It is a common practice for many Artificial Intelligence models to predict a single future value. However, in this article, we will delve into the powerful technique of using machine learning models to predict multiple future values. This approach, known as multistep forecasting, allows us to predict not only tomorrow's closing price but also the day after tomorrow's and beyond. By mastering multistep forecasting, traders and data scientists can gain deeper insights and make more informed decisions, significantly enhancing their predictive capabilities and strategic planning.
Convolutional Neural Networks are another machine learning algorithm that tend to specialize in decomposing multi-dimensioned data sets into key constituent parts. We look at how this is typically achieved and explore a possible application for traders in another MQL5 wizard signal class.
With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
Can we benefit from seasonality when creating models for Deep Learning with Python? Does filtering data for the ONNX models help to get better results? What time period should we use? We will cover all of this over this article.
The article examines the topic of matching in causal inference. Matching is used to compare similar observations in a data set. This is necessary to correctly determine causal effects and get rid of bias. The author explains how this helps in building trading systems based on machine learning, which become more stable on new data they were not trained on. The propensity score plays a central role and is widely used in causal inference.
Explore the world of MQL5 arrays in Part 5, designed for absolute beginners. Simplifying complex coding concepts, this article focuses on clarity and inclusivity. Join our community of learners, where questions are embraced, and knowledge is shared!
Dive into the heart of neural networks as we demystify the optimization algorithms used inside the neural network. In this article, discover the key techniques that unlock the full potential of neural networks, propelling your models to new heights of accuracy and efficiency.
Here we will dive into the world of hybridization of optimization algorithms by looking at three key types: strategy mixing, sequential and parallel hybridization. We will conduct a series of experiments combining and testing relevant optimization algorithms.
The Learning Rate, is a step size towards a training target in many machine learning algorithms’ training processes. We examine the impact its many schedules and formats can have on the performance of a Generative Adversarial Network, a type of neural network that we had examined in an earlier article.
We continue our experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Research results are provided.
In the previous article, we discussed a simple RNN which despite its inability to understand long-term dependencies in the data, was able to make a profitable strategy. In this article, we are discussing both the Long-Short Term Memory(LSTM) and the Gated Recurrent Unit(GRU). These two were introduced to overcome the shortcomings of a simple RNN and to outsmart it.
Discover how to leverage MQL5 to forecast the S&P 500 with precision, blending in classical technical analysis for added stability and combining algorithms with time-tested principles for robust market insights.
This article continues the topic of predicting the upcoming price movement. I invite you to get acquainted with the Multi-future Transformer architecture. Its main idea is to decompose the multimodal distribution of the future into several unimodal distributions, which allows you to effectively simulate various models of interaction between agents on the scene.
The quality of future state predictions plays an important role in the Goal-Conditioned Predictive Coding method, which we discussed in the previous article. In this article I want to introduce you to an algorithm that can significantly improve the prediction quality in stochastic environments, such as financial markets.
In this article, we explore the challenge of understanding how AI works. AI models often make decisions in ways that are hard to explain, leading to what's known as the "disagreement problem". This issue is key to making AI more transparent and trustworthy.
In this article, we apply a relatively complex neural network algorithm released in 2023 called PatchTST for predicting the price action for the next 24 hours. We will use the official repository, make slight modifications, train a model for EURUSD, and apply it to making future predictions both in Python and MQL5.
In this article we explore different ways in which the eigenvectors and eigenvalues can be applied in exploratory data analysis to reveal unique relationships in data.
We will guide you through the entire process of DL with python to make a GRU ONNX model, culminating in the creation of an Expert Advisor (EA) designed for trading, and subsequently comparing GRU model with LSTM model.
We will walk around statistical arbitrage, we will search with python for correlation and cointegration symbols, we will make an indicator for Pearson's coefficient and we will make an EA for trading statistical arbitrage with predictions done with python and ONNX models.
