A strategy that uses a pre-trained RandomForest model to predict the next day's price direction for SPX based on daily data. Goes long if prediction is 1 (Up), goes flat if prediction is 0 (Down/Flat).
| Parameter | Value | Description |
|---|---|---|
model_path |
/app/src/strategies/ml_spx_daily/ml_daily_model.joblib | Model Path |
enable_stop_loss |
False | Enable Stop Loss |
stop_loss_pct |
0.02 | Stop Loss Pct |
enable_take_profit |
False | Enable Take Profit |
take_profit_pct |
0.04 | Take Profit Pct |