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Questions regarding permutations
- When there are multiple valid MA models, what is the fastest way to pick unique models to create an ensemble?
- Assuming one wants to use RSI or Stochastic Oscillators instead of MA, how does one go about permuting the different potential RSI upper and lower bounds, and picking local maxima? https://quantnomad.com/running-grid-optimization-for-backtests-in-python-using-vectorbt/ https://blog.finxter.com/how-to-find-local-minima-in-1d-and-2d-numpy-arrays/
- Can this be re-tooled to other common indicators that are not bound-based but rather cross-based (e.g. MACD, Impulse MACD) indicators?
- Can paired indicators be aggregated into a mixed strategy?
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