Discussing the article: "Example of new Indicator and Conditional LSTM"

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This article explores the development of an Expert Advisor (EA) for automated trading that combines technical analysis with deep learning predictions.

Technical indicators have long been used by the financial industry to spot trends and possible trading opportunities. Despite their importance, these indicators frequently fall short of fully capturing the complexities of market dynamics, particularly during periods of extreme volatility or abrupt shift. However, deep learning architectures such as LSTMs, in particular, have demonstrated amazing potential in machine learning models for pattern recognition and prediction in complicated, time-dependent data. These models, however, don't always offer the interpretability and domain-specific knowledge that conventional technical analysis does.

Our strategy aims to close this gap by fusing the advantages of both approaches. This article presents a novel tool called the Volatility Adjusted Momentum (VAM) indicator, which attempts to measure market momentum while taking the underlying volatility into consideration. Compared to conventional momentum indicators, this offers a more detailed picture of market dynamics. VAM aims to deliver more dependable signals in a range of market scenarios, from calm to stormy, by accounting for volatility.

Author: Javier Santiago Gaston De Iriarte Cabrera

 
This is working perfectly and till now it open more then 10 profits and all hitted tp but im wondering if you have a set that works in lower tf
 

Can you please guide where to place the files.

I have placed C:\Users\anilh\AppData\Roaming\MetaQuotes\Terminal\73B7A2420D6397DFF9014A20F1201F97\MQL5\Files folder

as well as in C:\Users\anilh\AppData\Roaming\MetaQuotes\Terminal\Common\Files 

the .onnx file and get the following errors

resource file '/Files/stock_prediction_model_MACD.onnx' not found IC_009_EA_ONNX_045_Final.mq5

resource file 'C:\Users\anilh\AppData\Roaming\MetaQuotes\Terminal\73B7A2420D6397DFF9014A20F1201F97\MQL5\Files\stock_prediction_model_MACD.onnx' not found (2) IC_009_EA_ONNX_045_Final.mq5

Thanks 
 
Arber Coku #:
This is working perfectly and till now it open more then 10 profits and all hitted tp but im wondering if you have a set that works in lower tf

I have a problem with this ... to make the models, I used python colab with data from a websearcher I cant name ... instead of using colab with python, you could use python and bild the model in your laptop (you should make a new py script) .... I say this because, the .com from where I get the data, can have similar data for 1day (compared with our brokers) ... but if you go to smaller time periods, you might want to use mt5 data (your brokers data with mt5) ... (some brokers have different data).

Am I understandable?  

Yes, please, fill free to try it in lower periods, and share results!

 
Anil Varma #:

Can you please guide where to place the files.

I have placed C:\Users\anilh\AppData\Roaming\MetaQuotes\Terminal\73B7A2420D6397DFF9014A20F1201F97\MQL5\Files folder

as well as in C:\Users\anilh\AppData\Roaming\MetaQuotes\Terminal\Common\Files 

the .onnx file and get the following errors

resource file '/Files/stock_prediction_model_MACD.onnx' not found IC_009_EA_ONNX_045_Final.mq5

resource file 'C:\Users\anilh\AppData\Roaming\MetaQuotes\Terminal\73B7A2420D6397DFF9014A20F1201F97\MQL5\Files\stock_prediction_model_MACD.onnx' not found (2) IC_009_EA_ONNX_045_Final.mq5

Thanks 

Hi Anil!

the onnx model has to go in your Files folder (MQL5 -> Files) ... or where you want (inside mql5\files\), just change the path (you don't have to specify all the path, just from \\Files\\...)

 
Arber Coku #:
This is working perfectly and till now it open more then 10 profits and all hitted tp but im wondering if you have a set that works in lower tf

REMEMBER!

Deep Learning Models, work well till 30 to 90 time periods.

Trade well ;)

 
Javier Santiago Gaston De Iriarte Cabrera #:

I have a problem with this ... to make the models, I used python colab with data from a websearcher I cant name ... instead of using colab with python, you could use python and bild the model in your laptop (you should make a new py script) .... I say this because, the .com from where I get the data, can have similar data for 1day (compared with our brokers) ... but if you go to smaller time periods, you might want to use mt5 data (your brokers data with mt5) ... (some brokers have different data).

Am I understandable?  

Yes, please, fill free to try it in lower periods, and share results!

Ok i will try it to make a new model but from some researchers that i saw it is good to make changes at least every 6 months. i will backtest firstly with different inputs on mt5 and onnx model i will let with that values that you placed. Entry is perfect but i saw today that tp and sl have to tune based broker. Thank you!
 
Javier Santiago Gaston De Iriarte Cabrera #:

Hi Anil!

the onnx model has to go in your Files folder (MQL5 -> Files) ... or where you want (inside mql5\files\), just change the path (you don't have to specify all the path, just from \\Files\\...)

Hi Javier

Thanks for reply.

I found the problem. You have named "stock_prediction_model_MACD.onnx" in EA but zip files have it named as stock_prediction_model_MACD_Signal.onnx

I have also noticed inappropriate use of indicator handle (bug!!!) in the code. You have used 

double volatility = iMA(NULL, 0, volatility_period, 0, MODE_SMA, PRICE_CLOSE);

double atr = iATR(_Symbol,PERIOD_CURRENT,14)*_Point;

double volatility = iStdDev(_Symbol, PERIOD_CURRENT, volatility_period, 0, MODE_SMA, PRICE_CLOSE);

In MQL5, indicator values are derived using CopyBuffer and indicator handle, which you have used in 

   int macd_handle2 = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
   CopyBuffer(macd_handle2, 0, 0, 1, macd_main2);
Can you please elaborate why handle was used differently with double variable to get the values in the first case?


Regards and have nice weekend.

 
Anil Varma #:
double volatility = iStdDev(_Symbol, PERIOD_CURRENT, volatility_period, 0, MODE_SMA, PRICE_CLOSE);
I see purpose if this EA is to open position based volatility and noises are needed now, if we use ma then we can see only trend.
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