So I have trained a few machine learning models (mainly SVMs) using the Python library Scikit-learn. Now I need to find a way to export these models to a trading environment in another language (C++). For the record, I'm using Sierra Charts for backtesting and automated trading.
Does anyone know a convenient way to do this? How do you cross this gap between research environment and trading environment? After all it will be pointless to do research if it cannot be replicated in live trading.