Hi Dominik!

Nice to know that this is helping you to learn.

There are no magic rules when it’s about models, because of the inherent characeristic of the different features.

I think that in your case is mostly feature engineering and hyperparameter tunning, I created this model using some feature engineering adapted to this particular one.

Here https://towardsdatascience.com/probabilistic-machine-learning-approach-to-trading-macd-business-understanding-6b81f465aef6?source=false---------1

You can see the process of the feature engineering.

I didn’t try the options you mentioned, so I can’t be sure, but if you do some good feature engineering and hyperparameter tunning adapted to your model it should work out.

Best regards!

Written by

Machine Learning Consultant | Solving Business Problems | Finance | https://www.linkedin.com/in/maletelier/ | Azure Data Scientist Associate

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