Discussing the article: "Weak Supervision for Traders: Combining Several Noisy Labeling Heuristics into One Probabilistic Label (Snorkel-Style)"

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Check out the new article: Weak Supervision for Traders: Combining Several Noisy Labeling Heuristics into One Probabilistic Label (Snorkel-Style).

The article builds an MQL5‑native weak‑labeling engine that infers per‑indicator trust from vote agreement, then fuses five noisy signals into P(Buy) using Expectation‑Maximization. We describe the EA architecture, rolling‑window refits, abstain handling, diagnostics, and a majority‑vote baseline used for comparison. Readers can reuse the EM library, swap in their own labeling functions, and obtain a transparent, probability‑based entry filter.

Every rule-based signal you have ever written is a noisy vote, not a ground truth. An RSI crossback, a moving-average cross, a MACD flip—each one fires on a real pattern, but each one is also wrong a meaningful fraction of the time, and none of them agree with each other as often as you would like. The usual fix is to pick your favorite one, or to AND a couple of them together and call it a filter. Both approaches throw away information: a favorite signal ignores the others entirely, and an AND-gate treats every input as equally trustworthy, which none of them are - and it also throws away every bar where the favorite signal abstains but two others agree strongly.

This article builds something different: a small generative model in the style of Stanford's Snorkel. It takes five independent, cheap, noisy technical heuristics (none accurate enough to trade alone) and learns how much to trust each one purely from their agreement patterns on live bars. No labeled training set, no manually assigned confidence weights, no grid search over LF weights. Expectation-Maximization does the weighting dynamically as market conditions change, and it does it from the same kind of evidence a human discretionary trader uses when deciding which of their indicators to believe this week: not "was this indicator right," which nobody can know in real time, but "does this indicator keep siding with what the others are converging on."

Author: Olamide Daniel Adebayo