Kei Sanada / Profile
"Kei Sanada" is my internet alias. My hobby is algorithmic trading in the FOREX market, Quantopian.
Profession
Information technology consultant
・Gained experience in all processes in system development, proposal, requirement definition, conceptual/detail design, build/test, and maintenance.
・Assigned to CRM section of consulting farm from September 2002. Participated in the proposal and design/development of SFA/CRM systems.
・Worked on projects for the government, chemistry maker, precision apparatus maker, communication business, and finance business.
Sales
・Gained experience in corporate sales, existing customers, and prospects, as well as the development of new products.
・Created knowledge database of sales tools.
Internal IT System Dept.
・Internal IT System planning, development, operation and maintenance
Blog
MQ-1 https://mq-1.blogspot.com/
Article
Analysis of Numerai AUM reporting date 2024/09/30
https://mq-1.blogspot.com/2024/11/AnalysisofNumeraiAUMreportingdate20240930blog-post.html.html
Analysis of Numerai AUM reporting date 2024/06/30
https://mq-1.blogspot.com/2024/08/analysis-of-numerai-aum.html


The article describes the application of text files for storing dynamic objects, arrays and other variables used as properties of Expert Advisors, indicators and scripts. The files serve as a convenient addition to the functionality of standard tools offered by MQL languages.


This article shows you how to easily use Neural Networks in your MQL4 code taking advantage of best freely available artificial neural network library (FANN) employing multiple neural networks in your code.


https://youtu.be/gu8uTTURudA



The article provides a detailed description of the process of testing and optimizing Expert Advisors in the MetaTrader 4 Strategy Tester. The importance of such information and the need for this publication cannot be underestimated. A lot of users who only get started with the MetaTrader 4 trading platform have a very vague idea of what and how needs to be done when working with Expert Advisors. The proposed article gives simple and clear answers to all of these questions and provides a slightly more professional approach to handling these issues using a specific example.




This article is dedicated to a new and perspective direction in machine learning - deep learning or, to be precise, deep neural networks. This is a brief review of second generation neural networks, the architecture of their connections and main types, methods and rules of learning and their main disadvantages followed by the history of the third generation neural network development, their main types, peculiarities and training methods. Conducted are practical experiments on building and training a deep neural network initiated by the weights of a stacked autoencoder with real data. All the stages from selecting input data to metric derivation are discussed in detail. The last part of the article contains a software implementation of a deep neural network in an Expert Advisor with a built-in indicator based on MQL4/R.

https://www.mql5.com/en/code/15505


One-Minute Data Modelling Quality Rating


The article deals with programmed tracking of events in the МetaТrader 4 Client Terminal, such as opening/closing/modifying orders, and is targeted at a user who has basic skills in working with the terminal and in programming in MQL 4.

https://www.mql5.com/en/forum/149767



Most of the automated trading systems developers use some form of trading signals filtration. In this article, we explore the creation and implementation of bandpass and discrete filters for Expert Advisors, to improve the characteristics of the automated trading system.


This article describes techniques of operating with Kohonen maps. The subject will be of interest to both market researchers with basic level of programing in MQL4 and MQL5 and experienced programmers that face difficulties with connecting Kohonen maps to their projects.



This article explores the effectiveness of complex trading systems by analyzing the efficiency of its individual components. Any analysis, whether it is graphic, based on indicators, or any other, is one of the key components of successful trading in financial markets. This article is to some extent a research of few simple and independent trading systems for analyzing their effectiveness and usefulness of the joint application.