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Category Theory in MQL5 (Part 17): Functors and Monoids
Category Theory in MQL5 (Part 17): Functors and Monoids
This article, the final in our series to tackle functors as a subject, revisits monoids as a category. Monoids which we have already introduced in these series are used here to aid in position sizing, together with multi-layer perceptrons.
Neural networks made easy (Part 49): Soft Actor-Critic
Neural networks made easy (Part 49): Soft Actor-Critic
We continue our discussion of reinforcement learning algorithms for solving continuous action space problems. In this article, I will present the Soft Actor-Critic (SAC) algorithm. The main advantage of SAC is the ability to find optimal policies that not only maximize the expected reward, but also have maximum entropy (diversity) of actions.
Neural networks made easy (Part 45): Training state exploration skills
Neural networks made easy (Part 45): Training state exploration skills
Training useful skills without an explicit reward function is one of the main challenges in hierarchical reinforcement learning. Previously, we already got acquainted with two algorithms for solving this problem. But the question of the completeness of environmental research remains open. This article demonstrates a different approach to skill training, the use of which directly depends on the current state of the system.
Neural networks made easy (Part 44): Learning skills with dynamics in mind
Neural networks made easy (Part 44): Learning skills with dynamics in mind
In the previous article, we introduced the DIAYN method, which offers the algorithm for learning a variety of skills. The acquired skills can be used for various tasks. But such skills can be quite unpredictable, which can make them difficult to use. In this article, we will look at an algorithm for learning predictable skills.
Integrate Your Own LLM into EA (Part 2): Example of Environment Deployment
Integrate Your Own LLM into EA (Part 2): Example of Environment Deployment
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.
Permuting price bars in MQL5
Permuting price bars in MQL5
In this article we present an algorithm for permuting price bars and detail how permutation tests can be used to recognize instances where strategy performance has been fabricated to deceive potential buyers of Expert Advisors.
Learn how to deal with date and time in MQL5
Learn how to deal with date and time in MQL5
A new article about a new important topic which is dealing with date and time. As traders or programmers of trading tools, it is very crucial to understand how to deal with these two aspects date and time very well and effectively. So, I will share some important information about how we can deal with date and time to create effective trading tools smoothly and simply without any complicity as much as I can.
Integrate Your Own LLM into EA (Part 1): Hardware and Environment Deployment
Integrate Your Own LLM into EA (Part 1): Hardware and Environment Deployment
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.
Launching MetaTrader VPS: A step-by-step guide for first-time users
Launching MetaTrader VPS: A step-by-step guide for first-time users
Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for several reasons. You can conveniently pay and manage the subscription through your MQL5.community account.
Mastering ONNX: The Game-Changer for MQL5 Traders
Mastering ONNX: The Game-Changer for MQL5 Traders
Dive into the world of ONNX, the powerful open-standard format for exchanging machine learning models. Discover how leveraging ONNX can revolutionize algorithmic trading in MQL5, allowing traders to seamlessly integrate cutting-edge AI models and elevate their strategies to new heights. Uncover the secrets to cross-platform compatibility and learn how to unlock the full potential of ONNX in your MQL5 trading endeavors. Elevate your trading game with this comprehensive guide to Mastering ONNX
Category Theory in MQL5 (Part 18): Naturality Square
Category Theory in MQL5 (Part 18): Naturality Square
This article continues our series into category theory by introducing natural transformations, a key pillar within the subject. We look at the seemingly complex definition, then delve into examples and applications with this series’ ‘bread and butter’; volatility forecasting.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 2): Indicator Signals: Multi Timeframe Parabolic SAR Indicator
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 2): Indicator Signals: Multi Timeframe Parabolic SAR Indicator
The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than 1 symbol pair only from one symbol chart. This time we will use only 1 indicator, namely Parabolic SAR or iSAR in multi-timeframes starting from PERIOD_M15 to PERIOD_D1.
Category Theory in MQL5 (Part 22): A different look at Moving Averages
Category Theory in MQL5 (Part 22): A different look at Moving Averages
In this article we attempt to simplify our illustration of concepts covered in these series by dwelling on just one indicator, the most common and probably the easiest to understand. The moving average. In doing so we consider significance and possible applications of vertical natural transformations.
