I'm very out of my depth here, but long story short I'm a marine biologist that's been modelling coral reefs using random forest using R and am by no means a quant.
That said I thought it might be interesting to try to use random forest algorithm to model currencies and am getting some encouraging AUC scores.
I would be interested to try paper trading using the model generated and watch as it falls apart under forward testing.
Does anyone have any experience using R with metatrader and could point me in a direction where I could find help or sample scripts to get metatrader to talk to R using the MT4R package?
