Discussing the article: "Exploring Regression Models for Causal Inference and Trading" - page 2

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Guanlin Qi #:

I use causal_regression_orig.py to produce ea header file, then compile ea.

The result is test_result pic in below.

There are so less trades than the one you posted.

So what's the difference between these.

Are there many trades in python tester? If yes, you need to reconfigure the thresholds for opening trades in mql5 programme, maybe they are too big.
 
Maxim Dmitrievsky #:
Are there a lot of trades in python tester? If yes, you need to reconfigure the thresholds for opening trades in mql5 programme, maybe they are too big.


This is the python tester result, I use the same code as you attached in this post. I checked in mt5 tester config panel, the buy_threshold and sell_threshold are both 0.0001 and -0.0001, same as the setting in this post.

I checked the code, and didnot know what is the difference between this.

[Deleted]  
Guanlin Qi #:


This is the python tester result, I use the same code as you attached in this post. I checked in mt5 tester config panel, the buy_threshold and sell_threshold are both 0.0001 and -0.0001, same as the setting in this post.

I checked the code, and didnot know what is the difference between this.

In the article meta-threshold is 0.001, because of this there may be few trades too. This threshold should be increased, try to make it 0.01 or 0.1 for tests. It should work. All thresholds can be optimised later for more fine-tuning.
 

Greetings Maxim, thank you very much for sharing with us.

Question. After calculating ONNX for a new ticker and placing it in the Trend Following folder, how can I make sure that the EA starts using the trained data for the new ticker? For other tickers, even if I delete ONNX_EURUSD and place another one, the EA behaves identically. Do I need to change something in MQL5 Expert Advisor when changing the ticker?

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GOT.IT #:

Greetings Maxim, thank you so much for sharing with us.

Question. After calculating ONNX for a new ticker and placing it in the Trend Following folder, how can I make sure that the EA starts using the trained data for the new ticker? For other tickers, even if I delete ONNX_EURUSD and place another one, the EA behaves identically. Do I need to change something in MQL5 Expert Advisor when changing the ticker?

Hi, you need to connect the .mqh file with the new ticker in the EA code.

#include <Trend following/EURUSD_H1 ONNX include 0.mqh>

That is, change the selected one to another file with a different name, which was generated by the python script.

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