EA calling weka time series analysis functions

MQL5 전문가 라이브러리

명시

Hello

i need an EA which for every new bar (ie 30mn) will build a WEKA time-series predictive model of the close price ( based on the former 200 close prices & indicator values (CCI period 50, RSI period 14 , ATR period 14) ) and will trade based on the time+1 prediction.

This requires to call dynamically WEKA time series functions, probably through "import" instructions of a tailored dll, in order to build the model and retrieve the time+1 prediction and associated statistics on the test set (10% of the dataset); some useful links below to  :

Weka within C# : http://weka.wikispaces.com/Use+WEKA+with+the+Microsoft+.NET+Framework

Weka time series analysis : http://wiki.pentaho.com/display/DATAMINING/Time+Series+Analysis+and+Forecasting+with+Weka


* The EA must work in backtest mode

* the OS is Windows server 2003


best regards, nwr


응답함

1
개발자 1
등급
(12)
프로젝트
17
35%
중재
1
0% / 100%
기한 초과
3
18%
무료
2
개발자 2
등급
(1)
프로젝트
3
33%
중재
2
0% / 100%
기한 초과
1
33%
무료

프로젝트 정보

예산
100 - 250 USD
VAT (20%): 20 - 50 USD
총: 120 - 300 USD
개발자에게
90 - 225 USD
기한
에서 1  21 일