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EA calling weka time series analysis functions

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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


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