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MQL5 Wizard Techniques you should know (Part 28): GANs Revisited with a Primer on Learning Rates MetaTrader 5
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
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
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
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
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
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
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
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
MQL5 Wizard Techniques you should know (Part 20): Symbolic Regression MetaTrader 5
Symbolic Regression is a form of regression that starts with minimal to no assumptions on what the underlying model that maps the sets of data under study would look like. Even though it can be implemented by Bayesian Methods or Neural Networks, we look at how an implementation with Genetic
MQL5 Wizard Techniques you should know (Part 19): Bayesian Inference MetaTrader 5
Bayesian inference is the adoption of Bayes Theorem to update probability hypothesis as new information is made available. This intuitively leans to adaptation in time series analysis, and so we have a look at how we could use this in building custom classes not just for the signal but also