Roffild's Library
That's a hell of a work ,thanks for sharing.Can you give some info what does multilayer perceptron and random forest predict?
I understand that it is your private library ... but we are the public forum so a little explanation from you may be good.
It's not your decision if we have to delete or move it.
1° That's not a trading system so you are in the wrong section.
2° There is zero explanation as Sergey said, so you will have to provide it.
Examples/ToIndicator_Example.mq5 - an example of using a class CToIndicator
Roffild’s Library
- Experts/Roffild/
- AmazonUtils - can be used as an example of developing a project in Java
- Alglib_MultilayerPerceptron.mq5
- Alglib_RandomForest.mq5
- Examples/
- Include/Roffild/
- MLPDataFile.mqh - data format for Alglib_MultilayerPerceptron and Alglib_RandomForest
- ArrayList_macros.mqh - this variant is still used because of poor template support by the code editor
- ArrayList.mqh
- ArrayListClass.mqh
- CsvFile.mqh
- ForestSerializer.mqh
- Log4MQL.mqh and Log4MQL_tofile.mqh + module for LogMX
- OrderData.mqh - data dump for research
- OrderSql.mqh
- Serialization.mqh
- SqlFile.mqh
- Statistic.mqh
- TesterSql.mqh - optimization results in SQL and CSV formats
- ToIndicator.mqh - displaying data from an expert using indicators
- UnitTest.mqh
- RoffildJava/
- AmazonUtils
- RoffildLibrary
- Spark - reading from MLPDataFile
- aws_ubuntu_user_data.sh - working script for raising test agents on Ubuntu 14 in AWS
- Indicators/Roffild/
- Scripts/Roffild/
- MLPDataFileSparkTest - example project for Spark and MLPDataFile test
- UnitTests
Installation
(Optionally)
mklink /j link where - does not require administrator rights.
It makes sense to move the %APPDATA%\MetaQuotes folder to the root of the partition or to a larger partition. Windows has a limit of 255 characters to the file path. The full path to the MQL5 folder I have is 88 characters. When testing, the terminal copies history by the number of local agents that increases the size of this folder by several gigabytes.
- Move the %APPDATA%\MetaQuotes to D:\MQLProjects
- mklink /j %APPDATA%\MetaQuotes D:\MQLProjects
- mklink /j D:\MQLProjects\Terminal\D0E8209F77C8CF37AD8BF550E51FF075\MQL5\ D:\MQLProjects\MQL5
(Important)
Run the create_links.bat from the MQL5\MyProjects\RoffildLibrary folder after cloning the project.
Code style
Tab = 3 spaces
Column limit = 110
License
Roffild’s Library
I am known to the MQL5 community by the name of Roffild and this is my open source library for MQL5. An attempt to implement the features on MQL5, which have long become the standard for popular programming languages. Each file has one idea. The library is replenished as needed for new capabilities.
Few people tried to put the project in Github. There is no single standard. MetaQuotes does not use version control systems when creating a project. For some reason, programmers from MetaQuotes believe that the project should be of the same type. For small projects that are published in CodeBase on the MQL5.com site, this division is justified. For medium and large projects, it is not possible to select one type of project.
I experimented with different structure of the project. To use Git, I had to take the files out of the standard folder structure that MetaQuotes adopted. Create a link to the staging folder (in this library, the folder “Roffild”) - the best option.
MetaEditor can save code in UTF-16, but encoding UTF-8 with BOM is also supported. To convert a file with the source code, you need to use a third-party editor (I recommend Notepad++).
This library can be divided into interests:
- common tasks (ArrayList, Log4MQL, ToIndicator, etc.);
- experiments with AlgLib in machine learning;
- using Apache Spark with Amazon Web Services (EC2 and EMR), when the capabilities of AlgLib ceased to be enough.
Documentation
Links
Roffild.com
Github
MQL5.com: topic for discussion in English
MQL5.com: тема для обсуждения на Русском
- Experts/Roffild/
- AmazonUtils - Can be used as an example of developing a project in Java.
- Alglib_MultilayerPerceptron.mq5
- Alglib_RandomForest.mq5
- Examples/
- Include/Roffild/
- MLPDataFile.mqh - Data format for Alglib_MultilayerPerceptron and Alglib_RandomForest. MLPDataFile = CSV in a binary format.
- ArrayList_macros.mqh - This variant is still used because of poor template support by the code editor.
- ArrayList.mqh - ArrayList from Java.
- ArrayListClass.mqh - ArrayList from Java for Class only.
- ForestSerializer.mqh - Save and load data for the class CDecisionForest (Alglib).
- Log4MQL.mqh and Log4MQL_tofile.mqh + module (download) for LogMX
- OrderData.mqh - Simulation of orders with attached data for research.
- OrderSql.mqh - Record data of simulated orders (COrderData) in a file format MySQL.
- SqlFile.mqh - Write data to a file format MySQL.
- CsvFile.mqh - Write data to a file format CSV.
- Statistic.mqh - Counting data and printing out the accumulated information.
- TesterSql.mqh - Record optimization results in SQL and CSV format files.
- ToIndicator.mqh - Displaying data from Expert or Script using functions for indicators.
- UnitTest.mqh - Base class for UnitTest.
- Serialization.mqh
- RoffildJava/
- AmazonUtils
- RoffildLibrary
- Spark - Reading from MLPDataFile.
- aws_ubuntu_user_data.sh - Working script for raising test agents on Ubuntu 14 in AWS.
- Indicators/Roffild/
- Scripts/Roffild/
- MLPDataFileSparkTest - Example project for Spark and MLPDataFile test.
- UnitTests
Installation
(Optionally)
mklink /j link where - does not require administrator rights.
It makes sense to move the %APPDATA%\MetaQuotes folder to the root of the partition or to a larger partition. Windows has a limit of 255 characters to the file path. The full path to the MQL5 folder I have is 88 characters. When testing, the terminal copies history by the number of local agents that increases the size of this folder by several gigabytes.
- Move the %APPDATA%\MetaQuotes to D:\MQLProjects
- mklink /j %APPDATA%\MetaQuotes D:\MQLProjects
- mklink /j D:\MQLProjects\Terminal\D0E8209F77C8CF37AD8BF550E51FF075\MQL5\ D:\MQLProjects\MQL5
(Important)
Run the create_links.bat from the MQL5\MyProjects\RoffildLibrary folder after cloning the project.
Code style
Tab = 3 spaces
Column limit = 110
License
The script for running Test Agents on Amazon servers aws_ubuntu_user_data.sh now uses the Role and internal disks.
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
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https://github.com/Roffild/RoffildLibrary
Please do not delete or move this topic.