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Indicators: Support Vector Machine Indicator

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Automated-Trading
Admin
99094
Automated-Trading 2013.01.21 16:03 

Support Vector Machine Indicator:

This indicator uses support vector machines to analyse indicator data and signal future trades. Buy trades are signalled by a green ‘up’ arrow with sell trades signalled by a red ‘down’ arrow.

Support Vector Machine Indicator: GBPJPY 1hr

Author: Josh Readhead

paysonwelch
319
paysonwelch 2013.01.22 19:27  

Hello this looks like a great indicator. I actually stumbled across the Wikipedia page on SVM and immediately thought it would have great applications for Forex. Later that same day I stumbled across this indicator, lucky coincidence.  I have downloaded the demo version of the library and I am trying to run this indicator on EURUSD H1. I attempt to attach it to the chart however nothing happens and there is no log output.  I'm using Alpari-US MT5 Demo. Has anyone else had this problem? Do I have to wait for the SVM to train?  Any suggestions on how to get indicator to to work?

Also I'm on Windows 8 and I'm using the demo version of the library.

Josh Readhead
1967
Josh Readhead 2013.01.23 01:48  
Hello
This is actually a limitation of the demo version of the library. The demo products available on the market are only usable in the strategy tester, they can not be used on live/demo charts. The paid version of the library has no such limitation, however if you are looking to get around this for the purpose of testing the library you can write a simple EA that uses the indicator and launch this EA in the strategy tester under "visual testing" mode. This should be possible using the demo version of the library, but let me know if you have any issues.
Rgds, Cubix
phi nuts
2184
phi nuts 2013.01.23 01:48  
paysonwelch:

Hello this looks like a great indicator. I actually stumbled across the Wikipedia page on SVM and immediately thought it would have great applications for Forex. Later that same day I stumbled across this indicator, lucky coincidence.  I have downloaded the demo version of the library and I am trying to run this indicator on EURUSD H1. I attempt to attach it to the chart however nothing happens and there is no log output.  I'm using Alpari-US MT5 Demo. Has anyone else had this problem? Do I have to wait for the SVM to train?  Any suggestions on how to get indicator to to work?

Also I'm on Windows 8 and I'm using the demo version of the library.

1. Why don't you download the code in code base and attach it, see what happen.

2. Since you're talking about the demo from the market, ask that question to cubix in here Question/Answer on Support Vector Machine Learning Tool,

paysonwelch
319
paysonwelch 2013.01.23 02:14  
Cubix:
Hello
This is actually a limitation of the demo version of the library. The demo products available on the market are only usable in the strategy tester, they can not be used on live/demo charts. The paid version of the library has no such limitation, however if you are looking to get around this for the purpose of testing the library you can write a simple EA that uses the indicator and launch this EA in the strategy tester under "visual testing" mode. This should be possible using the demo version of the library, but let me know if you have any issues.
Rgds, Cubix
Thanks for the quick reply, I'll give that a shot.
kaleb
161
kaleb 2014.02.20 16:48  

Hi,

Questions:

1. Which type of Support Vector uses? Regression or Classification?

2. How do you select the best Kernel?

3. Do do you perform 10-fold cross validation to get the best parameters, gamma and cost for each model?

Thanks!

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