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Is there a valid reason why you decided not to use a feature selection process before feeding inputs features into the model?
Don't you think is better to select only relevant technical indicators ? In my project I generate around 1k technical indicators and I use SelectKBest chi2, SelectKBest f_regression, ExtraTreesClassifier, Correlation Matrix with Heatmap to rank features from most important to least and then only select relevant ones.
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Is there a valid reason why you decided not to use a feature selection process before feeding inputs features into the model?
Don't you think is better to select only relevant technical indicators ? In my project I generate around 1k technical indicators and I use SelectKBest chi2, SelectKBest f_regression, ExtraTreesClassifier, Correlation Matrix with Heatmap to rank features from most important to least and then only select relevant ones.
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