This article continues our look at reinforcement learning by considering another algorithm, namely the Monte-Carlo. This algorithm is very similar and in fact arguably encompasses both Q-Learning and SARSA in that it can be either on-policy or off-policy. What sets it apart though is the emphasis on episodes. These simply are a way of batching the reinforcement learning cycle updates, that we introduced in this article, such that the updating of the Q-Values of the Q-Map happens less frequently.
In the 20th century, Richard Donchian established a trend-following strategy through his studies of financial markets, which later evolved into the Donchian Channels. We briefly discussed his work in a previous article, but today we will focus on implementing the strategies associated with his theory. According to various sources, the channels are believed to encompass multiple strategies within their framework. The abundance of literature on Donchian Channels suggests the continued effectiveness
In the previous article Neural Network in Practice: Secant Line, we began to discuss applied mathematics in practice. However, this was only a short and quick introduction to the topic. We have seen that the basic mathematical operation to be used is the trigonometric function. And, contrary to what many think, this is not a tangent function but a secant function. Although this may all seem quite confusing at first, you will soon find that everything is much simpler than it seems. Unlike
Custom signal classes for wizard assembled Expert Advisors can take on various roles, that are worth exploring, and we continue this quest by examining how the Q-Learning algorithm when paired with Markov Chains can help refine the learning process of a multi-layer-perceptron network. Q-Learning is one of the several (approximately 12) algorithms of reinforcement-learning, so essentially this is also a look at how this subject can be implemented as a custom signal and tested within a wizard
more...In our previous article, we laid the foundation by assembling the graphical elements of our MetaQuotes Language 5 (MQL5) graphical user interface (GUI) panel. If you recall, the iteration was a static assembly of GUI elements - a mere snapshot frozen in time, lacking responsiveness. It was static and unyielding. Now, let’s unfreeze that snapshot and infuse it with life. In this eagerly anticipated continuation, we’re taking our panel to the next level.
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