View RSS Feed

mql5

Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models

Rate this Entry
by , 10-22-2024 at 11:30 AM (80 Views)
      
   
In our previous discussion on Markov Chains, linked here, we demonstrated how to use a transition matrix to understand the probabilistic behavior of the market. Our transition matrix summarized a lot of information for us. It not only guided us on when to buy and sell, it also informed us whether our market had strong trends or was mostly mean reverting. In today's discussion, we shall change our definition of the system state from the moving averages we used in our first discussion to the Relative Strength Indicator (RSI) indicator instead.
more...

Submit "Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models" to Google Submit "Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models" to del.icio.us Submit "Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models" to Digg Submit "Self Optimizing Expert Advisor With MQL5 And Python (Part V): Deep Markov Models" to reddit

Tags: None Add / Edit Tags
Categories
Uncategorized

Comments