All about MQL5 Wizard : create robots without programming. - page 9

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MQL5 Wizard Techniques you should know (Part 60): Inference Learning (Wasserstein-VAE) with Moving Average and Stochastic Oscillator Patterns

In examining the patterns generated from pairing the MA and stochastic oscillator, we have looked to machine learning as a means of systemizing our approach. There are mainly three methods of training networks in machine learning and these are supervised-learning, reinforcement-learning, and inference. By taking the view that each of these learning methods can be used at different stages of model/ network development, we have made the case that a model can be enriched by incorporating all of them.

MQL5 Wizard Techniques you should know (Part 60): Inference Learning (Wasserstein-VAE) with Moving Average and Stochastic Oscillator Patterns
MQL5 Wizard Techniques you should know (Part 60): Inference Learning (Wasserstein-VAE) with Moving Average and Stochastic Oscillator Patterns
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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.
 

MQL5 Wizard Techniques you should know (Part 61): Using Patterns of ADX and CCI with Supervised Learning

MQL5 Wizard Techniques you should know (Part 61): Using Patterns of ADX and CCI with Supervised Learning

We continue our look at how indicator pairings that track different aspects of the markets can be paired with machine learning to build a trading system. For these next articles, we are looking at the pairing of the Average Directional Index (ADX) oscillator with the Commodity Channel Index (CCI). The ADX is a predominantly a trend confirmation indicator, while the CCI is a momentum indicator. We touched on these two properties when we were looking at the patterns for individual indicators in past articles like this one. To recap, though, trend confirmation measures how strong a given price trend is; with a strength pointing to suitability for entry. Momentum indicators on the other hand measure the rate of price change. The more rapidly price is changing in a given direction, the less likely one is to suffer adverse excursions.
MQL5 Wizard Techniques you should know (Part 61): Using Patterns of ADX and CCI with Supervised Learning
MQL5 Wizard Techniques you should know (Part 61): Using Patterns of ADX and CCI with Supervised Learning
  • www.mql5.com
The ADX Oscillator and CCI oscillator are trend following and momentum indicators that can be paired when developing an Expert Advisor. We look at how this can be systemized by using all the 3 main training modes of Machine Learning. Wizard Assembled Expert Advisors allow us to evaluate the patterns presented by these two indicators, and we start by looking at how Supervised-Learning can be applied with these Patterns.
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