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In previous articles, we used stochastic gradient descent to train a neural network using the same learning rate for all neurons within the network. In this article, I propose to look towards adaptive
In this article, we will consider active machine learning methods utilizing real data, as well discuss their pros and cons. Perhaps you will find these methods useful and will include them in your
We have previously considered various types of neural networks along with their implementations. In all cases, the neural networks were trained using the gradient decent method, for which we need to
In this article, I will show the criteria to be used when selecting a system or a signal for investing your funds, as well as describe the optimal approach to the development of trading systems and
In the article, develop an object which will contain all data of one buffer for one indicator. Such objects will be necessary for storing serial data of indicator buffers. With their help, it will be
We have earlier discussed some types of neural network implementations. In the considered networks, the same operations are repeated for each neuron. A logical further step is to utilize multithreaded
The article continues developing indicator object classes and their collections. For each indicator object create its description and correct collection class for error-free storage and getting
We continue studying the world of neural networks. In this article, we will consider another type of neural networks, recurrent networks. This type is proposed for use with time series, which are
The article considers creation of classes of descendant objects of base abstract indicator. Such objects will provide access to features of creating indicator EAs, collecting and getting data value
In this article, we will search for market patterns, create Expert Advisors based on the identified patterns, and check how long these patterns remain valid, if they ever retain their validity
The article considers creation of an abstract indicator which further will be used as the base class to create objects of library’s standard and custom indicators
The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an
As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we
The article aims to describe the main features of Forex trading as simply and quickly as possible, as well as share some basic ideas with beginners. It also attempts to answer the most tantalizing
This article describes one of the possible approaches to data transformation aimed at improving the generalizability of the model, and also discusses sampling and selection of CatBoost models
The article considers the methodology for developing trading algorithms, in which a consistent scientific approach is used to analyze possible price patterns and to build trading algorithms based on
In the article, let’s improve library methods for correct display of multi-symbol multi-period standard indicators, which lines are displayed on the current symbol chart with a shift set in the
In this second article, we will continue to study neural networks and will consider an example of using our created CNet class in Expert Advisors. We will work with two neural network models, which
Traders often talk about trends and flats but very few of them really understand what a trend/flat really is and even fewer are able to clearly explain these concepts. Discussing these basic terms is
We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements
In the current article, I will improve the library classes to implement the ability to develop multi-symbol multi-period standard indicators requiring several indicator buffers to display their data
The article considers an example of creating multi-symbol multi-period standard indicators using a single indicator buffer for construction and working in the indicator subwindow. I am going to
In this article, I will start developing the methods of working with standard indicators, which will ultimately allow creating multi-symbol multi-period standard indicators based on library classes
Overbought/oversold zones characterize a certain state of the market, differentiating through weaker changes in the prices of securities. This adverse change in the synamics is pronounced most at the
Trading is always about making decisions in the face of uncertainty. This means that the results of the decisions are not quite obvious at the time these decisions are made. This entails the
In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom
In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer
The article provides a description and instructions for the practical use of neural network modules on the Matlab platform. It also covers the main aspects of creation of a trading system using the
The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of
The article considers the development of indicator buffer object classes as descendants of the abstract buffer object simplifying declaration and working with indicator buffers, while creating custom
In this article, we start the development of the indicator buffer classes for the DoEasy library. We will create the base class of the abstract buffer which is to be used as a foundation for the
In the article, we will consider a sample multi-symbol multi-period indicator using the timeseries classes of the DoEasy library displaying the chart of a selected currency pair on a selected
The article considers the development of a simple multi-period indicator based on the DoEasy library. Let's improve the timeseries classes to receive data from any timeframes to display it on the
The article deals with applying DoEasy library for creating multi-symbol multi-period indicators. We are going to prepare the library classes to work within indicators and test creating timeseries to
The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these
The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also
The article deals with the development of the timeseries collection of specified timeframes for all symbols used in the program. We are going to develop the timeseries collection, the methods of
This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test
In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all
This article deals with the theory and practical use of the algorithm for forecasting time series, based on the empirical decomposition mode. It proposes the MQL implementation of this method and