Data split | Score |
---|---|
Train | 3714.369 |
Test | 8378.688 |
Param | Value |
---|---|
n_steps | 3 |
gamma | 0.25 |
learning_rate | 0.00015285728231854848 |
batch_size | 2048 |
No parameters are set
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 |