max_features | log2 |
min_samples_split | 5 |
min_samples_leaf | 2 |
Param | Value |
---|---|
log | False |
diff | True |
normalize | True |
Param | Value |
---|---|
ohlc_ratio | True |
rsi | True |
bbands | True |
macd | True |
sma_periods | [7, 14, 50, 100, 200] |
lags | [7, 14, 21, 28] |
feature_combinations | True |