Data split | Score |
---|---|
Train | 0.146 |
Test | 0.497 |
Param | Value |
---|---|
max_depth | 3 |
reg_alpha | 0.24674254795084358 |
reg_lambda | 0.4971768907778141 |
min_data_in_leaf_factor | 2 |
n_estimators | 200 |
colsample_bytree | 0.7 |
Param | Value |
---|---|
log | False |
diff | False |
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 |