Model continually yields 0 buys and 0 sells

[anfederico]

Model continually yields 0 buys and 0 sells

[anfederico]

Hey thanks for the nice comments. So first thing I should point out is in your output, your buy/sell thresholds are at default (65%). This may be a high confidence threshold if your data is not very predictable, and it's certainly believable that you'll get 0 buy/sell signals if that is the case.

Now, it looks like you were trying to change the thresholds to 10% which is a good way to debug. Thing is, you didn't actually change the parameters when you called the Backtest object. Change line 17 to:

backtest = Backtest(variables, trainStart, trainEnd, testStart, testEnd, buyThreshold = 0.1, sellThreshold = 0.1)

If that doesn't work, come back.

[ajspencer]

@anfederico thank you for the reply!

I changed the buy and sell thresholds to .1 and .1 and ran the model again. I got 20850 total buys, 0 sells, and 51.89% buy accuracy. Do you have suggested values for the buy and sell thresholds, or a technique to determine the optimal ones?

[anfederico]

So the issue isn't the parameters, it's your data. I am 100% certain the 'Close' and 'Volume' are not a combination of financial indicators predictive of stock movement. And I'm sure you'll see with the visualization method that SVC is not going to find many hotspots for buying/selling.

I'd recommend doing some research about more advanced indicators or try getting your hands on some sentiment data, which is what I personally find to be the best kind of data for predicting short term changes in the market.

[ajspencer]

@anfederico thanks for the heads up! I'll close the issue.