using sklearns cv to optimize parameters #531
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replacementAI
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i want to test different parameter combinations for technical indicators to see their effectiveness. the problem is that I want to split my data into multiple parts so that there is no bias. im sure there is a way to do this using for loops, but I wanted to know if there was an example notebook of a built-in way, perhaps using splitters. Ive already read this https://vectorbt.dev/api/generic/splitters/ and this https://vectorbt.dev/getting-started/features/#data |
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Answered by
replacementAI
Dec 18, 2022
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https://vectorbt.dev/getting-started/resources/