From the course: Practical Python for Algorithmic Trading
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Challenge: Optimization with other datasets - Python Tutorial
From the course: Practical Python for Algorithmic Trading
Challenge: Optimization with other datasets
- [Instructor] In this challenge, optimization on other datasets, we will apply the concepts learned in this chapter, back test optimization. We'll download the data from Yahoo Finance. In this case, I propose the Zoom stock, but you're free to use whichever you want. At the end of this challenge, you should have optimized your strategy to learn which are the best parameters on limit sell and limit buy so that you get the best results, as in this case, is zero limit buy and zero limit sell. Now let me give you some advices to develop this exercise as smooth as possible. So first, you filter the data, which I have already put the code because it's the same that we covered previously. To compute the machine learning model, you still need to practice with the hint I gave you in the previous challenge. And then by the time you create the strategy class, remember that you first need to import from back testing the…
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