Feature extraction class version 2: Adding choppiness index and x indicator

In this post, I’m going to talk about the new version of our feature extraction class. You may have a look at the old version by browsing the following link: A complete feature extraction class for algorithmic trading In the old version, the features were ‘rsi’,’bandwidth’,’percent-b’, ‘cv’ and the rate of change values such as, […]

A complete feature extraction class for algorithmic trading

In this post, I’m going to share a complete feature extraction class for algorithmic trading with you. You may have a look at the technical meaning of the features by browsing the following past articles: Feature extraction for algorithmic trading Additional features for algorithmic tading After training and testing my deep Q-agent with several financial […]

Feature extraction for algorithmic trading

In this post, I’m going to show how to extract useful features from the raw trading data. First, you need to obtain the raw trading data. For this, you may have a look at my previous post namely ‘How to get trading data from binance‘. Let us describe what I mean by the useful features. […]