Evgeniy Scherbina / Perfil
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12+ anos
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Meet Volume Reaper. 🦾 It’s a game-changer that replaces artificial timeframes with a purely volume-based structure. 🎯 By removing time distortions, the neural network sees the market's real structure, delivering pinpoint accuracy on trend reversals. 🚀 Our AUC metrics prove that this logic far outperforms any standard timeframe. 📈 To top it off, we're integrating an RL model for intelligent risk and capital management. 🧠 Stop trading time—start trading real volume! 🔥
Volume Reaper is an automated trading expert advisor that introduces a fundamentally new approach to market structure analysis. Unlike the vast majority of existing systems, Volume Reaper is the first strategy of its kind to completely abandon standard time-based bars in favor of bars constructed based on trading volume. The Advantage of Volume-Based Bars Standard time-based candles (M1, H1, D1) are artificial: they close strictly based on the passage of time, regardless of whether the market
Unlocking Market Secrets: Why Volume Bars Crush Standard Timeframes 🚀
The conclusion is becoming clearer: only ensembles seem to work properly in Forex trading. There are two possible ways to build them.
🧩 The first option is a universal ensemble — one powerful system that handles all currency pairs together. The second option is an individual ensemble created separately for each symbol. 🎯
Right now, I am leaning more and more toward the second approach. After all, USDCHF does not behave the same way as GBPUSD. 💱 They both use the US dollar as fuel, but their personalities, movements, and market reactions are completely different. So why should they share exactly the same ensemble? 🤔
At this moment, I have completed 3 tests, which means 18 validations for the universal ensemble (6 major pairs × 3 tests). With the individual ensemble approach, it is only 3 validations.
That is why I decided to add 2 more tests. ⏳ It will take exactly 4 days. Then, on July 13 — or July 14 at the latest — I should be ready to launch the "Live Candle" update with a real signal. 🚀
And this one is going to be absolutely insane! Stay tuned… the next chapter is coming! 🔥
Live Candle is an ensemble trading advisor combining three complementary neural network architectures: LSTM, N-HiTS, and TFT. LSTM captures long-term sequential dependencies and market context. N-HiTS specializes in multi-horizon forecasting, excelling at detecting complex trend structures and turning points. TFT adds adaptive attention mechanisms, dynamically focusing on the most relevant temporal patterns across varying market conditions. The defining concept is the live candle itself. Rather
Each model brings its own edge to the ensemble. LSTM delivers robust sequential memory and captures long-term market dependencies with proven stability 🏛️. N-HiTS specializes in sharp multi-horizon forecasting, making it exceptionally strong at detecting complex trend structures and market turning points 🎯. TFT adds adaptive attention mechanisms, allowing the ensemble to dynamically focus on the most relevant temporal patterns and hidden interactions across market states 🔍. Together, they create a highly diversified forecasting engine where each model strengthens the others 🤝.
But the real breakthrough — exactly as the name suggests — is the live candle itself 🕯️. Instead of waiting for a candle to close, Live Candle treats the current forming bar as part of the active prediction chain. It can work with any timeframe, from M1 to D1, effectively estimating how a higher timeframe candle is likely to close before it actually does ⏳. Since markets move incredibly fast 🌍⚡, this creates a genuine decision-making advantage in many real trading conditions. Early testing shows that Live Candle can be in a league of its own 🏆.
✨ Coming soon — and built to redefine ensemble trading. 🚀📊
Below is the plan for updates of my EAs:
LSTM Ensemble – done!
Gold Chaser – April
Edge Ensemble – April
Latte – May
Your False Hope – May
Stay tuned for the upcoming releases.
And one more exciting news — I'm also working on a brand new EA called "Deep Aurum", which will bring a fresh approach to trading Gold and Bitcoin. More details coming soon! 🚀
The last thing I'm testing right now is the application of a metamodel to the ensemble — and the results are looking really promising. 🚀
So here's the idea: the system runs an ensemble of base models, each trained on different timeframes and architectures (LSTM, TCN, Transformer). Once the ensemble is assembled, a metamodel is trained on top of it — its job is to learn the optimal way to combine the predictions of all base models into one final signal. Think of it as a smart coordinator that figures out which models to trust more and when. 🧠
What's really cool is the test results. ⬇️ I deliberately picked a tough 5-month test period where a single model simply struggles to perform. The ensemble alone already manages to grind out a profit where a solo model fails. But the ensemble with the metamodel? It takes things to another level — not only is the total profit significantly higher, but the equity curve is noticeably smoother 📈 — which matters just as much as raw profit.
The two charts below show this clearly — you can see the difference with your own eyes. 👀
So... is this the last piece of the puzzle that could still be improved? 🤔 It's starting to look that way! Stay tuned — big updates are coming! 💥
In the coming days I'll be dropping updates for both "LSTM Ensemble" and "Edge Ensemble" — and there's a lot to cover. The headline news is the switch to ONNX-based computations. This makes neural network inference significantly faster and cleaner, and most importantly, adding Transformer models to the ensemble is no longer a headache.
Speaking of which — Transformer models are now joining the party! More diverse architectures mean a more robust ensemble, and that's always a win.
And here's the one you've been waiting for: next month "Edge Ensemble" is finally getting a live real-money signal. I've been building toward this for a while, and it's almost here. Stay tuned — March is going to be a big one!

