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An example of how to ensemble ONNX models in MQL5

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by , 04-23-2023 at 02:51 AM (347 Views)
      
   
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For stable trading, it is usually recommended to diversify both the traded instruments and the trading strategies. The same refers to machine learning models: it is easier to create several simpler models that one complex one. But it can be difficult to assemble these models into one ONNX model. In this article, we will consider one of the ensembles called the voting classifier. We will show you how easy it is to implement such an ensemble.
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