OP here.
Wow, I didn't actually expect this thread to get many responses
>>6
That's exactly the strategy I had in mind if I used graph analysis rather than a genetic algorithm. It would calculate very minute changes and perform trades very quickly, rather than looking at long term prediction.
>>11 and
>>12
I'm using C# and .NET if that's what you're asking. The scraper uses a package called the HTML Agility Pack. I think somebody asked about that somewhere... I'm using .NET mostly because the linux partition of my computer is pretty fucked and I don't have a connection good enough to get a recent disk image and install dev tools.
To acquire data, I scrape rates from a page from a company called Oanda. The rates are updated every 5 minutes, so my scraper checks every 2 1/2 to make sure it has accurate and up-to-date data. It's keeping all the useful data in a comma separated values file. I plan on using this data to run simulations, but I'm not sure it's accurate enough to actually use to trade currency.
>>12
I'm glad you're interested, because that last bit there is where I'm still trying to figure out what to do. I don't have any experience in AI or genetic algs, so I'm using my spare time to write one that plays tetris... What do you mean by pattern matching, etc? Although, I'm still writing tetris itself so I haven't started that quite yet. I should be done by tomorrow.
And the only question I've yet to answer is the database one that someone asked. I suppose I should switch to using a relational database instead of a text file at some point, heh.