記事
MQL5 Wizard Techniques you should know (Part 28): GANs Revisited with a Primer on Learning Rates MetaTrader 5のため
The Learning Rate, is a step size towards a training target in many machine learning algorithms’ training processes. We examine the impact its many schedules and formats can have on the performance of a Generative Adversarial Network, a type of neural network that we had examined in an earlier
MQL5 Wizard Techniques you should know (Part 27): Moving Averages and the Angle of Attack MetaTrader 5のため
The Angle of Attack is an often-quoted metric whose steepness is understood to strongly correlate with the strength of a prevailing trend. We look at how it is commonly used and understood and examine if there are changes that could be introduced in how it's measured for the benefit of a trade
MQL5 Wizard Techniques you should know (Part 26): Moving Averages and the Hurst Exponent MetaTrader 5のため
The Hurst Exponent is a measure of how much a time series auto-correlates over the long term. It is understood to be capturing the long-term properties of a time series and therefore carries some weight in time series analysis even outside of economic/ financial time series. We however, focus on its
MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading MetaTrader 5のため
Strategies that are based on multiple time frames cannot be tested in wizard assembled Expert Advisors by default because of the MQL5 code architecture used in the assembly classes. We explore a possible work around this limitation for strategies that look to use multiple time frames in a case study
MQL5 Wizard Techniques you should know (Part 24): Moving Averages MetaTrader 5のため
Moving Averages are a very common indicator that are used and understood by most Traders. We explore possible use cases that may not be so common within MQL5 Wizard assembled Expert Advisors
MQL5 Wizard Techniques you should know (Part 23): CNNs MetaTrader 5のため
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
MQL5 Wizard Techniques you should know (Part 22): Conditional GANs MetaTrader 5のため
Generative Adversarial Networks are a pairing of Neural Networks that train off of each other for more accurate results. We adopt the conditional type of these networks as we look to possible application in forecasting Financial time series within an Expert Signal Class
MQL5 Wizard Techniques you should know (Part 21): Testing with Economic Calendar Data MetaTrader 5のため
Economic Calendar Data is not available for testing with Expert Advisors within Strategy Tester, by default. We look at how Databases could help in providing a work around this limitation. So, for this article we explore how SQLite databases can be used to archive Economic Calendar news such that
知っておくべきMQL5ウィザードのテクニック（第20回）：関数同定問題 MetaTrader 5のため
関数同定問題は、研究対象のデータセットをマッピングする基本モデルがどのようなものであるかについて、最小限の仮定から始める回帰の形式です。ベイズ法やニューラルネットワークでも実装可能ですが、ここでは遺伝的アルゴリズムによる実装が、MQL5ウィザードで使用可能なExpertSignalクラスのカスタマイズにどのように役立つかを見ていきます。
知っておくべきMQL5ウィザードのテクニック（第19回）：ベイズ推定 MetaTrader 5のため
ベイズ推定とは、新しい情報が入手可能になったときに確率仮説を更新するためにベイズの定理を採用することです。これは直感的に時系列分析への適応につながるので、シグナルだけでなく、資金管理やトレーリングストップのためのカスタムクラスを構築する際に、これをどのように利用できるか見てみましょう。
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クラウド同期エラー
最適化する際に、以下のようなエラーが発生し、クラウドサービスが終了してしまいます。 2012.12.20 13:49:33 Tester rejected tasks limit reached, cloud connections will be closed. 2012.12.20 13:49:32 MQL5 Cloud Europe 2 genetic pass (0, 33) tested with error "endless loop detected in OnInit function, expert rejected byMQL5 Cloud Network " in 802