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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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项目信息
预算
100 - 250 USD
VAT (20%):
20
- 50
USD
总计:
120
- 300
USD
开发人员
90
- 225
USD
截止日期
从 1 到 21 天