Articles on machine learning in trading

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Creating AI-based trading robots: native integration with Python, matrices and vectors, math and statistics libraries and much more.

Find out how to use machine learning in trading. Neurons, perceptrons, convolutional and recurrent networks, predictive models — start with the basics and work your way up to developing your own AI. You will learn how to train and apply neural networks for algorithmic trading in financial markets.

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Population optimization algorithms: Simulated Annealing (SA) algorithm. Part I

Population optimization algorithms: Simulated Annealing (SA) algorithm. Part I

The Simulated Annealing algorithm is a metaheuristic inspired by the metal annealing process. In the article, we will conduct a thorough analysis of the algorithm and debunk a number of common beliefs and myths surrounding this widely known optimization method. The second part of the article will consider the custom Simulated Isotropic Annealing (SIA) algorithm.
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Data Science and Machine Learning (Part 16): A Refreshing Look at Decision Trees

Data Science and Machine Learning (Part 16): A Refreshing Look at Decision Trees

Dive into the intricate world of decision trees in the latest installment of our Data Science and Machine Learning series. Tailored for traders seeking strategic insights, this article serves as a comprehensive recap, shedding light on the powerful role decision trees play in the analysis of market trends. Explore the roots and branches of these algorithmic trees, unlocking their potential to enhance your trading decisions. Join us for a refreshing perspective on decision trees and discover how they can be your allies in navigating the complexities of financial markets.
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Category Theory in MQL5 (Part 6): Monomorphic Pull-Backs and Epimorphic Push-Outs

Category Theory in MQL5 (Part 6): Monomorphic Pull-Backs and Epimorphic Push-Outs

Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
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The case for using a Composite Data Set this Q4 in weighing SPDR XLY's next performance

The case for using a Composite Data Set this Q4 in weighing SPDR XLY's next performance

We consider XLY, SPDR’s consumer discretionary spending ETF and see if with tools in MetaTrader’s IDE we can sift through an array of data sets in selecting what could work with a forecasting model with a forward outlook of not more than a year.
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Category Theory in MQL5 (Part 21): Natural Transformations with LDA

Category Theory in MQL5 (Part 21): Natural Transformations with LDA

This article, the 21st in our series, continues with a look at Natural Transformations and how they can be implemented using linear discriminant analysis. We present applications of this in a signal class format, like in the previous article.
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Neural networks made easy (Part 41): Hierarchical models

Neural networks made easy (Part 41): Hierarchical models

The article describes hierarchical training models that offer an effective approach to solving complex machine learning problems. Hierarchical models consist of several levels, each of which is responsible for different aspects of the task.
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Category Theory in MQL5 (Part 19): Naturality Square Induction

Category Theory in MQL5 (Part 19): Naturality Square Induction

We continue our look at natural transformations by considering naturality square induction. Slight restraints on multicurrency implementation for experts assembled with the MQL5 wizard mean we are showcasing our data classification abilities with a script. Principle applications considered are price change classification and thus its forecasting.
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MQL5 Wizard Techniques you should know (Part 07): Dendrograms

MQL5 Wizard Techniques you should know (Part 07): Dendrograms

Data classification for purposes of analysis and forecasting is a very diverse arena within machine learning and it features a large number of approaches and methods. This piece looks at one such approach, namely Agglomerative Hierarchical Classification.
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Neural networks made easy (Part 61): Optimism issue in offline reinforcement learning

Neural networks made easy (Part 61): Optimism issue in offline reinforcement learning

During the offline learning, we optimize the Agent's policy based on the training sample data. The resulting strategy gives the Agent confidence in its actions. However, such optimism is not always justified and can cause increased risks during the model operation. Today we will look at one of the methods to reduce these risks.
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Category Theory in MQL5 (Part 17): Functors and Monoids

Category Theory in MQL5 (Part 17): Functors and Monoids

This article, the final in our series to tackle functors as a subject, revisits monoids as a category. Monoids which we have already introduced in these series are used here to aid in position sizing, together with multi-layer perceptrons.
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Population optimization algorithms: Simulated Isotropic Annealing (SIA) algorithm. Part II

Population optimization algorithms: Simulated Isotropic Annealing (SIA) algorithm. Part II

The first part was devoted to the well-known and popular algorithm - simulated annealing. We have thoroughly considered its pros and cons. The second part of the article is devoted to the radical transformation of the algorithm, which turns it into a new optimization algorithm - Simulated Isotropic Annealing (SIA).
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Developing an MQL5 Reinforcement Learning agent with RestAPI integration (Part 1): How to use RestAPIs in MQL5

Developing an MQL5 Reinforcement Learning agent with RestAPI integration (Part 1): How to use RestAPIs in MQL5

In this article we will talk about the importance of APIs (Application Programming Interface) for interaction between different applications and software systems. We will see the role of APIs in simplifying interactions between applications, allowing them to efficiently share data and functionality.
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Neural networks are easy (Part 59): Dichotomy of Control (DoC)

