| Data split | Score |
|---|---|
| Train | 3507.55 |
| Test | 7930.185 |
| Param | Value |
|---|---|
| max_depth | 6 |
| reg_alpha | 0.10862812260685516 |
| reg_lambda | 0.37418166596071695 |
| min_data_in_leaf_factor | 2 |
| Param | Value |
|---|---|
| log | False |
| 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 |