| Data split | Score |
|---|---|
| Train | 0.138 |
| Test | 0.504 |
| Param | Value |
|---|---|
| n_steps | 8 |
| gamma | 0.5 |
| learning_rate | 0.0004780654141328923 |
| 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 |