Forward testing possibility

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Hi! We obviously know the strategy back tester uses historical data to test scripts. Is there a software that uses machine learning ie pattern recognition from past historical prices to 'project' artificially future prices and allow the script to be tested 'forward' in this regard?
 
Colin Kimble:
Hi! We obviously know the strategy back tester uses historical data to test scripts. Is there a software that uses machine learning ie pattern recognition from past historical prices to 'project' artificially future prices and allow the script to be tested 'forward' in this regard?

You need to search the CodeBase


NOTE: discussions, recommendations or suggestions for 3rd party products/software and services are not allowed on the forum. You obviously will have to do your own research.


Next price predictor using Neural Network
Next price predictor using Neural Network
  • www.mql5.com
An indicator that uses a Feed Forward Neural Network to predict the next few open prices. The network is trained using a Backpropagation method. The training is set up automatically, resulting in a self-trained network and a self-learning indicator.
 
Oleksandr Medviediev #:

You need to search the CodeBase


NOTE: discussions, recommendations or suggestions for 3rd party products/software and services are not allowed on the forum. Obviously you will have to do your own research.


Thank you! 
 
Colin Kimble: Hi! We obviously know the strategy back tester uses historical data to test scripts. Is there a software that uses machine learning ie pattern recognition from past historical prices to 'project' artificially future prices and allow the script to be tested 'forward' in this regard?

This article is worth reading:

Articles

Using PatchTST Machine Learning Algorithm for Predicting Next 24 Hours of Price Action

Shashank Rai, 2024.07.11 11:29

In this article, we apply a relatively complex neural network algorithm released in 2023 called PatchTST for predicting the price action for the next 24 hours. We will use the official repository, make slight modifications, train a model for EURUSD, and apply it to making future predictions both in Python and MQL5.
 
Colin Kimble:
Hi! We obviously know the strategy back tester uses historical data to test scripts. Is there a software that uses machine learning ie pattern recognition from past historical prices to 'project' artificially future prices and allow the script to be tested 'forward' in this regard?

You have 2 options: there is a forward testing already built-in into the tester (it uses part of existing prices as past in-sample data for learning, and other part as "future" out of sample data), also you can generate artificial custom symbols with charactersitics similar to actual work symbol to test your EA in the fields.

 
Stanislav Korotky #:

You have 2 options: there is a forward testing already built-in into the tester (it uses part of existing prices as past in-sample data for learning, and other part as "future" out of sample data), also you can generate artificial custom symbols with charactersitics similar to actual work symbol to test your EA in the fields.

Thank you!
 
chrisdr2 #:

This article is worth reading:

Thanks!
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