A few things.  

Currently I have the Coarse and Fine Selector turned off.  I can turn them on and the algo will take trades based off the stocks it finds, but I dont believe those tickers are getting passed into the ML portion of the algo.  Is this possible to combine both a dynamic and static set of tickers?  If not, how would I go about using only the Coarse selector?  I suspect using OnSecuritiesChanges and then from there?

What is the best way to test optimizers such as MaximumSharpeRatioPortfolioOptimizer or another?  It would seem I need to create more parameters within the lines for example?

 # Initialize instance of Random Forest Regressor
           regressor = RandomForestRegressor(n_estimators=100, min_samples_split=5, random_state = 1990)

I see the Optimizer tab, however it would appear that its just a faster, more thorough version of a backtest, except you have to pay for it. Is that about right?

Additionally, any general feedback when it comes to running Random Forest ML in algos here would be greatly appreciated.