EA calling weka time series analysis functions

MQL5 专家 资料库

指定

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


反馈

1
开发者 1
等级
(12)
项目
17
35%
仲裁
1
0% / 100%
逾期
3
18%
空闲
2
开发者 2
等级
(1)
项目
3
33%
仲裁
2
0% / 100%
逾期
1
33%
空闲

项目信息

预算
100 - 250 USD
截止日期
从 1 到 21 天