Data split | Score |
---|---|
Train | 18.245 |
Test | 39.035 |
Param | Value |
---|---|
max_depth | 8 |
reg_alpha | 0.7274206422591784 |
reg_lambda | 7.802448742138576 |
min_data_in_leaf_factor | 5 |
n_estimators | 200 |
colsample_bytree | 0.7 |
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 |