R/Empty4 indicator

[Raj4x]

Hi all,

Back from a hibernation period over xmas and new year...nice. I completed the Stanford Machine Learning course at Coursera. Thanks again for the tip 6y588, it is an excellent course and I recommend it to anyone who has interest in sharpening their skills this area.

I completed the course using MATLAB, but both R and MATLAB are actually quite similar IMO. The only difference, besides a fancy UI on MATLAB, is price...R is free and has a large following and tons of great libraries, so I might choose R as my weapon of choice going forward.

Thanks for the work you've shown here, 6y588. I am going to try to replicate CSS examples and see if I can spot some improvements. LR does not need to be done in R and can be easily handled by MQL, I've written LR indies in the past.
Although my primary focus will be on RTM methods and cointegration, but I feel this will be a great exercise and I may be able to actually contribute to the content here.

Cheers, Raj.

[Raj4x]

Here's another course that might be of interest to some, offered by Stanford University:

StatLearning: Statistical Learning

This is an introductory-level course in supervised learning, with a focus on regression and classification methods. The syllabus includes: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and lasso); nonlinear models, splines and generalized additive models; tree-based methods, random forests and boosting; support-vector machines. Some unsupervised learning methods are discussed: principal components and clustering (k-means and hierarchical).
This is not a math-heavy class, so we try and describe the methods without heavy reliance on formulas and complex mathematics. We focus on what we consider to be the important elements of modern data analysis. Computing is done in R. There are lectures devoted to R, giving tutorials from the ground up, and progressing with more detailed sessions that implement the techniques in each chapter.

The lectures cover all the material in An Introduction to Statistical Learning, with Applications in R by James, Witten, Hastie and Tibshirani (Springer, 2013). As of January 5, 2014, the pdf for this book will be available for free, with the consent of the publisher, on the book website.

[eigenvector]

Yes I am signed up and have been looking forward to the start of that course!

Here's another course that might be of interest to some, offered by Stanford University:

StatLearning: Statistical Learning

This is an introductory-level course in supervised learning, with a focus on regression and classification methods. The syllabus includes: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and lasso); nonlinear models, splines and generalized additive models; tree-based methods, random forests and boosting; support-vector machines. Some unsupervised learning methods are discussed: principal components and clustering (k-means and hierarchical).
This is not a math-heavy class, so we try and describe the methods without heavy reliance on formulas and complex mathematics. We focus on what we consider to be the important elements of modern data analysis. Computing is done in R. There are lectures devoted to R, giving tutorials from the ground up, and progressing with more detailed sessions that implement the techniques in each chapter.

The lectures cover all the material in An Introduction to Statistical Learning, with Applications in R by James, Witten, Hastie and Tibshirani (Springer, 2013). As of January 5, 2014, the pdf for this book will be available for free, with the consent of the publisher, on the book website.

[altoronto]

Guys, can someone explain me what is the point of Teil-San estimator, is it to get smoothed CSS or slope version of CSS?

[dawveed]

Someone is able to fix the Empty4/R interface in order to get it working for newer versions of Empty4 Build 600+?

[bubo]

7bit's Dll and MQL files have been updated for newer Empty4 versions:

https://www.mql5.com/en/code/11112

[Hercules]

You have to get the right combination of mt4R.dll and mt4R.h. I'm using 1.4.0.6 216Kb dll and 25Kb .h file from mt4R-1_4_0-SNAPSHOT-b7.zip file I downloaded.

It all depends on the code, it's written for different versions of the library and actually needs to be adapted to the latest.

[bubo]

Does it work for you? I had problems - not sure if there was a problem running it with the latest version of R, or because of Windows 8. Which version of R are you using?

[Hercules]

Yes, it works for me. But as I said it depends on the indicator you are trying to run/compile. If it written for an older version of the DLL you have to use that.

[dokopy]

indi.png