machine learning trading system using random decision tree to train the technical indicators Right now, four technical indicators are trained. They are
- Price/SMA (sma).
- Bollinger Band% (bbp).
- Relative Strength Index(rsi).
- Stochastic Oscillator (stoch).
In this system, the holding period is 21 days. The training is impressive. The cumulative return for ML-based strategy is 89% for in-sample data, and 121% for out-of-sample data.