Discussing the article: "A Grid Expert Advisor Based on a Cellular Automaton with Online Learning in MQL5 (Part I): Continuous Adaptation of the Trading Model on Each Bar"

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Check out the new article: A Grid Expert Advisor Based on a Cellular Automaton with Online Learning in MQL5 (Part I): Continuous Adaptation of the Trading Model on Each Bar.

The article examines the architecture of an Expert Advisor based on a cellular automaton with 10,000 adaptive parameters and an independent binary predictor with a 10-bar prediction horizon. The article demonstrates a three-level online learning process, the evolution of strategies, and validation using a ring buffer and a confusion matrix. The input parameters are reduced to Magic Number, while trading settings are calculated from ATR and five genomes. The EURUSD H1 test yielded an approximate hit rate of 58%, compared to roughly 51% for the fixed MLP.

The solution proposed in this article is not just another MLP with a retraining timer, but an architecture with continuous online adaptation: 10,000 parameters are represented as a cellular automaton (each parameter is an agent), which updates its states on each bar based on a set of features, influences from neighboring cells, and evolution rules; an independent binary predictor operates in parallel (with a 10-bar verification horizon). The article demonstrates which metrics and thresholds to use to assess the system’s “health” and how to diagnose degradation so that corrective action can be taken without stopping trading.

This article systematically examines:

• The problem of fixed weights and degradation criteria
  
• Online adaptation architecture (CA: cells, features, strategies, rules)
  
• Independent verification and signal combination (BPC)
  
• Integration with the grid Expert Advisor and trading parameters
  
• Practical diagnostics and decision thresholds.

Author: Yevgeniy Koshtenko

[IVAN TITOV]

It’s easier to use Kronos in that case; the probability of adaptation is the same, and you can even train it to do more.

[Aliaksandr Kazunka]

You can bin OHLC modelling straight away