Algorithmic Trading A-z With: Python- Machine Le...

# Mark to market current_equity = capital + (position * current_price) equity_curve.append(current_equity) import matplotlib.pyplot as plt plt.plot(equity_curve) plt.title("ML Strategy Equity Curve") plt.show()

A 51% accuracy is phenomenal in finance. If you see 99% accuracy, you have look-ahead bias (leaked future data into your training set). Part F: Backtesting the ML Strategy Accuracy doesn't pay bills. Profit does. You need to simulate trading based on the model's confidence. Algorithmic Trading A-Z with Python- Machine Le...

trading_client = TradingClient(API_KEY, SECRET_KEY) # Mark to market current_equity = capital +

print(data[['Close', 'Volatility', 'BB_upper']].tail()) Algorithmic Trading A-Z with Python- Machine Le...