mpf11_3_status_plotly Align dual Yaxis_animation_button_MFI_Williams %Rsi_AO Co_VWAP_MAcd_BollingerB

mpf11_2_chain rule_forward_backpropag_Jacobian_error_loss_RSI_patternTriangl_CMFi_Williams%R_AO_VWAP_LIQING LIN的博客-CSDN博客

Feature engineering our model

     The daily adjusted closing prices of our data make up the target variables. The independent variables defining the features of our model are made up of these technical indicators:

  • Relative Strength Index (RSI)
  • Williams %R (WR)
  • Awesome oscillator (AO)
  • Volume-weighted average price (VWAP)
  • Average daily trading volume (ADTV)
  • 5-day moving average (MA)
  • 15-day moving average
  • 30-day moving average

This gives us eight features for our model.

Intrinio as our data provider

     Intrinio (

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