Hi Aron,
Congratulations! As usual your approach looks very concise and straight forward.
Can you explain the meaning of the target dataset?
I assume that the feature set you used is just C/REF(C, -1) - correct?
Can you describe the process/methodology you use to combine Amibroker and Python?
I work on the same approach and my process is as follows;
- use AB AFL for data mining and feature/target variables definition
- simulate the system in AB backtester
- run ML model in Python on CSV dataset from Amibroker
- create CSV tradelist (in Python) from OSS predictions
- AB backtester to obtain full trading stats (incl MC)
Is this similar to your approach or have you managed to integrate ML(Python) part in AFL?
Kind Regards
Richard
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Posted by: richpach2@yahoo.com
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