Discussing the article: "Data Science and ML (Part 36): Dealing with Biased Financial Markets"

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Check out the new article: Data Science and ML (Part 36): Dealing with Biased Financial Markets.

Financial markets are not perfectly balanced. Some markets are bullish, some are bearish, and some exhibit some ranging behaviors indicating uncertainty in either direction, this unbalanced information when used to train machine learning models can be misleading as the markets change frequently. In this article, we are going to discuss several ways to tackle this issue.

Different forex markets and financial instruments exhibit different behaviors at different times. While some financial markets such as stocks and indices are often bullish in the long run, others such as forex markets often display bearish behaviors and much more, this uncertainty adds complexity when trying to predict the market using Artificial Intelligence (AI) techniques and Machine Learning models (ML).

Author: Omega J Msigwa

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Thanks, You Omega , Appreciate you putting this together , Bais is something we all fear. I have downloadted the attachments , Could I suggest it includes all the required componets . Thankfully you have the github so I was able to find and install the prerequisites (preprossing.mqh, plots.mqh ,Matrixextend.mqh, metrics.mqh and Random Forext.mqh). Unfortunately I then am stuck with the message ' Init - Undeclared Identifier  ' from the line if (!random_forest.Init(StringFormat("%s.%s.%s.onnx", symbol_, EnumToString(timeframe_), technique_name), ONNX_COMMON_FOLDER)) //Initializing the RFC in ONNX format from a common folder. I checked and I do have USDJPY.PERIOD_D1.randomundersampling.onnx in MQL5\Common folder

  

[Omega J Msigwa]

linfo2 #:
Thanks, You Omega , Appreciate you putting this together , Bais is something we all fear. I have downloadted the attachments , Could I suggest it includes all the required componets . Thankfully you have the github so I was able to find and install the prerequisites (preprossing.mqh, plots.mqh ,Matrixextend.mqh, metrics.mqh and Random Forext.mqh). Unfortunately I then am stuck with the message ' Init - Undeclared Identifier  ' from the line if (!random_forest.Init(StringFormat("%s.%s.%s.onnx", symbol_, EnumToString(timeframe_), technique_name), ONNX_COMMON_FOLDER)) //Initializing the RFC in ONNX format from a common folder. I checked and I do have USDJPY.PERIOD_D1.randomundersampling.onnx in MQL5\Common folder

  

The required components are the latest version of everything imported inside the notebook, you can do pip install without worrying about the versions conflicts. Alternatively, you can follow the link on the attachments table, it takes you to Kaggle.com where you can edit and modify the code.

Undeclared identifier, could mean a variable or an object isn't defined. Inspect your code or DM me send me a screenshot of the code.