/ImundboQuant

Machine learning in Python for stock market and forex market predictions (fully functional)

Primary LanguagePythonMIT LicenseMIT

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