Discussion of article "Gradient Boosting (CatBoost) in the development of trading systems. A naive approach" - page 2
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I seem unable to reproduce the results from the python tester. The MT5 tester is not reproducing the results for the same period in python tester.
Otherwise, I ported the model as explained.
I put cat_model.mqh and cat_trader.mql5(compiled to .ex5).
But results look different.
Here you can see the code for the model. Take note of MA_Period, Look_Back, etc. Then Look at the python code tester profit curve. Then look at the MT5 inputs, settings and strategy tester results.
I seem unable to reproduce the results from the python tester. The MT5 tester is not reproducing the results for the same period in python tester.
Otherwise, I ported the model as explained.
I put cat_model.mqh and cat_trader.mql5(compiled to .ex5).
But results look different.
Hello, there may be a difference between how the model was parsed when the article was written and how it happens now. CatBoost could have changed the code logic of the final model in the new versions, so you'll have to figure it out.
It seems to me that there is a high probability that this could be a problem.