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  1. Build Self Optmising Expert Advisors in MQL5

    by , 05-30-2024 at 07:39 AM
    Opting for MQL5's matrix and vector capabilities over alternatives like ONNX and Python has considerable benefits. Using an ONNX model would require separate model instances for each trading symbol and new models for any minor parameter changes, such as time frame adjustments. MQL5, however, offers adaptability without the need to manage numerous models for varying conditions.
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  2. Triangular arbitrage with predictions

    by , 05-30-2024 at 06:05 AM
    This article is about the triangular arbitrage strategy, it has an example of two triangular arbitrages, and this is done with deep learning models, which are added to the downloads, and a EA which is also added to the downloads. Triangular arbitrage leverages discrepancies in exchange rates to generate risk-free profits.
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  3. Neural networks made easy (Part 66): Exploration problems in offline learning

    by , 05-29-2024 at 03:58 PM
    In this article, we will get acquainted with the Exploratory Data for Offline RL (ExORL) framework, which was presented in the paper "Don't Change the Algorithm, Change the Data: Exploratory Data for Offline Reinforcement Learning". The results presented in that article demonstrate that the correct approach to data collection has a significant impact on the final learning outcomes. This impact is comparable to that of the choice of learning algorithm and model architecture.
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  4. Python, ONNX and MetaTrader 5: Creating a RandomForest model with RobustScaler and PolynomialFeatures data preprocessing

    by , 05-24-2024 at 05:30 PM
    Random Forest is widely used in a variety of fields, and its flexibility makes it suitable for both classification and regression problems. In a classification task, the model decides which of the predefined classes the current state belongs to. For example, in the financial market, this could mean a decision to buy (class 1) or sell (class 0) an asset based on a variety of indicators.

    However, in this article, we will focus on regression problems. Regression in machine learning
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  5. Experiments with neural networks (Part 4): Templates

    by , 05-21-2024 at 02:45 AM
    In the previous articles (Part 1, Part 2, Part 3), we experimented with shapes and angles whose values were passed to the perceptron and the neural network built on the basis of the DeepNeuralNetwork.mqh library. We also conducted experiments on optimization methods in the strategy tester.
    An important task in the current experiments was to track the influence of the amount of transmitted data and the depth of history we take this data from. In addition, we needed to reveal patterns,
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