An Example of R and Rapidminer for Trading

Ingo over at the Rapid-I blog found this link from a Rapid-I forum member about using R and Rapidminer for Trading.  It’s a pretty wild process developed by Neural Concepts, and he goes into detail about the the win/loss ratios for the system!  An utterly fascinating read and a job well done indeed!

It goes to show you that the application Rapidminer, and the growing plugin list, makes this software very flexible indeed for ANY application you need!

]]>

7 thoughts on “An Example of R and Rapidminer for Trading”

  1. Thanks Jazef
    Thats a bug

    The correct sentence is

    # 31 prediction close_ROCel
    # 33 close_ROCel

    close_ROC < - ROC(data[33])

    dates = as.Date(data$TIME)
    prediction_ROC < -ROC(data[31])

    I will publish in the blog the modification

  2. I’m working on it, the example was a proof of concept. However I am finding problems with the R plugin with attribute optimization, However I expect to have A new example in the Following days.

    Could you recommend me one indicator for the optimization, SQRT, MAPE, ROC, Drowdowns ….

Comments are closed.