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Thanks for opening my eyes to the Alglib library which I didn't realise comes with the latest version of Metatrader 5....
I found myself reinventing the wheel somewhat!
Hey, this article is so fascinating. However when I try compile the random decision forest regression model 93 errors are thrown.
The first error is an undeclared identifier error. The variable trying to be called is the m_buffsize property of the RDF.
The call is from the OnTester Event Handler. I've included and extract of the code.
How can I best resolve this?
Fig 1: A few of the errors thrown during compile time.