public void DoExperiment()
{
PriceSet price_set = ToolsPrice.GetPriceSet(ToolsPrice.DefaultSymbolGBPUSD);
List <IIndicator> indicators = new List <IIndicator>();
indicators.Add(new IndicatorRunningAverage(4));
indicators.Add(new IndicatorRunningAverage(6));
indicators.Add(new IndicatorRunningAverage(8));
indicators.Add(new IndicatorRunningAverage(10));
indicators.Add(new IndicatorRunningAverage(12));
IIndicator feature_indicator = new IndicatorFusion(indicators);
IIndicator label_indicator = new IndicatorMagicProfit(60);
MarketModelSimulation market = new MarketModelSimulation(1000, price_set);
DataSet <double, double> dataset = ToolsTradingDataSet.CreateDataSet(market, feature_indicator, label_indicator);
ITemplateModelLabel <double, double> template = null;//new TemplateModelLibSVMCSVC();
IModelLabel <double, double> model = template.GenerateModel(dataset);
//TODO change everyting into templates
List <IIndicator> indicators_2 = new List <IIndicator>();
indicators_2.Add(new IndicatorRunningAverage(4));
indicators_2.Add(new IndicatorRunningAverage(6));
indicators_2.Add(new IndicatorRunningAverage(8));
indicators_2.Add(new IndicatorRunningAverage(10));
indicators_2.Add(new IndicatorRunningAverage(12));
IIndicator feature_indicator_2 = new IndicatorFusion(indicators_2);
//Build actual incator
IIndicator indicator_0 = new IndicatorMagicProfit(60);
IIndicator indicator_1 = new IndicatorMachineLearning(feature_indicator_2, model, "Profit_long_ml");
IList <Color> color_list = new Color[] { Color.Black };
IList <int> index_list = new int[] { 0 };
ToolsTradingPlotting.PlotIndicatorResult(ToolsTradingDataSet.GetPath() + "indicator_0.png", price_set, indicator_0, color_list, index_list, false);
ToolsTradingPlotting.PlotIndicatorResult(ToolsTradingDataSet.GetPath() + "indicator_1.png", price_set, indicator_1, color_list, index_list, false);
}
public IndicatorMachineLearning(IIndicator indicator, IModelLabel <double, double> model, string output_name)
: base("IndicatorMagicLongProfit", new string[] { output_name })
{
this.indicator = indicator;
this.model = model;
}
