Here we'll get past forex data and apply a model to predict if the market will close red or green in the following timestamps.
I want to credit @hayatoy with the project ml-forex-prediction under the MIT License. I was inspired to use a Gradient Boosting Classifier by this project, which was implemented using Python 2 and Yahoo Finance.
- The csv files were extracted from Dukascopy.
- The forex that we try to predict here is USD/CAD.
- All datetime indexes are in GMT.
To run this project, you'll need the following enviroments and libraries:
- Python 3.X
- Jupyter Notebook
- Numpy
- Pandas
- Scipy
- Sklearn
- Matplotlib