Learn Computer and Data Science using Algorithmic Trading
Calculate Profit Factor
Function to read, transform, aggregate and save data for further retra...
Function to consolidate model test results
Function to train Deep Learning regression model for a single asset
Function to score new data and predict change for each single currency...
Function to simulate multiple input structures
Function to test the model and conditionally decide to update existing...
Function check_if_optimize.
Create labelled data
Create Transposed Data
Function that decrypt encrypted content
Create log difference distribution
Encrypt api keys
Function used to evaluate market type situation by reading the file wi...
Function that returns the profit factors of the systems in a form of a...
Import Data file with Trade Logs to R.
Function to score data and predict current market type using pre-train...
Import Market Type related Data to R from the Sandbox
Function to train Deep Learning Classification model for Market Type r...
Function to prepare and score data, finally predict current market typ...
Perform Statistical transformation and clustering of Market Types on t...
Function to aggregate trading results from multiple folders and files
Function to create summary graphs of the trading results
Function performs RL and generates model policy for each Market Type
Function to find and write the best control parameters.
Function performs Reinforcement Learning using the past data to genera...
Function to retrieve and help to log Q values during RL progress. This...
Function to retrieve and help to log Q values during RL progress.
Record Reinforcement Learning Policy for Market Types
Record Reinforcement Learning Policy.
Function to find and write the best control parameters.
Convert time series data to matrix with defined number of columns
R function to find file with specific code within it's content
R function to find PID of active applications
R function to generate random passwords for MT4 platform or other need...
Write csv files with indicated commands to the external system
Create initialization files to launch MT4 platform with specific confi...
Provide sets of functions and methods to learn and practice data science using idea of algorithmic trading. Main goal is to process information within "Decision Support System" to come up with analysis or predictions. There are several utilities such as dynamic and adaptive risk management using reinforcement learning and even functions to generate predictions of price changes using pattern recognition deep regression learning. Summary of Methods used: Awesome H2O tutorials: <https://github.com/h2oai/awesome-h2o>, Market Type research of Van Tharp Institute: <https://vantharp.com/>, Reinforcement Learning R package: <https://CRAN.R-project.org/package=ReinforcementLearning>.
Useful links