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Simple linear regression prediction in Python for timeseries data

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Simple Linear Regression prediction for trading markets

This was my first prediction model in Python for my Phoenix Cartel expert advisors, before I:

  • moved to Metatrader historical data
  • started neural networks for self learning robots

Overall, you will reach an accuracy of 85-90% on next day (high, low, close) price, depending on your risk strategy.

!!! TRADE AT YOUR OWN RISKS !!! I no longer use this code as I achieved better accuracy.

How to use it

from LinearRegressionForecast import LinearRegressionForecast

forecast = LinearRegressionForecast("EURUSD", "2009-01-01", "2021-01-30")
High = forecast.run_prediction("High")
Low = forecast.run_prediction("Low")
Close = forecast.run_prediction("Close")

print(High[0], Low[0], Close[0])

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