What's up, everyone! A major update is on the way!

I found a more accurate approach to model selection: choosing the winner by its best fold performance instead of averaged metrics.

Final tests are in progress to identify the most robust model.

An ensemble of neural models is the most advanced solution on the market — and right now, I’m the only one offering it! Pretty cool, right?

Some people simply won't follow the author's instructions. Myfxbook is there. EA is a multi-currency mechanism. The trading position is set at a 6-hour cycle. You can't make it precise to the intraday level. If you purchase 300 or 500 EA units, you will eventually lose all your money! However, Evgeniy's any account has no risk of getting wiped out. Moreover, neural networks are the most difficult type of EA to develop. The top-ranked neural network authors in MQL5 are all famous Martins because consistent profits are in line with human nature. And the file sizes of those EA programs are all no more than 1000kb.

After one month of live trading, the "LSTM Ensemble" EA is showing steady and confident equity growth.

So far, a fixed profit of 4.5% has been recorded, and the current equity is above the balance by the same amount. This early performance already allows for some preliminary conclusions.

It appears that competition between models of the same class, when combined into a single ensemble, may provide tangible advantages. Building an ensemble from models of one class seems to be more predictable and easier to stabilize at early stages.

In contrast, an ensemble that combines models from three different classes clearly requires more extensive testing and longer validation. However, this does not mean that such an approach is inferior. The "Edge Ensemble" EA is also operating in positive territory and remains profitable. It is possible that the "Edge Ensemble" is designed to wait for larger, more significant market movements rather than reacting to smaller fluctuations.

In any case, ensemble-based trading systems are still a very new concept in retail algorithmic trading. 

At the moment, no one except me is selling EAs based on neural model ensembles, which is why the price is still relatively low — but I am confident this will change very soon.