: Relative Strength Index (RSI) measures the speed and change of price movements.
results.append( 'window_start': start, 'is_sharpe': train_metrics['sharpe'], 'oos_sharpe': oos_metrics['sharpe'], 'oos_return': oos_metrics['return'] ) Algorithmic Trading A-Z with Python- Machine Le...
Algorithmic Trading A-Z with Python: Machine Learning & Quantitative Strategies : Relative Strength Index (RSI) measures the speed
: Relative Strength Index (RSI) measures the speed and change of price movements.
results.append( 'window_start': start, 'is_sharpe': train_metrics['sharpe'], 'oos_sharpe': oos_metrics['sharpe'], 'oos_return': oos_metrics['return'] )
Algorithmic Trading A-Z with Python: Machine Learning & Quantitative Strategies