How to Build a Winning Machine Learning FOREX Strategy in Python: Feature Creation (1)

This is the first video in the series where we will start to tackle the creation of financial feature functions that we will use as indicators for a machine learning classification strategy.

Specifically, in this video I will be writing the function to generate the widely popular “Heiken Ashi Candle” which is a different type of candle that represents OHLC data. Additionally, I show how easy it is to plot these Heiken Ashi Candles using Plotly’s built in graph objects.

In the next video we will continue on with feature creation, but we will be working on the Fourier & Sine series curve fits.


*** More information about the Heiken Ashi Candle ***