Skip to content
Machine learning in Python for stock market and forex market predictions (fully functional)
Python
Branch: master
Clone or download
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
config Migrate cross validation to use config classes Jan 7, 2018
src Furesjö Updated CrossValidation.py Jan 28, 2018
.gitignore Update readme and gitignore Jan 6, 2018
LICENSE Import existing files from Github and Dropbox Jan 6, 2018
README.md Updaet readme to include all files Jan 7, 2018

README.md

ImundboQuant

OPEN-SOURCE PROJECT | Machine learning in Python and MQL4 for stock market and forex market predictions and fully automated trading.

by Mikael Furesjö

Main project links

More information

Get all data

  • USE DropBox link (above) to download Forex End-Of-Day (EOD) data.
  • USE DropBox link (above) to download Forex End-Of-Day (EOD) data with preprocessed matrices in Excel to use with the CrossValidation.py script.

Usage

  • PreProcess.py creates our data matrix with 535 features and 8 targets values.
  • CrossValidation.py cross validates the dataset for best possible feature combination.
  • PickleProducer.py takes cross validated output and pickles predictions
  • Forecaster.py uses pickles to create forecasts to use in MetaTrader 4 in live trading
You can’t perform that action at this time.