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MegaJoctan avatar MegaJoctan commented on June 15, 2024
#include <MALE5\preprocessing.mqh>
#include <MALE5\Linear Models\Linear Regression.mqh>

CLinearRegression lr; //Load the linear regression mode
MinMaxScaler scaler; //Data scalling technique

void some_function()
  {
//---
   
   int handle = iRSI(Symbol(), PERIOD_CURRENT, 12, PRICE_OPEN);
   
   matrix x;
   vector y;
   
   // Add your trainng data to the x and y matrix and vector respectively
   // .....
   
   x = scaler.fit_transform(x); //Normalize x variable(s)   | important for all machine learning models 
   lr.fit_LeastSquare(x, y); //Train the linear regression model by least squre method
   
   vector new_data;
   
   double predicted_value = lr.predict(new_data); //obtain the signal
}

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