Discussing the article: "Data label for time series mining (Part 5)：Apply and Test in EA Using Socket"
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Check out the new article: Data label for time series mining (Part 5)：Apply and Test in EA Using Socket.
This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
In the previous articles, I discussed how to annotate data according to our own needs and use them to train time series prediction models, but you may not have a good idea of how to use these models better. Now it’s time to discuss how to validate our created models in the historical backtesting of MetaTrader 5 and incorporate them into our EA. But you need to know that in EA, you need to have a strategy as the key logic, and a real and usable strategy requires a specific theoretical basis and a lot of verification and adjustment to ensure its robustness.
The strategy in this article is very simple, it is just a simple demonstration example, do not move it to real trading casually! Of course, with the support of a large number of various libraries, you can also complete this work with just python, but MetaTrader 5 provides such a convenient and comprehensive backtesting tool, and can more accurately simulate our trading environment, so we still have to choose MetaTrader 5 client as our backtesting platform. But since our model creation environment is python, the historical backtesting of MetaTrader 5 has to be implemented with MQL5, which makes the implementation of the backtesting task a bit difficult, but we are not without a solution. In this article, we will discuss using three different methods to backtest our models in the MetaTrader 5 environment, to help us improve and enhance the quality of the models. I will introduce different methods in the next few articles, and this article will discuss the WebSocket method.
Author: Yuqiang Pan