Articles on machine learning in trading

In this article, we will look at an innovative optimization method called BSO (Brain Storm Optimization) inspired by a natural phenomenon called "brainstorming". We will also discuss a new approach to solving multimodal optimization problems the BSO method applies. It allows finding multiple optimal solutions without the need to pre-determine the number of subpopulations. We will also consider the K-Means and K-Means++ clustering methods.

In this article, we present an MQL5 implementation of Stepwise Feature Selection based on the mutual information between an optimal predictor set and a target variable.

In this article, we present the implementation of several ensemble classifiers in MQL5 and discuss their efficacy in varying situations.

What is the relationship between weather and Forex? Classical economic theory has long ignored the influence of such factors as weather on market behavior. But everything has changed. Let's try to find connections between the weather conditions and the position of agricultural currencies on the market.

One of the directions for increasing the efficiency of the model training and convergence process is the improvement of optimization methods. Adam-mini is an adaptive optimization method designed to improve on the basic Adam algorithm.

We are going to create a matrix forecasting model based on a Markov chain. What are Markov chains, and how can we use a Markov chain for Forex trading?

Fixed fractions and raw probabilities misallocate risk under overlapping labels and induce overtrading. This article delivers four AFML-compliant sizers: probability-based (z-score → CDF, active-bet averaging, discretization), forecast-price (sigmoid/power with w calibration and limit price), budget-constrained (direction-only), and reserve (mixture-CDF via EF3M). You get a signed, bounded position series with documented conditions of use.

In this article, we will consider another optimization algorithm inspired by inanimate nature - Charged System Search (CSS) algorithm. The purpose of this article is to present a new optimization algorithm based on the principles of physics and mechanics.

The new proprietary optimization algorithm NOA2 (Neuroboids Optimization Algorithm 2) combines the principles of swarm intelligence with neural control. NOA2 combines the mechanics of a neuroboid swarm with an adaptive neural system that allows agents to self-correct their behavior while searching for the optimum. The algorithm is under active development and demonstrates potential for solving complex optimization problems.

Machine learning is often viewed through statistical or linear algebraic lenses, but this article emphasizes a geometric perspective of model predictions. It demonstrates that models do not truly approximate the target but rather map it onto a new coordinate system, creating an inherent misalignment that results in irreducible error. The article proposes that multi-step predictions, comparing the model’s forecasts across different horizons, offer a more effective approach than direct comparisons with the target. By applying this method to a trading model, the article demonstrates significant improvements in profitability and accuracy without changing the underlying model.

The article explores the Battle Royale Optimizer algorithm — a metaheuristic in which solutions compete with their nearest neighbors, accumulate “damage,” are replaced when a threshold is exceeded, and periodically shrink the search space around the current best solution. It presents both pseudocode and an MQL5 implementation of the CAOBRO class, including neighbor search, movement toward the best solution, and an adaptive delta interval. Test results on the Hilly, Forest, and Megacity functions highlight the strengths and limitations of the approach. The reader is provided with a ready-to-use foundation for experimentation and tuning key parameters such as popSize and maxDamage.

We wrap our look into the complementary pairing of the MA & Stochastic oscillator by examining what role inference-learning can play in a post supervised-learning & reinforcement-learning situation. There are clearly a multitude of ways one can choose to go about inference learning in this case, our approach, however, is to use variational auto encoders. We explore this in python before exporting our trained model by ONNX for use in a wizard assembled Expert Advisor in MetaTrader.

Support Vector Regression is an idealistic way of finding a function or ‘hyper-plane’ that best describes the relationship between two sets of data. We attempt to exploit this in time series forecasting within custom classes of the MQL5 wizard.

The article considers the practical application of quantization in the construction of tree models. The methods for selecting quantum tables and data preprocessing are considered. No complex mathematical equations are used.