| Data split | Score |
|---|---|
| Train | 0.132 |
| Test | 0.566 |
| Param | Value |
|---|---|
| criterion | squared_error |
| max_depth | 3 |
| max_features | log2 |
| min_samples_split | 20 |
| min_samples_leaf | 10 |
| Param | Value |
|---|---|
| log | True |
| diff | True |
| normalize | False |
| 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 |