data['RSI'] = compute_rsi(data)
Don't trust one model. Combine:
model = Sequential([ LSTM(50, return_sequences=True, input_shape=(X.shape[1], X.shape[2])), Dropout(0.2), LSTM(50), Dense(1) ]) model.compile(optimizer='adam', loss='mse') Algorithmic Trading A-Z with Python- Machine Le...
An article on Medium detailing how to use NumPy and Numba for super-fast backtesting engines. data['RSI'] = compute_rsi(data) Don't trust one model
: Pandas and NumPy are the "bread and butter" of trading. They handle large time-series datasets, calculate moving averages, and manage matrix operations with extreme efficiency. Dense(1) ]) model.compile(optimizer='adam'