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by stocknear 927 days ago
Yes TA indicators a part of the feature vector space. However, so far the model uses 200+ features where I pick the best 10 features that correlates the most with the target goal.

In the next version of the model I use more sophisticated features and architecture of the model to increase the win rate and minimize the loss.

1 comments

Are you training a single model that's supposed to represent the entire market?
No,

I train each stock on a separated model to not interfere and make the dataset "dirty".

Each stock has its own dynamics thats why i split each model

Yeah, that's how I thought it should be. Sounds like a lot of models you're building.

Do you tune each one separately as well or do you find a base tuning and go w/ that?