Help please

redbaron1981redbaron1981 Member Posts: 3 Contributor I
edited November 2018 in Help
Hey guys,

I'm trying to use rapid to extract some statistics about some OHLC data that I have for a forex pair.

What I'm looking for is a way of sorting through the data to try to find stats about the average ranges between sessions, what hour on average the High was made etc etc.

Firstly here is a sample of the data that I've got.

DATE TIME OPEN HIGH LOW CLOSE RANGE
1999.09.01 00:00 1.0565 1.0566 1.0559 1.0564 0.0007

So i'd like to be able to filter the data down so for example if I wanted to find the average range of hourly bars in the european session I would filter something like this.

Date >2005 <2010 Tme >0800 <1700 and then from this information I would like to be able to pull up a chart of the ranges that happened between those dates and times and maybe make further analysis on it.

At the moment I am using excel for doing this but as you can imagine it is no where near as powerful as Rapidminer which leads me on to another question.

As my data does not come with the ranges calculated I have to do it in excel which also means I'm limited to 1048576 rows and I have exceeded this more than a few times. Would Rapidminer be able to do this?

Any help would be much appreciated even if you can just point me in the right direction.

Thanks in advance.

James


Answers

  • landland RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 2,525   Unicorn
    Hi James,
    of course this is possible. Take a look at the Generate Attribute operator, where you can enter complex math formulars over the values of other attributes whose results are stored in new attributes.
    Sorting is done by "sort".

    Greetings,
      Sebastian
  • redbaron1981redbaron1981 Member Posts: 3 Contributor I
    Sebastian,

    Thanks for the response I'll give it a shot.

    James.
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