Data preparation

[petrovaleksandra]

Hey,

After analyzing the dataset that is used I found the following information:
The maximum value of each of the following variables has been set to a specific value:
3300 for high, 1500 for low, 2500 for open, 2000 for close.

Were the rows that contained a value for any of the variables which is higher than a maximum removed, and if so why?
If that wasn't the case, how was the maximum value for each variable determined.

Thanks

[codeninja]

This might be the geometric bias sampling your test data. It will naturally favor sampling from the end of the sample. If the price moves up or down during the beginning of the sequence and you don't sample that bit due to the distribution then you may miss some important features.

@Ivsxk please let me know if I'm off base here but I will be looking to run some experiments with the geometric distribution removed and sending the full test set, randomized, through the model.