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Developing a robot in Python and MQL5 (Part 2): Model selection, creation and training, Python custom tester

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by , 10-14-2024 at 08:59 AM (119 Views)
      
   
In the previous article, we talked a bit about machine learning, performed data augmentation, developed features for the future model and selected the best of them. Now it is time to move on and create a working machine learning model that will learn from our features and trade (hopefully successfully). To evaluate the model, we will write a custom Python tester that will help us evaluate the performance of the model and the beauty of the test graphs. For more beautiful test graphs and greater model stability, we will also develop a number of classic machine learning features along the way.

Our ultimate goal is to create a working and maximally profitable model for price forecasting and trading. All code will be in Python, with inclusions of the MQL5 library.
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