Data split | Score |
---|---|
Train | 0.11 |
Test | 0.208 |
Param | Value |
---|---|
max_depth | 7 |
reg_alpha | 0.13199785862112776 |
reg_lambda | 0.14253003876535972 |
min_data_in_leaf_factor | 1 |
n_estimators | 200 |
colsample_bytree | 0.5 |
Param | Value |
---|---|
log | True |
diff | False |
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 |