The directory structure should align with the course environment framework, as discussed on the local environment and ML4T Software pages. In Project-8, you will need to use the same indicators you will choose in this project. By looking at Figure, closely, the same may be seen. You are allowed to use up to two indicators presented and coded in the lectures (SMA, Bollinger Bands, RSI), but the other three will need to come from outside the class material (momentum is allowed to be used). Calling testproject.py should run all assigned tasks and output all necessary charts and statistics for your report. For our discussion, let us assume we are trading a stock in market over a period of time. In addition to testing on your local machine, you are encouraged to submit your files to Gradescope TESTING, where some basic pre-validation tests will be performed against the code. We do not anticipate changes; any changes will be logged in this section. Considering how multiple indicators might work together during Project 6 will help you complete the later project. Floor Coatings. You may not use an indicator in Project 8 unless it is explicitly identified in Project 6. Using these predictions, analysts create strategies that they would apply to trade a security in order to make profit. The Gradescope TESTING script is not a complete test suite and does not match the more stringent private grader that is used in Gradescope SUBMISSION. We have you do this to have an idea of an upper bound on performance, which can be referenced in Project 8. This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository. or. Some indicators are built using other indicators and/or return multiple results vectors (e.g., MACD uses EMA and returns MACD and Signal vectors). You will submit the code for the project. For each indicator, you should create a single, compelling chart (with proper title, legend, and axis labels) that illustrates the indicator (you can use sub-plots to showcase different aspects of the indicator). result can be used with your market simulation code to generate the necessary statistics. About. Once grades are released, any grade-related matters must follow the. Introduce and describe each indicator you use in sufficient detail that someone else could reproduce it. ML4T - Project 6 GitHub Spring 2019 Project 6: Manual Strategy From Quantitative Analysis Software Courses Contents 1 Revisions 2 Overview 3 Template 4 Data Details, Dates and Rules 5 Part 1: Technical Indicators (20 points) 6 Part 2: Theoretically Optimal Strategy (20 points) 7 Part 3: Manual Rule-Based Trader (50 points) 8 Part 4: Comparative Analysis (10 points) 9 Hints 10 Contents of Report 11 Expectations 12 . D) A and C Click the card to flip Definition The report is to be submitted as. Introduce and describe each indicator you use in sufficient detail that someone else could reproduce it. You should submit a single PDF for the report portion of the assignment. Code implementing your indicators as functions that operate on DataFrames.
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