This article simplifies triangular arbitrage, showing you how to use predictions and specialized software to trade currencies smarter, even if you're new to the market. Ready to trade with expertise?
Economic Calendar Data is not available for testing with Expert Advisors within Strategy Tester, by default. We look at how Databases could help in providing a work around this limitation. So, for this article we explore how SQLite databases can be used to archive Economic Calendar news such that wizard assembled Expert Advisors can use this to generate trade signals.
With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
This article outlines a simple strategy for normalizing the market data using the daily range and training a neural network to enhance market predictions. The developed models may be used in conjunction with an existing technical analysis frameworks or on a standalone basis to assist in predicting the overall market direction. The framework outlined in this article may be further refined by any technical analyst to develop models suitable for both manual and automated trading strategies.
Symbolic Regression is a form of regression that starts with minimal to no assumptions on what the underlying model that maps the sets of data under study would look like. Even though it can be implemented by Bayesian Methods or Neural Networks, we look at how an implementation with Genetic Algorithms can help customize an expert signal class usable in the MQL5 wizard.
Spurious regressions occur when two time series exhibit a high degree of correlation purely by chance, leading to misleading results in regression analysis. In such cases, even though variables may appear to be related, the correlation is coincidental and the model may be unreliable.
Uncover the secrets behind these powerful dimensionality reduction techniques as we dissect their applications within the MQL5 trading environment. Delve into the nuances of Linear Discriminant Analysis (LDA) and Principal Component Analysis (PCA), gaining a profound understanding of their impact on strategy development and market analysis.
The article represents a unique research attempt to combine a variety of population algorithms into a single class to simplify the application of optimization methods. This approach not only opens up opportunities for the development of new algorithms, including hybrid variants, but also creates a universal basic test stand. This stand becomes a key tool for choosing the optimal algorithm depending on a specific task.
This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.
The models we create are becoming larger and more complex. This increases the costs of not only their training as well as operation. However, the time required to make a decision is often critical. In this regard, let us consider methods for optimizing model performance without loss of quality.
Did you know that we can gain more accuracy forecasting certain technical indicators than predicting the underlying price of a traded symbol? Join us to explore how to leverage this insight for better trading strategies.
In previous articles, we discussed the Decision Transformer method and several algorithms derived from it. We experimented with different goal setting methods. During the experiments, we worked with various ways of setting goals. However, the model's study of the earlier passed trajectory always remained outside our attention. In this article. I want to introduce you to a method that fills this gap.
In this article, we will get acquainted with an algorithm that uses closed-form policy improvement operators to optimize Agent actions in offline mode.
AdaBoost, a powerful boosting algorithm designed to elevate the performance of your AI models. AdaBoost, short for Adaptive Boosting, is a sophisticated ensemble learning technique that seamlessly integrates weak learners, enhancing their collective predictive strength.
Explore the fundamentals of MQL5 programming in this beginner-friendly article, where we demystify arrays, custom functions, preprocessors, and event handling, all explained with clarity making every line of code accessible. Join us in unlocking the power of MQL5 with a unique approach that ensures understanding at every step. This article sets the foundation for mastering MQL5, emphasizing the explanation of each line of code, and providing a distinct and enriching learning experience.
Generative Adversarial Networks are a pairing of Neural Networks that train off of each other for more accurate results. We adopt the conditional type of these networks as we look to possible application in forecasting Financial time series within an Expert Signal Class.
Principal Component Analysis, a dimensionality reducing technique in data analysis, is looked at in this article, with how it could be implemented with Eigen values and vectors. As always, we aim to develop a prototype expert-signal-class usable in the MQL5 wizard.
In this article, we revisit a classic crude oil trading strategy with the aim of enhancing it by leveraging supervised machine learning algorithms. We will construct a least-squares model to predict future Brent crude oil prices based on the spread between Brent and WTI crude oil prices. Our goal is to identify a leading indicator of future changes in Brent prices.
