All about MQL5 Wizard : create robots without programming. - page 5

[Sergey Golubev]

MQL5 Wizard Techniques you should know (Part 23): CNNs

CNNs are typically complex neural networks whose main applications are in video and image processing, like we saw with GANs in the previous article. However, unlike GANs that are trained in identifying real images and or subjects in the images from fakes, CNNs tend to work more like a classifier in that they split the input data (which is often image pixels) into various subgroups of data whereby each subgroup is meant to capture a key or very important property of the input data. These produced subgroups are often referred to as feature maps.

[Marvin79]

I also found this!

<...>

[Sergey Golubev]

Marvin79 #:

I got one too!

<...>

This is from CodeBase:

MQL5 Wizard MA RSI - Expert Advisor for MetaTrader 5

[Sergey Golubev]

MQL5 Wizard Techniques you should know (Part 24): Moving Averages

We continue this series on MQL5 Wizards by looking at the moving average indicator and how it could be added to the library of tools already available in ways that could be novel to some traders. The Moving Average has very many variants as a single time series attachable to a chart, but also other variants as an oscillator and even others an envelopes' indicator.

[Sergey Golubev]

MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading

In our last article we looked at Pythagorean Means which are a group of moving averages of which some are quite novel and not common enough despite their potential in benefiting some traders as we hinted in the test reports. These Pythagorean Means were represented in a semicircle diagram that summarized what each mean value was when presented with two unequal values that added up to the diameter of the semicircle. Among the chord values in the semicircle that was not touched on in the article was the value indicated as Q that represented the quadratic mean of the two values a and b.

[Sergey Golubev]

MQL5 Wizard Techniques you should know (Part 26): Moving Averages and the Hurst Exponent

We continue this series on techniques with the MQL5 wizard that focus on alternative methods in Financial time series analysis for the benefit of traders. For this article, we consider the Hurst Exponent. This is a metric which tells us whether a time series has a high positive autocorrelation or a negative autocorrelation over the long term. The applications of this measurement can be very extensive. How would we use it? Well, firstly, we’d calculate the Hurst exponent to determine if the market is trending (which would typically give us a value greater than 0.5) or if the market is mean-reverting/ whipsawed (that would give us a value less than 0.5). For this article, since we are in a ‘season of looking at moving averages’ given the last pair of articles, we will marry the Hurst Exponent information with the relative position of the current price to a moving average. The relative position of price to a moving average can be indicative of price’s next direction, with one major caveat.