Self learning expert - page 5

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

How to start with MetaTrader and forex, the beginning

Sergey Golubev, 2021.03.12 09:56

Self-adapting algorithm (Part III): Abandoning optimization

Before reading this article, I recommend that you study the second article in the series "Developing a self-adapting algorithm (Part II): Improving efficiency". The methodology applied in the current article differs significantly from everything discussed earlier, but it will be useful to read the previous articles to understand the topic.

[Sergey Golubev]

Build Self Optmising Expert Advisors in MQL5

Opting for MQL5's matrix and vector capabilities over alternatives like ONNX and Python has considerable benefits. Using an ONNX model would require separate model instances for each trading symbol and new models for any minor parameter changes, such as time frame adjustments. MQL5, however, offers adaptability without the need to manage numerous models for varying conditions.

[Sergey Golubev]

Build Self Optimizing Expert Advisors With MQL5 And Python

This article demonstrates how we can intelligently achieve our goal by using a transition matrix to model market behavior and determine whether to employ trend-following or mean-reverting strategies. We start by developing a high-level understanding of transition matrices. Then, we explore how these mathematical tools can be used to create intelligent trading algorithms with enhanced decision-making abilities.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

MetaTrader 5 Python User Group - the summary

Sergey Golubev, 2024.08.03 09:21

Build Self Optimizing Expert Advisors With MQL5 And Python (Part II): Tuning Deep Neural Networks

Members of our community are keen to integrate AI into their trading strategies, which requires tuning AI models for specific markets. Each AI model has adjustable parameters that significantly influence its performance; optimal settings for one market may not work for another. This article will show how to customize AI models to outperform default settings using optimization algorithms, specifically the Nelder-Mead algorithm. We'll apply this algorithm to fine-tune a deep neural network using data from the MetaTrader5 terminal and then export the optimized model in ONNX format for use in an Expert Advisor. For those unfamiliar with these concepts, we will provide detailed explanations throughout the article.