Discussing the article: "MQL5 Wizard Techniques you should know (Part 23): CNNs"

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Check out the new article: MQL5 Wizard Techniques you should know (Part 23): CNNs.

Convolutional Neural Networks are another machine learning algorithm that tend to specialize in decomposing multi-dimensioned data sets into key constituent parts. We look at how this is typically achieved and explore a possible application for traders in another MQL5 wizard signal class.

We continue this series where we look at machine learning and statistics ideas that could be of benefit to traders given the rapid testing & prototyping environment provided by the MQL5 wizard. The goal remains to look at a single idea within one article and for this piece, I had initially thought this would take at least 2 articles, however it appears we are able to squeeze it into one. Convolutional Neural Networks (CNNs) as their name suggests, process multi-dimensioned data in convolutions thanks to kernels.

These kernels bear the network weights and, like the multi-dimensioned input data, are typically in matrix format. They have smaller overall dimensions when compared to the input data, and by iterating over the input data matrix during a feed forward as we’ll see below, each iteration essentially cycles across the input data. It is this ‘cycle’ that lends the name ‘convolutional’.

So for this article we are going to have an introduction to the key steps involved in a CNN, build a simple MQL5 class that implements these steps, integrate this class into a custom MQL5 wizard signal class, and finally perform test runs with an Expert Advisor that is assembled from this signal class.

Author: Stephen Njuki

[Somkait Somsanitungkul]

Cannot Compile  because many files lose. such as

//--- available trailing

#include <Expert\Trailing\TrailingNone.mqh>

//--- available money management

#include <Expert\Money\MoneyFixedMargin.mqh>

 

[Stephen Njuki]

Somkait Somsanitungkul #:

Cannot Compile  because many files lose. such as

//--- available trailing

#include <Expert\Trailing\TrailingNone.mqh>

//--- available money management

#include <Expert\Money\MoneyFixedMargin.mqh>

 

Hello

The files you are referring to come with MQL5 IDE. There are guides here and here on how to use the wizard.

Thanks for reading.

[Israel Goncalves Moraes De Souza]

2024.08.30 19:02:07.453 2020.01.28 00:00:00   index out of range in 'SignalWZ_23_.mqh' (191,38)