Discussing the article: "MQL5 Wizard Techniques you should know (Part 93): Using Suffix Automation and an Auto Encoder in a Custom Money Management Class"

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Check out the new article: MQL5 Wizard Techniques you should know (Part 93): Using Suffix Automation and an Auto Encoder in a Custom Money Management Class.

For this article we switch to a custom MQL5 Wizard class implementation that explores Money Management. We are labelling our custom class ‘CMoneySuffixAE’ that we derive by combining the Suffix Automaton algorithm with an Autoencoder neural network. As always, this formulation is testable with MQL5 Wizard Assembled Expert Advisors that can be tuned with various entry signals and trailing stop approaches.

The problem with traditional money management is not just that it counts lots, but that it reacts too late—it relies on losses that have already occurred. For geometric or pattern traders, this lagging approach is especially dangerous. In this article, we build `CMoneySuffixAE`, a custom risk model that differs fundamentally from standard built-in classes. Instead of looking at the history of closed losses, it proactively sizes positions based on current market structure and real-time geometric integrity.

We resume this series on the MQL5 Wizard where we last considered an implementation of a custom entry signal based on the Fenwick Tree and a CNN. In principle, the MQL5 Wizard supports three customization modes: Trailing Stop, Entry Signal, and Money Management. This series shows how to customize all three modes for different trading styles.

Author: Stephen Njuki