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

test_data['position'] = test_data['signal'].shift(1) # trade next day test_data['returns'] = test_data['target'] test_data['strategy_returns'] = test_data['position'] * test_data['returns']

# Example hybrid condition buy_signal = (data['ML_Signal'] == 1) & (data['RSI'] < 50) sell_signal = (data['ML_Signal'] == -1) | (data['Close'] < data['Close'].rolling(20).min()) Algorithmic Trading A-Z with Python- Machine Le...