Trend Line Breakout Machine Learning Algorithmic Trading Strategy in Python

I show a Trend Line breakout trend following strategy and improve the results by meta-labeling the trades. Then train a random forest to predict when a trade will succeed or fail.



Code: github.com/neurotrader888/TrendlineBreakoutMetaLab…


Links
en.wikipedia.org/wiki/Bootstrap_aggregating
en.wikipedia.org/wiki/Random_forest


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