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Trend Following with ML

Python 指标 专家 外汇 自动交易/指标调试 策略优化 统计和数学 C++ 策略模块 Python

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Hi guys


I would like to k ow if someone has experience with machine learning models? I would like to train a model to identify if there is a range market or trendy market based on several parameters like EMA and ATR for example. 


If we use for example a 20 and 50 EMA and we measure the distance between both lines the algo should oearn if the trend is strong or weak. If it‘s steong it keeps trending and if it‘s weak there will be a trend switch soon. I would like to have an indicator which I can use in several EAs so handles and buffers are a must.


Please explain me also how such a model can get implemented in a mql5 EA because we train with python. I wiuld also like to know about your experience how to add another trend indicator other than EMA.


Thanks in advance.

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