Explore Kohonen Maps in MQL5 for innovative algorithmic trading. This article discusses using Kohonen Maps to translate complex multi-dimension price data into a simplified single-dimension format, facilitating more efficient trading decisions. Dive into technical details of creating classes and layers, including Feed, Functor, and Neuron classes, leveraging array lists and hash maps. The unique single-layer neuron structure differs from traditional networks, focusing on competitive learning for adjusting output. Practical insights on testing show how Kohonen Maps can refine quantization and topological errors, aiding traders in optimizing strategies through modeling and testing, providing promising results in dynamic market scenarios.

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