This is a discussion on Public Discussion for Premium Trading Forum within the General Discussion forums, part of the Trading Forum category; AdvancedParabolicTrader EA - the trading is continuing...
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Premium Trading Forum: subscription, public discussion and latest news
Trading Forum wiki || MQL5 channel for the forum
Trading blogs || My blog
Premium Trading Forum: subscription, public discussion and latest news
Trading Forum wiki || MQL5 channel for the forum
Trading blogs || My blog
more...We will look at the development cycle of a trading robot: data collection, processing, sample expansion, feature engineering, model selection and training, creating a trading system via Python, and monitoring trades.
Working in Python has its own advantages: speed in the field of machine learning, as well as the ability to select and generate features. Exporting models to ONNX requires exactly the same feature generation logic as in Python, which is not easy. That is why I have selected online trading via Python.
more...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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