I've loed some open source codes for specific case of kalman smoothing written in the codes written for aviation as well as c .
Are there some fantastic programmer to compose some dlls to get kalman smoothing libraries for MT4 platform?
I've loed some open source codes for specific case of kalman smoothing written in the codes written for aviation as well as c .
Are there some fantastic programmer to compose some dlls to get kalman smoothing libraries for MT4 platform?
Perhaps I am one but with much luck because I do not require anyone to convert my egies...
There's no point converting the c to dll then call it from MQL, only convert it to mql. And would you need a coder adept in python and mql?
Thank you. I do love my standing here on cliqforex carries weight.
Before committing to code your system, I'd need to understand what it is and above all, the time commnt for me to automate it to you. Don't hesitate to detail that approach independently or publicly. It makes no difference.
I should warn you however I stopped seriously programming MQL back in 2014 in favor of constructing out HFT and stat-arb methods for wall road, and the crypto-trading spaces. In other words, my MQL4 is somewhat rusty and I cannot guarantee that the quality now, I deliver is comparable to what I was known for.
Hello,
Thanks for your respond.The kalman filter calls for with some algebra files in C (calculation of covariance matrix,noise matrix etc..) I dont' know if that's all possible with mql4 language.The second python job is a special case(spectral methods) of heavy convolutional neural networks(CNN). The writer is a phd already working to get a multi billion dolar hedge fund.Python codes already employed for fiscal time seies by russian coders.
I dont even if that all seems too complex.
You need a correct quant for that kind of heaving ling. My guess is you must avoid metatrader all together and do some thing. As for the kalman filter that ought to be achievable in mql4/5.
Anywho... You'll discover that type of talent you are looking over at http://www.reddit.com/r/algotrading
Kalman filter using some extras (like automatic gain calculation, asymmetric rings, ...) - mt5 version (showing mt5 version as it is newer than the mt4 version)
Why wouldn't it be possible in mql (5 or 4 doesn't matter)?