Data split | Score |
---|---|
Train | 18.002 |
Test | 40.183 |
Param | Value |
---|---|
n_steps | 4 |
gamma | 1.0 |
learning_rate | 0.00010000000000000009 |
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 |