Neural networks are easy (Part 59): Dichotomy of Control (DoC)

In the previous article, we got acquainted with the Decision Transformer. But the complex stochastic environment of the foreign exchange market did not allow us to fully implement the potential of the presented method. In this article, I will introduce an algorithm that is aimed at improving the performance of algorithms in stochastic environments.
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Category Theory in MQL5 (Part 12): Orders

Category Theory in MQL5 (Part 12): Orders

This article which is part of a series that follows Category Theory implementation of Graphs in MQL5, delves in Orders. We examine how concepts of Order-Theory can support monoid sets in informing trade decisions by considering two major ordering types.
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Population optimization algorithms: Intelligent Water Drops (IWD) algorithm

Population optimization algorithms: Intelligent Water Drops (IWD) algorithm

The article considers an interesting algorithm derived from inanimate nature - intelligent water drops (IWD) simulating the process of river bed formation. The ideas of this algorithm made it possible to significantly improve the previous leader of the rating - SDS. As usual, the new leader (modified SDSm) can be found in the attachment.
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The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5

The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5

In this article we continue our exploration of the Group Method of Data Handling family of algorithms, with the implementation of the Combinatorial Algorithm along with its refined incarnation, the Combinatorial Selective Algorithm in MQL5.
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Triangular arbitrage with predictions

Triangular arbitrage with predictions

This article simplifies triangular arbitrage, showing you how to use predictions and specialized software to trade currencies smarter, even if you're new to the market. Ready to trade with expertise?
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Population optimization algorithms: Spiral Dynamics Optimization (SDO) algorithm

Population optimization algorithms: Spiral Dynamics Optimization (SDO) algorithm

The article presents an optimization algorithm based on the patterns of constructing spiral trajectories in nature, such as mollusk shells - the spiral dynamics optimization (SDO) algorithm. I have thoroughly revised and modified the algorithm proposed by the authors. The article will consider the necessity of these changes.
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Data label for time series mining (Part 6):Apply and Test in EA Using ONNX

Data label for time series mining (Part 6):Apply and Test in EA Using ONNX

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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MQL5 Wizard Techniques you should know (14): Multi Objective Timeseries Forecasting with STF

MQL5 Wizard Techniques you should know (14): Multi Objective Timeseries Forecasting with STF

Spatial Temporal Fusion which is using both ‘space’ and time metrics in modelling data is primarily useful in remote-sensing, and a host of other visual based activities in gaining a better understanding of our surroundings. Thanks to a published paper, we take a novel approach in using it by examining its potential to traders.
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Population optimization algorithms: Binary Genetic Algorithm (BGA). Part II

Population optimization algorithms: Binary Genetic Algorithm (BGA). Part II

In this article, we will look at the binary genetic algorithm (BGA), which models the natural processes that occur in the genetic material of living things in nature.
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Population optimization algorithms: Charged System Search (CSS) algorithm

Population optimization algorithms: Charged System Search (CSS) algorithm

In this article, we will consider another optimization algorithm inspired by inanimate nature - Charged System Search (CSS) algorithm. The purpose of this article is to present a new optimization algorithm based on the principles of physics and mechanics.
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Mastering Model Interpretation: Gaining Deeper Insight From Your Machine Learning Models

Mastering Model Interpretation: Gaining Deeper Insight From Your Machine Learning Models

Machine Learning is a complex and rewarding field for anyone of any experience. In this article we dive deep into the inner mechanisms powering the models you build, we explore the intricate world of features,predictions and impactful decisions unravelling the complexities and gaining a firm grasp of model interpretation. Learn the art of navigating tradeoffs , enhancing predictions, ranking feature importance all while ensuring robust decision making. This essential read helps you clock more performance from your machine learning models and extract more value for employing machine learning methodologies.
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Introduction to MQL5 (Part 5): A Beginner's Guide to Array Functions in MQL5

Introduction to MQL5 (Part 5): A Beginner's Guide to Array Functions in MQL5

Explore the world of MQL5 arrays in Part 5, designed for absolute beginners. Simplifying complex coding concepts, this article focuses on clarity and inclusivity. Join our community of learners, where questions are embraced, and knowledge is shared!
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Neural networks made easy (Part 63): Unsupervised Pretraining for Decision Transformer (PDT)

Neural networks made easy (Part 63): Unsupervised Pretraining for Decision Transformer (PDT)

We continue to discuss the family of Decision Transformer methods. From previous article, we have already noticed that training the transformer underlying the architecture of these methods is a rather complex task and requires a large labeled dataset for training. In this article we will look at an algorithm for using unlabeled trajectories for preliminary model training.
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Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5

Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5

This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.
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The case for using Hospital-Performance Data with Perceptrons, this Q4, in weighing SPDR XLV's next Performance

