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I trained a minute level model to predict 15 minutes pct return with accuracy 0.7 (cv result from out of time testing)
By using sample strategy MLWalkForwardStrategy , though with some tweaking, backtest always got negative final return.
This discussion was converted from issue #874 on January 08, 2023 17:18.
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I trained a minute level model to predict 15 minutes pct return with accuracy 0.7 (cv result from out of time testing)
By using sample strategy MLWalkForwardStrategy , though with some tweaking, backtest always got negative final return.
I thought the problem came form
take-profit
andstop-loss
settingsDo you have any guidelines? very appreciate :)
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