OPTIMISING SUPERTREND PARAMETERS USING BAYESIAN OPTIMISATION FOR MAXIMISING PROFIT AND OTHER METRICS

By Abdul Rahman

Rating

1047
Battle Count: 98

Relevance

8/10
Directly applicable to optimizing trend-following strategies in algorithmic trading

Implementation Complexity

6/10
Requires understanding of Bayesian optimization and implementation of Supertrend indicator

Reproducibility

4/5
Code and methodology are well-described, but full dataset details are not provided

About this paper

Methodology: Bayesian Optimization for Supertrend Parameter Tuning. Problem types: Optimization, Time Series Forecasting.

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