libSVM...

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I was looking at the Support Vector Machine Indicator - which looked mildly interesting, but it uses a proprietary SVM paid for library.

It occurred to me I might be able to wrap up libSVM to give a similar interface to MQL5 as the proprietary library so that I can build the indicator with its full functionality.

Before I even think about having a stab at this, has anyone else made the port? Is there anything already in existence as open source which can be adapted?

With my best regards, ESB.

LIBSVM -- A Library for Support Vector Machines
  • www.csie.ntu.edu.tw
An integrated and easy-to-use tool for support vector classification and regression
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