Excelx replies to: Ideas for Data & applications of Machine Learning with Azure ML


So I’ve managed to create an EA that communicates with Azure ML and the Web Service API Provided, I use prices volumes and every indicator in the book as input. I tried predicting pretty much everything in every way i thought reasonable and useful. In the Azure ML platform what i found it most accurately predicted was an assigned column as label to be predicted as output of levels of how many PIPs the market moves and use Multi-class Models rather than a regression model. As in (1,2,3,4) for bullish moves and (-1,-2,-3,-4) for bearish move and (0) for little or no movement, or of same idea with just 2 or 3 class (1)UP (-1)DOWN.

I’ve been trying different data bases and ways of how i can make use of the predictions, but i ran out of functioning ideas or i am not using the results the correct way, i am new to this and still learning so i wanted to open this thread to get some help and some ideas of applications for Machine Learning in Forex and the use of Azure ML. I wanted to get insights, views and ideas from people with more experience on how to actually use forex data and what could potentially work better or some idea of how to use ML for forecasting forex, or at least get some statistical edge with it. Like i said i am still learning and, i think i lack the perspective of a forex veteran even if it’s not in machine learning in a programming and coding level but on how to actually make use of forex data and how the market actually works and share some wisdom and give me some light and share an idea of how it could potentially be applied or of what could work in any level.

I am also interested in the insights of people that might not have any knowledge in ML or coding skills or in the subject but have a perspective of a possible application. I also am willing to help and share with people that are too interested in such applications and Machine Learning for forex and the building of data bases for such predictions. As long as we’re all willing to share and help each other and grow together with our ideas.

So back to my results: I got results above 90 percent accuracy in Azure ML in almost all my tries after some input switches, i also got good results in predicting ZigZag Points.
But i can’t seem to make the EA work as perfectly as the results i get in Azure ML either with Neural Networks or Any other Machine Learning algorithms. i don’t know if i am missing something or if the data base is probably not convergent or good enough or something else. So i would like some thought and help with building a better database for Forex forecast with Azure ML.

So can someone please try to explain to me and help me figure out why that is that i get nearly perfect results in Azure ML but in Real Time Forward testing and back-testing i get nowhere near as good results.

What is more interesting is that if i test it with known data, it works perfectly. it doesn’t get anything wrong, so the problem is not in the input or output, I actually thought it was perfect for a second until i realized it was known data i was back-testing with, but as soon as i test with unknown data it’s as good as random. So please.. does anyone have any perspective on it and can help me figure out what is wrong with it. and or what would be the best and most reliable data for input. I’ve tried everything i could think of, but it didn’t live up to the expectations so far.
So i wanted help and insights on it, any perspective on it would be of great help and or if someone has had better results than mine with this.

Thanks in advance.

-Image 1 is a dataset i created for predicting about the next 10 candles in the M15 Time-frame with 2 Class UP(1) and DOWN(-1), Image 2 is the results i got.

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