| Data split | Score |
|---|---|
| Train | 19.004 |
| Test | 29.695 |
| Param | Value |
|---|---|
| n_steps | 8 |
| gamma | 1.0 |
| learning_rate | 0.0003599127440800669 |
| batch_size | 128 |
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 |