The case for using Hospital-Performance Data with Perceptrons, this Q4, in weighing SPDR XLV's next Performance

XLV is SPDR healthcare ETF and in an age where it is common to be bombarded by a wide array of traditional news items plus social media feeds, it can be pressing to select a data set for use with a model. We try to tackle this problem for this ETF by sizing up some of its critical data sets in MQL5.
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MQL5 Wizard Techniques you should know (Part 10). The Unconventional RBM

MQL5 Wizard Techniques you should know (Part 10). The Unconventional RBM

Restrictive Boltzmann Machines are at the basic level, a two-layer neural network that is proficient at unsupervised classification through dimensionality reduction. We take its basic principles and examine if we were to re-design and train it unorthodoxly, we could get a useful signal filter.
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MQL5 Wizard Techniques You Should Know (Part 15): Support Vector Machines with Newton's Polynomial

MQL5 Wizard Techniques You Should Know (Part 15): Support Vector Machines with Newton's Polynomial

Support Vector Machines classify data based on predefined classes by exploring the effects of increasing its dimensionality. It is a supervised learning method that is fairly complex given its potential to deal with multi-dimensioned data. For this article we consider how it’s very basic implementation of 2-dimensioned data can be done more efficiently with Newton’s Polynomial when classifying price-action.
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Overcoming ONNX Integration Challenges

Overcoming ONNX Integration Challenges

ONNX is a great tool for integrating complex AI code between different platforms, it is a great tool that comes with some challenges that one must address to get the most out of it, In this article we discuss the common issues you might face and how to mitigate them.
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Population optimization algorithms: Micro Artificial immune system (Micro-AIS)

Population optimization algorithms: Micro Artificial immune system (Micro-AIS)

The article considers an optimization method based on the principles of the body's immune system - Micro Artificial Immune System (Micro-AIS) - a modification of AIS. Micro-AIS uses a simpler model of the immune system and simple immune information processing operations. The article also discusses the advantages and disadvantages of Micro-AIS compared to conventional AIS.
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Quantization in machine learning (Part 2): Data preprocessing, table selection, training CatBoost models

Quantization in machine learning (Part 2): Data preprocessing, table selection, training CatBoost models

The article considers the practical application of quantization in the construction of tree models. The methods for selecting quantum tables and data preprocessing are considered. No complex mathematical equations are used.
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Data label for time series mining (Part 5):Apply and Test in EA Using Socket

Data label for time series mining (Part 5):Apply and Test in EA Using Socket

This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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The Disagreement Problem: Diving Deeper into The Complexity Explainability in AI

The Disagreement Problem: Diving Deeper into The Complexity Explainability in AI

Dive into the heart of Artificial Intelligence's enigma as we navigate the tumultuous waters of explainability. In a realm where models conceal their inner workings, our exploration unveils the "disagreement problem" that echoes through the corridors of machine learning.
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MQL5 Wizard Techniques you should know (Part 18): Neural Architecture Search with Eigen Vectors

MQL5 Wizard Techniques you should know (Part 18): Neural Architecture Search with Eigen Vectors

Neural Architecture Search, an automated approach at determining the ideal neural network settings can be a plus when facing many options and large test data sets. We examine how when paired Eigen Vectors this process can be made even more efficient.
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The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5

The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5

In this article we describe the implementation of the Multilayered Iterative Algorithm of the Group Method of Data Handling in MQL5.
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Population optimization algorithms: Evolution Strategies, (μ,λ)-ES and (μ+λ)-ES

Population optimization algorithms: Evolution Strategies, (μ,λ)-ES and (μ+λ)-ES

The article considers a group of optimization algorithms known as Evolution Strategies (ES). They are among the very first population algorithms to use evolutionary principles for finding optimal solutions. We will implement changes to the conventional ES variants and revise the test function and test stand methodology for the algorithms.
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MQL5 Wizard Techniques you should know (Part 20): Symbolic Regression

MQL5 Wizard Techniques you should know (Part 20): Symbolic Regression

Symbolic Regression is a form of regression that starts with minimal to no assumptions on what the underlying model that maps the sets of data under study would look like. Even though it can be implemented by Bayesian Methods or Neural Networks, we look at how an implementation with Genetic Algorithms can help customize an expert signal class usable in the MQL5 wizard.
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A feature selection algorithm using energy based learning in pure MQL5

A feature selection algorithm using energy based learning in pure MQL5

In this article we present the implementation of a feature selection algorithm described in an academic paper titled,"FREL: A stable feature selection algorithm", called Feature weighting as regularized energy based learning.
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Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)

Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)

The article presents a new approach to solving optimization problems by combining ideas from bacterial foraging optimization (BFO) algorithms and techniques used in the genetic algorithm (GA) into a hybrid BFO-GA algorithm. It uses bacterial swarming to globally search for an optimal solution and genetic operators to refine local optima. Unlike the original BFO, bacteria can now mutate and inherit genes.