Issues with Optimizing My EA – Need Help with Machine Learning Integration

 

Hey everyone,

I’m working on an Expert Advisor (EA) and trying to integrate Machine Learning to improve its performance. However, I’m running into some issues with optimization.

The backtest results are not consistent, and I’m also struggling with overfitting. Does anyone here have experience with integrating machine learning into an EA without it just performing well on historical data but failing in live trading?

Any tips or experiences would be really appreciated!

 
Hasan Arda Kaya:

Hey everyone,

I’m working on an Expert Advisor (EA) and trying to integrate Machine Learning to improve its performance. However, I’m running into some issues with optimization.

The backtest results are not consistent, and I’m also struggling with overfitting. Does anyone here have experience with integrating machine learning into an EA without it just performing well on historical data but failing in live trading?

Any tips or experiences would be really appreciated!

Articles

How to Implement Auto Optimization in MQL5 Expert Advisors

Javier Santiago Gaston De Iriarte Cabrera, 2024.09.13 16:26

Step by step guide for auto optimization in MQL5 for Expert Advisors. We will cover robust optimization logic, best practices for parameter selection, and how to reconstruct strategies with back-testing. Additionally, higher-level methods like walk-forward optimization will be discussed to enhance your trading approach.