TheSnowGuru
commented
6 months ago Hey Ramkumar, I've been trying out FutureAnalytica over the last month, specifically on NinjaTrader 8, and it's been a game-changer. This tool is specially made for NT8, and it’s super straightforward to use. It comes with a strategy that really helps you outperform the market. If you’re looking to make more informed, effective trading with realtime learning, and ongoing training of the models. I would say its the latest tech for ML and trading - basically its ML pipeline on orderflow...I have been looking for such products for long time, if anyone knows other products like this let me know!
Their strategy is based on this article - http://tesi.luiss.it/27169/1/701851_PECCHIARI_MATTEO.pdf
I tried using this very interesting module but am running into what is likely to be a data input format issue due to ambiguous documentation. I looked at the sample data and realized that the sample code works with range_candles and range_ohlc but it is not clear how csvs in this format are related to, or can be generated from, from time_candles and time_ohlc
If I try to use timestamped dataframes for orderflow data and ohlc data derived using pandas resample, that do NOT have the 'identifier' column and set 'identifier_col' = None then the code fails.
I suppose I need a bit more detail on how the inputs should be structured with timestamped input data. Thanks!