Trying to run a back testing . have written below code +++ train.loc[:, 'Date'] = pd.to_datetime(train.index) # Fix here with .loc[] train.set_index('Date', inplace=True) +++ but getting below error. A value is trying to be set on a copy of a slice from a DataFrame. Try using .loc[row_indexer,col_indexer] = value instead could you explain why i am getting this error ?

We will be covering all key API features, including: - Authentication - Accessing historical data - Placing orders - Working with WebSockets - Margin calculations - Building an end-to-end SuperTrend strategy

Does anyone know how to use KNN and other ML tools in predicting short-term returns? Another similar topic would be predicting driftbursts with the drift burst hypothesis (it's also a shortterm momentum topic)

This month, we will be discussing two strategies: 1. Intraday Open Range Breakout Strategy: - Define Open Range:Calculate the high and low levels using the first hour of market data. - Monitor Breach Points:Wait for the stock price to breach either the high or low level. - Go Long: If the price breaches the high level. - Go Short: If the price breaches the low level. - Close all positions by the end of the day. 2. Positional Supertrend and EMA Strategy - Calculate the Supertrend on daily candles. - Calculate the EMA (Exponential Moving Average) on hourly candles. - Go Long:When the daily Supertrend gives a long signal and the closing price is greater than the daily EMA. - Go Short:When the daily Supertrend gives a short signal.The closing price is less than the daily EMA.

Hey everyone, I have tried to code a simple strategy in python enviroment. This take the momemtum and RSI as a filter to generate Buy or sell signal. Let me know if you like and if you have any suggesstion which i can work on.