Trend Line Breakout Machine Learning Algorithmic Trading Strategy in Python

I show a Trend Line breakout trend following strategy and improve the results by meta-labeling the trades. Then train a random …


  1. I had a thought regarding the walkforward modelling part. In this setup, since each trade is independent of the others, wouldn't it make more sense to randomly sample a # of trades across all years of the data, and then use the remaining as test data instead of just splitting by year? This way you account for the different market regimes that may be present at different time periods and have a more general model versus a model that might be overfit for a particular market type. What do you think?

  2. Excellent thought process and skilled execution. Ever thought of doing this again but then based on a Liquidity based strategy where price delivery and time determine the movement in price. Include a newsfilter and I think you will have a winner 😊

  3. Hey neurotrader, just found out your channel. Seems really excellent and unique!
    Question: Is deep learning the ML method that you use the most for the strategies and parts of your system that use ML? Is there a close second? I feel like deep learning is an inefficient overkill for retail traders in most cases, but I don't have much knowledge nor practice in any of that lol

  4. I think you really add value by consistently demonstrating new angles to approaching algo trading. There‘s nothing comparable on youtube, as most content is related to price indicator trading. Thank you for this and keep up the great and inspiring work!

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