Predictive algorithm for forecasting the mexican stock exchange. Machine Learning approach to forecast price and Indicator behaviours of MACD, Bollinger and SuperTrend strategy
License: MIT License
Hi,Dear kennedyCzar,you are a great man make such a wonderful project.I feel a little wonder the section of data split.you are using existed shifted data as future data by agg function.will it effect the result? Does it make sense to use the single column as lookback window?such as Close column,first 20 values as train_x and the next one as train_y,etc. thank for your reply.
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