A Generic Optimization Formulation (GOF) to Implement Custom Max with Constraints
In this article we will present a way to implement optimization problems with multiple objectives and constraints when selecting "Custom Max" in the Setting tab of the MetaTrader 5 terminal. As an example, the optimization problem could be: Maximize Profit Factor, Net Profit, and Recovery Factor, such that the Draw Down is less than 10%, the number of consecutive losses is less than 5, and the number of trades per week is more than 5.
Developing a Replay System (Part 34): Order System (III)
In this article, we will complete the first phase of construction. Although this part is fairly quick to complete, I will cover details that were not discussed previously. I will explain some points that many do not understand. Do you know why you have to press the Shift or Ctrl key?
Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5
This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.
Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)
The article presents a new approach to solving optimization problems by combining ideas from bacterial foraging optimization (BFO) algorithms and techniques used in the genetic algorithm (GA) into a hybrid BFO-GA algorithm. It uses bacterial swarming to globally search for an optimal solution and genetic operators to refine local optima. Unlike the original BFO, bacteria can now mutate and inherit genes.
A feature selection algorithm using energy based learning in pure MQL5
In this article we present the implementation of a feature selection algorithm described in an academic paper titled,"FREL: A stable feature selection algorithm", called Feature weighting as regularized energy based learning.
Population optimization algorithms: Binary Genetic Algorithm (BGA). Part I
In this article, we will explore various methods used in binary genetic and other population algorithms. We will look at the main components of the algorithm, such as selection, crossover and mutation, and their impact on the optimization. In addition, we will study data presentation methods and their impact on optimization results.