Author - myworldbox
This code exemplifies indefatigable effort.
Python + Tensorflow + Sklearn
My Strategy is to use all of the models from [ sklearn ] to predict the Decision columns.
I have modularized scalers, models, and metrics into arrays to study their collective impacts on the dataset. I have included an additional dataset from Yahoo Finance and applied the same concept to data with a different shape.
For Yahoo finance data, I make the trading problem a binary classification problem.
My models analyze the closing price of the historical market.
If the previous closing price is lower than the current closing price, it is classified as a buying opportunity and vice versa.
To minimize spreads, I only try assets with the top 10 market capitalization.
Only high liquidity markets are being tested.