At the beginning of each trading day, only Open price is known. The features High, Low and Volume are not yet known, and hence, using them as features is not possible to predict the Close price of the day.
@kibs_neville9 ай бұрын
Exactly, so what is the solution?
@Random_work8226 ай бұрын
@@kibs_neville using open price to predict
@DeejayGabin2 жыл бұрын
You entroduced lookahead biais in your model training using high, low and volume as it is unknown at the open time of the candle. What you could do is shift your Close column for your y variable, to try predicting the next canddle close price
@vloggetts8 ай бұрын
No train test split. This is the equivalent of giving the model the answer sheet to the test so you don’t get an accurate picture of model performance
@rajeshmanjrekar36142 жыл бұрын
pls enclose a link for the data.....thanks a lot
@guicraw99 Жыл бұрын
The y value should be different from the current open, low, high and volume information row. Should we use other data, rather than open ,low, high and volume to predict the future stock price ?
@shalomdosseh5367 Жыл бұрын
You are use indicators value, emas cross, macd, rsi etc..values as feature instead of OHLV values
@mint91212 жыл бұрын
Nice work, thanks for sharing.
@ComputerSciencecompsci1123582 жыл бұрын
Thanks for watching!
@pranavkhatri9564 Жыл бұрын
do you not need to split the dataset?
@JamieCrew6 ай бұрын
He did, but without using the split method. He did it by manually assigning X as all the rows excluding the Close column and the last row. He then assigned Y as all the rows close value except the last row, as this is the test set. He then trained the model with the above, and then he ran the test on the last row(test data) X values(columns excluding close value) and predicted Y(the close value for the last row). It's not the best algorithm as his set is split at a very unbalanced value. One needs more data to make it more accurate.
@thevaibhavkaushal Жыл бұрын
Bogus Exercise. Feature already are part of future data thus making prediction using them makes no sense.
@guicraw99 Жыл бұрын
Exactly. The y value should be different from the current open, low, high and volume information row. Should we use other data, rather than open ,low, high and volume to predict the future stock price ?
@ACSMusicSounds Жыл бұрын
How would you make a graph based on this? Thank you
@christopherheuser6222 жыл бұрын
Why would the model predict 263 only, if the last couple of days are already > 270, values which are included into the prediction of only 263 and not 270-280?
@aarondelarosa3146 Жыл бұрын
Excellent. Could you make a video on Portfolio Optimization using Black Litterman Model?
@thebiggerpicture__4 ай бұрын
You are using the High and Low of the hour, but you will only know this information once the hour is finished. These two features dont make sense. Thanks anyways for the video.
@fleshandbloody-hm3bc8 ай бұрын
Thank you!!
@Alberto-tv8rg Жыл бұрын
I am working on a similar project on colab but I cannot import sklearn ensemble RandomForestEnsemble..please help me
@heresmypersonalopinion Жыл бұрын
Man I'm working on a trading bot. How much for your help?
@didierleprince61062 жыл бұрын
Merci (:
@ph59152 жыл бұрын
Argh. I get anFileNotFoundError at the line -- df = pd.read_csv('stock_data.csv')
@ElectricSH33P2 жыл бұрын
You would need to include the file path to your stock_data.csv file. pd.read_csv('/path/to/file'). That error means that your notebook can't find the CSV file.
@ph59152 жыл бұрын
@@ElectricSH33P Ah, thank you (I'm very new to this.)