Thursday, January 20, 2011

SimpleSVM with RSI limits for EURCHF: 9 to 4

I don't know, but working with SimpleSVM (limited by RSI, as I explained before) in the following way:
- 9:00 AM, get 720 samples of 1 minute for EURCHF, EURUSD, USDCHF
- Training SimpleSVM with this values and getting started
- It goes fine, for five hours (16:00)... and starts to fail until the night
I don't know why, so I'm testing again and again. Maybe the machine is learning
some kind of human pattern appliable at workable hours. I don't know.

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