We will look inside the code that transforms a set of neural networks into a thinking, feeling, and evolving trading collective. This is the story of how machine learning has moved beyond simple prediction and entered the realm of creating a digital ecosystem capable of reflection and adaptation. Welcome to the cutting edge of algorithmic trading, where code does not merely execute - it becomes conscious. more...
In this article I build a diagnostic tool—not a strategy—that captures execution metrics on your account. It helps answer one question with numbers: "Is my live result falling short because of the strategy, or because of execution?" The tool is an EA called Execution Quality Monitor. This tool does not measure the broker in isolation. It measures the entire execution path (terminal/PC/VPS, network, broker gateway, venue liquidity), so poor results can come from any link. There ...
The preceding articles in this Feature Engineering for ML series derived features from price geometry (Part 1), from the trading calendar (Part 3), from the bid-ask spread and price impact (Parts 5–6), from the information content of the trade-direction sequence (Part 7), and, most recently, from the timing of regime changes themselves (Part 10). This eleventh installment returns to price geometry, but at a coarser structural level: the swing highs and swing lows that define support, resistance, ...
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