Discussing the article: "MQL5 Wizard Techniques you should know (Part 76): Using Patterns of Awesome Oscillator and the Envelope Channels with Supervised Learning"

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Check out the new article: MQL5 Wizard Techniques you should know (Part 76): Using Patterns of Awesome Oscillator and the Envelope Channels with Supervised Learning.

We follow up on our last article, where we introduced the indicator couple of the Awesome-Oscillator and the Envelope Channel, by looking at how this pairing could be enhanced with Supervised Learning. The Awesome-Oscillator and Envelope-Channel are a trend-spotting and support/resistance complimentary mix. Our supervised learning approach is a CNN that engages the Dot Product Kernel with Cross-Time-Attention to size its kernels and channels. As per usual, this is done in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.

From our last article, we introduced the indicator pairing of the Awesome-Oscillator and the Envelope-Channels, and from the testing of that pair 7-8 of the 10 patterns walked forward on a 2-year test window. We usually follow up the introduction of an indicator pair with an exploration of what impact, if any, machine learning can have on the performance of these indicator signals. This article is no exception, and thus we are going to examine how the patterns 4,8,and 9 can be affected/influenced if we supplement their signals with a supervised-learning network as a filter. For our network, we are using a CNN whose kernels/channels are sized by the dot product kernel with cross-time attention.

Author: Stephen Njuki