Ensemble Method Programming

My client is interested in learning the ensemble method of programming. He is an Economics major and does not have much experience programming except some little experience with Python. To be more specific, I am interested on learning how to use this model for a project I plan to work on building a software trading system. I have basic idea of what I want the program to do, though due to lack of experience with ensemble methods, I am not sure what information I need to accomplish this. I understand that since it will be a program analyzing the financial markets I will need price data so I know the inputs I would like to use. Here is a list of what I am trying to learn how to do and what I believe the program should look like and how it should function. · The systems predictions are derived from four basic bits of historical pricing information (inputs): the open, close, high and low of specific markets. · Software should be able to create and test several trading models. · Those models are tested throughout 25 years of market data in 40 different markets · The program then should use the best 1,500 of the previously tested trading model variations, each one looking at a slightly different short-term cycles · Then, if possible, I would like to learn how to make the program create a score for the models on performance andcorrelation to each other. Essentially, creating an overall score, between -500 and 500, for each market. However, a score above 100 or below -100 will generate a buy or sell signal. It is a compilation of the all the models that recognize market patterns; some are trend following and some are countertrend, while others are neither. So basically I would like to learn how to create a software program that goes out and searches for possible mathematical formulas for patterns. I would like to take a very generalized approach that there are patterns in the market and we are going to generate potential patterns and see how well they do by generating billions of them and see what comes to the top. So in the end it will be a software, which is based on mathematics, that utilizes the ensemble method to take a group of relatively simple inputs and create a vast number of trading models then scores them. Not exactly sure what I need in order to get this started or what I need to know programming wise. This project would be more like me compensating you for teaching my client or tutoring him on how to accomplish creating this software. Please let me know any questions or concerns you may have and I will do my best to answer them. Thank you for your time and consideration.