Another MQL5 OOP Class
Another MQL5 OOP Class
This article shows you how to build an Object-Oriented Expert Advisor from scratch, from conceiving a theoretical trading idea to programming a MQL5 EA that makes that idea real in the empirical world. Learning by doing is IMHO a solid approach to succeed, so I am showing a practical example in order for you to see how you can order your ideas to finally code your Forex robots. My goal is also to invite you to adhere the OO principles.
Learn how to design a trading system by DeMarker
Learn how to design a trading system by DeMarker
Here is a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will present how to create a trading system by the DeMarker indicator.
Category Theory in MQL5 (Part 19): Naturality Square Induction
Category Theory in MQL5 (Part 19): Naturality Square Induction
We continue our look at natural transformations by considering naturality square induction. Slight restraints on multicurrency implementation for experts assembled with the MQL5 wizard mean we are showcasing our data classification abilities with a script. Principle applications considered are price change classification and thus its forecasting.
Understanding order placement in MQL5
Understanding order placement in MQL5
When creating any trading system, there is a task we need to deal with effectively. This task is order placement or to let the created trading system deal with orders automatically because it is crucial in any trading system. So, you will find in this article most of the topics that you need to understand about this task to create your trading system in terms of order placement effectively.
Category Theory in MQL5 (Part 16): Functors with Multi-Layer Perceptrons
Category Theory in MQL5 (Part 16): Functors with Multi-Layer Perceptrons
This article, the 16th in our series, continues with a look at Functors and how they can be implemented using artificial neural networks. We depart from our approach so far in the series, that has involved forecasting volatility and try to implement a custom signal class for setting position entry and exit signals.
Testing different Moving Average types to see how insightful they are
Testing different Moving Average types to see how insightful they are
We all know the importance of the Moving Average indicator for a lot of traders. There are other Moving average types that can be useful in trading, we will identify these types in this article and make a simple comparison between each one of them and the most popular simple Moving average type to see which one can show the best results.
The RSI Deep Three Move Trading Technique
The RSI Deep Three Move Trading Technique
Presenting the RSI Deep Three Move Trading Technique in MetaTrader 5. This article is based on a new series of studies that showcase a few trading techniques based on the RSI, a technical analysis indicator used to measure the strength and momentum of a security, such as a stock, currency, or commodity.
Simple Mean Reversion Trading Strategy
Simple Mean Reversion Trading Strategy
Mean reversion is a type of contrarian trading where the trader expects the price to return to some form of equilibrium which is generally measured by a mean or another central tendency statistic.
Everything you need to learn about the MQL5 program structure
Everything you need to learn about the MQL5 program structure
Any Program in any programming language has a specific structure. In this article, you will learn essential parts of the MQL5 program structure by understanding the programming basics of every part of the MQL5 program structure that can be very helpful when creating our MQL5 trading system or trading tool that can be executable in the MetaTrader 5.
Data Science and Machine Learning(Part 14): Finding Your Way in the Markets with Kohonen Maps
Data Science and Machine Learning(Part 14): Finding Your Way in the Markets with Kohonen Maps
Are you looking for a cutting-edge approach to trading that can help you navigate complex and ever-changing markets? Look no further than Kohonen maps, an innovative form of artificial neural networks that can help you uncover hidden patterns and trends in market data. In this article, we'll explore how Kohonen maps work, and how they can be used to develop smarter, more effective trading strategies. Whether you're a seasoned trader or just starting out, you won't want to miss this exciting new approach to trading.
Category Theory in MQL5 (Part 8): Monoids
Category Theory in MQL5 (Part 8): Monoids
This article continues the series on category theory implementation in MQL5. Here we introduce monoids as domain (set) that sets category theory apart from other data classification methods by including rules and an identity element.
Revisiting an Old Trend Trading Strategy: Two Stochastic oscillators, a MA and Fibonacci
Revisiting an Old Trend Trading Strategy: Two Stochastic oscillators, a MA and Fibonacci
Old trading strategies. This article presents one of the strategies used to follow the trend in a purely technical way. The strategy is purely technical and uses a few technical indicators and tools to deliver signals and targets. The components of the strategy are as follows: A 14-period stochastic oscillator. A 5-period stochastic oscillator. A 200-period moving average. A Fibonacci projection tool (for target setting).