What kind of machine learning are you using for algotrading

I'm currently in a process of building trading bot/trading signal script.

I have bunch of indicators that are giving buy/sell signals – RSI, Bollinger Bands, Stochastics, MACD …

I was thinking that for every daily pricepoint I could create one row in dataframe like this: RSI_oversold|MACD_oversold_crossover|below_lower_Bollinger_Band|price_increased_after 10_days 1|1|0|True

And then could process it with scikit-learn implementation of decision tree or something like that.

Or do you prefer more advanced methods like LSTM neural networks?

Do you have reasonable results in your signals/trading using machine learning?

Submitted October 11, 2020 at 09:45AM by tcoil_443
via https://ift.tt/3iJBBes

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