MetaTrader 5 Python User Group - the summary - page 36

[Sergey Golubev]

Neuro-symbolic systems in algorithmic trading: Combining symbolic rules and neural networks

In this article, I will explain how my team and I developed such a system in Python and show how to combine classical pattern analysis with modern machine learning methods. We will walk through the architecture, from basic components to complex decision-making mechanisms, and of course, I will share real code and test results.

[Sergey Golubev]

Price movement discretization methods in Python

Every trading system developer sooner or later faces a fundamental question: how to properly slice and dice market data for analysis? The conventional fixed-interval approach is like trying to measure an athlete's heart rate every 5 minutes, whether they are sprinting or resting. During periods of high activity, critical information is lost within a single bar, while during quiet hours we get dozens of empty bars, creating information noise.

[Sergey Golubev]

Creating volatility forecast indicator using Python

In this article, I will share my journey from despair to a working volatility forecasting system. No boring stuff or academic jargon – just real experience and working solutions. I will show you how I combined MetaTrader 5 with Python (spoiler: they did not get along right away), how I made machine learning work for me, and what pitfalls I encountered along the way.

[Sergey Golubev]

Implementing Practical Modules from Other Languages in MQL5 (Part 04): time, date, and datetime modules from Python

The MQL5 programming language has plenty of built-in functions for managing and evaluating the time, ensuring our algorithmic trading systems are aware and in touch with the time in the real world. However, our favorable programming language offers a very basic (simple) and sometimes not human-friendly way of working with time, dates, etc., compared to other languages such as Python which offers rich modules for the task such as datetime, calendar, time, zoneinfo, etc.

In this article, we are going to implement similar modules to those offered in Python for time handling in the MQL5 programming language.

[Sergey Golubev]

Implementing Practical Modules from Other Languages in MQL5 (Part 05): The Logging module from Python, Log Like a Pro

Logging is very crucial in any modern device, program, or software. It is simply the process of keeping records of everything that has happened in the lifetime of a particular operation.

• Computers keep records of software usage, connections, and system events.
• Our browsers keep the history of the sites we visit and how we interact with them.

Keeping these records is essential for many important reasons, including troubleshooting, debugging, auditing, monitoring performance, and understanding the behavior of our systems over time.