Discussing the article: "Employing Game Theory Approaches in Trading Algorithms"

 

Check out the new article: Employing Game Theory Approaches in Trading Algorithms.

We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of different pairs will exchange information with each other.

In conditions where the speed of decision-making is critical and the market is characterized by a high degree of uncertainty, a different approach to creating trading systems is required. AdaptiveQ Enhanced is a trading Expert Advisor developed based on deep reinforcement learning (DQN) methods, game theory, and causal analysis.

The Expert Advisor analyzes the market by modeling 531,441 unique states, taking into account interrelationships between the seven major currency pairs. The key element of the algorithm is the Nash equilibrium, which is used to select the optimal strategy under conditions of mutual influence of symbols.

The article examines practical implementation of these approaches in MQL5 and demonstrates how the combination of adaptive learning, game theory and AI allows you to build more accurate and sustainable trading strategies.


Author: Yevgeniy Koshtenko

 

Tsetlin Machine is also interesting for small data but less known: https: //github.com/cair/TsetlinMachine

https://www.literal-labs.ai/tsetlin-machines/ but I find it difficult to implement.

GitHub - cair/TsetlinMachine: Code and datasets for the Tsetlin Machine
GitHub - cair/TsetlinMachine: Code and datasets for the Tsetlin Machine
  • cair
  • github.com
Code and datasets for the Tsetlin Machine. Implements the Tsetlin Machine from https://arxiv.org/abs/1804.01508, including the multiclass version. The Tsetlin Machine solves complex pattern recognition problems with easy-to-interpret propositional formulas, composed by a collective of Tsetlin Automata. A basic Tsetlin Machine takes a vector of...
 
nevar #:

Tsetlin Machine is also interesting for small data but less well known: https: //github.com/cair/TsetlinMachine

https://www.literal-labs.ai/tsetlin-machines/ but I find it difficult to implement.

Thank you very much for the great idea!
 
Thanks for the article I read it briefly from my phone - I will study it more carefully from my computer!
[Deleted]  

Original thing, I am overflowing with delight as from an object of art, thank you :) But it is desirable to test it on real ticks, because it is shallow with deals.

 
Game theory is good in poker
 

Greetings, I am very interested in your project, but I am new to this field. I can't understand how to run the Expert Advisor in the strategy tester. As I understand it is impossible to fully configure and train it through the tester? Or am I doing something wrong? I would be grateful for the OS

 
Ваня Викторов strategy tester. As I understand it is impossible to fully configure and train it through the tester? Or am I doing something wrong? I would be grateful for the OS

Where I have relatives in the Netherlands from? 👀

 
Alexey Viktorov #:

How come I have relatives in the Netherlands? 👀

Ahahahahah, not in the Netherlands)))) VPN is such a thing)))))


PS: bottom line in the strategy tester is it possible to run training or not? According to the balance chart screenshot it's a strategy tester, but whatever I do I don't even get close to + in it