HiGame

We continue these series that explore various trade setups and ideas thanks to MetaTrade-5’s rapid development and prototyping environment with the MQL5 wizard. These articles, in principle, seek to explore how else traders can set themselves apart from the pack by exploring ideas that may not be so common and could deliver an edge to the interested trader, depending on how he chooses to exploit them. So, we are into exploring here, not necessarily exploiting and the reason why an edge matters a lot is many working trade ideas that are available tend to correlate too positively with each other.

This is super when the trends are bullish and everyone is in the green however, as many would agree, diversification is what would mitigate drawdowns when trends reverse and yet simply finding inversely correlated securities is a lot harder than it seems on paper. That’s why trade entries and exits that are specific to a trader could be a better haven than simply relying on commonly used setups. With that, this article looks at the Restricted Boltzmann Machines (RBMs) when implemented with Backpropagation, as opposed to their traditional implementations of Gibbs Sampling and Contrastive Divergence.

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