First time we need to generate an input for svm.
Something like this:
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Open Profitable Trade1 ...... MACD val1
Open Profitable Trade2 ...... MACD val2
Open Profitable Trade3 ...... MACD val3
Open Profitable Trade4 ...... MACD val4
Open Profitable Trade5 ...... MACD val5
Open Profitable Trade6 ...... MACD val6
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For generating this data we need a strategy tester
like in attachment.
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From Better's forum:
Profile Better - Automated Trading Championship 2007
From past comments, it appears that some folks in here are interested in the development approach used by Better. They might find this sample program and article draft I wrote helpful.
In this article, I provide and briefly describe a sample command-line C program that includes: parsing of MT4-exported CSV files, collection of statistical information, a simple trading system based on the collected statistics, a trading simulator, and trivial parameter optimization loops around both the statistics collection and the trading simulation phases.
Strategy Testing & Optimization in Standalone C Programs