I have become increasingly more interested in the prospect of implementing machine learning into my trading, there is one article in particular that piqued my interest.
He/She uses a support vector machine to find optimal values for trading the RSI. I found the article in the NT8 support forum on this thread...
However, that thread sort of fizzled out without much follow up or interest, or any real NT8-oriented projects.
My question is, is it possible to recreate what this person has done with the RSI using the R programming language, but by using Ninjascript editor and some other indicator?
If so, what tools are available to make this happen? Can I add the Using Directives I need to implement a so-called "off the shelf" SVM (support vector machine) in C# and start testing things? I tried one and it said I may be missing an assembly?
Anyway, I hope you all have some ideas about what avenues I could take to make this happen, and please keep in mind, I am pretty well-versed in NinjaScript, but I learned C# within that context. Which is to say, it's not as if I tried everything a top-notch programmer would try and it didn't work, I really am just asking for a nod in the right direction, and general ideas of what is/isn't possible within NinjaScript in the context of machine learning and SVM's, and what tools for this exist in NT8 that I may be unaware of.
Anyway, look forward to hearing from you. Thank you!
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