| Data split | Score |
|---|---|
| Train | 3554.417 |
| Test | 8112.614 |
| Param | Value |
|---|---|
| max_depth | 11 |
| reg_alpha | 0.5084429468530998 |
| reg_lambda | 9.403275426747117 |
| min_data_in_leaf_factor | 1 |
| n_estimators | 200 |
| colsample_bytree | 0.5 |
| 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 |