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.
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])