2025-04-29 06:21
IndustryExample Backtesting Pipeline
#CurrencyPairPrediction
Example Backtesting Pipeline A simple Forex AI backtest could look like this:
1. Download EUR/USD 1-hour OHLCV data.
2. Engineer features: 20-period SMA, 14-period RSI, lagged returns.
3. Train a classification model (e.g., XGBoost) to predict “price up in next hour?”
4. In backtest:
• For each new hour, predict direction.
• If “up,” open a long trade; if “down,” open a short trade.
• Hold for 1 hour.
• Subtract spread and apply slippage.
5. Record P&L, update account balance.
6. At end: Analyze returns, drawdowns, Sharpe ratio.
Like 0
huhta
Trader
Hot content
Industry
Event-A comment a day,Keep rewards worthy up to$27
Industry
Nigeria Event Giveaway-Win₦5000 Mobilephone Credit
Industry
Nigeria Event Giveaway-Win ₦2500 MobilePhoneCredit
Industry
South Africa Event-Come&Win 240ZAR Phone Credit
Industry
Nigeria Event-Discuss Forex&Win2500NGN PhoneCredit
Industry
[Nigeria Event]Discuss&win 2500 Naira Phone Credit
Forum category
Platform
Exhibition
Agent
Recruitment
EA
Industry
Market
Index
Example Backtesting Pipeline
Thailand | 2025-04-29 06:21#CurrencyPairPrediction
Example Backtesting Pipeline A simple Forex AI backtest could look like this:
1. Download EUR/USD 1-hour OHLCV data.
2. Engineer features: 20-period SMA, 14-period RSI, lagged returns.
3. Train a classification model (e.g., XGBoost) to predict “price up in next hour?”
4. In backtest:
• For each new hour, predict direction.
• If “up,” open a long trade; if “down,” open a short trade.
• Hold for 1 hour.
• Subtract spread and apply slippage.
5. Record P&L, update account balance.
6. At end: Analyze returns, drawdowns, Sharpe ratio.
Like 0
I want to comment, too
Submit
0Comments
There is no comment yet. Make the first one.
Submit
There is no comment yet. Make the first one.