Deep learning, a subfield of machine learning, is centered on artificial neural networks and has the power to learn complex patterns without explicit programming. Deep Neural Networks (DNNs) utilize activation functions to enable more complex relationships. Python, known for its simplicity and efficiency, is frequently chosen for deep learning due to its extensive libraries like TensorFlow and PyTorch.

Python proves to be highly beneficial when combined with the MQL5 package for executing trading orders. The process first involves creating a Python script via TensorFlow or PyTorch for a designated trading strategy. Communication between the Python script and the MetaTrader 5 platform is established subsequently, with the end goal of executing trading orders.

An open-source format, ONNX, or Open Neural Network Exchange, contributes significantly to the interoperability of AI models ...

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After scrutinizing socket (websocket) communication between EA and python server for resolving backtesting issues, this post will steer the course towards implementing onnx with MQL5 for model inference. It's vital to acknowledge that while onnx offers cross-platform capabilities, not all models might support it due to operator limitations.

To overcome this, diving into the socket technique can provide ample benefits, albeit demanding time and intensive work. The usage of onnx within MQL5 primarily pertains to conducting basic operations on ONNX models, encompassing the alignment of input and output of torch models and ONNX models, and conversion of preferred data formats for ONNX models. Additionally, it covers the intricacies of EA order management.

The model conversion process involves reading the model and configuration files relevant to our script directory structure. Post-tr...

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In the realm of automated trading, reinforcement learning algorithms play a pivotal role by enabling sequential decision-making. However, the exploration process these algorithms follow often produces Agents only capable of local changes. A way to increase expressiveness of an Agent's policy is the implementation of latent variables. These make it possible to model more diverse scenarios aligning with historical observations, but present challenges due to the difficulty in calculating their entropy.

A solution to this challenge is found in the approach of the "Latent State Marginalization as a Low-cost Approach for Improving Exploration" article. Its authors propose a simple and efficient policy optimization algorithm able to provide effective and robust exploration in both fully observable and partially observable environments. This algorithm, named Stochastic Marginal Actor-Critic ...

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The concept of 'Bounce Number' takes high significance for IT professionals and developers when establishing strategies like Grid and Martingale. The idea behind it is to statistically analyze the historical data of a symbol from the Market during range zones - the number of times a price rebounded between two price points of a Range Zone.

Take 'Image No.1' - it's a visualization of how price movement generates the statistics of the Bounce Number Tool. For improved performance, the tool was created as an Expert Advisor (EA), incorporating the 'Sleep' function to prevent crash on the chart from excessive number of candle sets on the tool's input.

'Image No.2' shares a succinct graphical interpretation of the tools, describing their purposes. Considering a 'Bouncing Channel Half Height' set to '600 points', one will visualize:
- Bounce numbers between 1 and 6.
- What 'bounce number 2...

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Embrace the vast pool of trading and technical analysis tools for precise observations. Optimizing and testing tools results in a combination that benefits trading. The focus here is on automated trading systems. Find valuable insights that assist in identifying which system suits individual preferences. Engage in repeated testing to reach desirable results and make profitable trading decisions.

Learn about Aroon technical indicator; test strategies based on its concepts and results. Understand the calculation and usage of the Aroon indicator. There will also be discussions on ways to code these systems, highlighting time effectiveness of automating the testing process.

Topics:

- Aroon Indicator Definition
- Aroon Strategies
- Aroon Trading Systems
- Testing Aroon Trading Systems

At the end of this discourse, gain comprehensive knowledge about the Aroon indicator, its use, t...

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Understanding the scope of class functions and data storage in programming remains fundamental in mastering coding techniques. The introduction of class CCheck, devoid of additional variables, solidifies this concept. Notably, the utilization of program variables encompasses data storage in a precise and accurate manner. It's important to comprehend the modulation of historical bar variables for storing data statically.

The usage of advanced functions, specifically to obtain the latest bar time, is recommended due to its efficacious running speed. Awareness of its response process: in the event of a false return, an exit does not occur, prompting the need to verify for any error codes.

Initial values play a crucial part, especially when used for the first time. The historical data's storage location will be populated with these values, facilitating subsequent comparisons. This proce...

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Get to grips with the intricacies of machine learning in a focused discourse on neural network activation functions. Understand the role of these crucial services in computing output signals from input data. Assess the requisite conditions for differentiable activation functions with emphasis on facilitating error backpropagation during the training process.

Analyze the advantages of non-linear activation functions in training with a nuanced discussion backed by study cases. Horde substantial insights into the tale of linear functions like ReLU that have established a reputation for efficiency despite their linear nature.

Get a thorough walkthrough on the graphs of multiple activation functions and their derivatives, scaled from -5 to 5, further elucidating the subject. Learn about an innovative script that affords a detailed display of function graphs on price charts and offers an ...

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In our rapidly evolving industry, staying updated with advancements and refining knowledge is crucial. This writing piece will focus on helping developers understand the complexities of modern database structures and how they relate to real-world scenarios.

Understanding this aspect not only strengthens the foundation of your IT skills but also allows for better decision-making during development projects. By comprehensively grasping database structures, one can design, implement, and maintain more robust and efficient systems.

This article also satisfies the thirst of those who wish for a deeper understanding of how diverse solutions are implemented in real, live products. It's not just theory, but rather a connection between theoretical study and practicing programmers. With this understanding, one can better comprehend both the limitations and the power that they carry in their c...

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Monoidal groups, concepts derived from category theory, offer insightful perspectives on decision-making points in algorithmic trading. Unlike the expansion viewpoint adopted in the examination of monoid actions, this exploration reverts to previously defined, restricted monoids, highlighting the conceptual utility of these structures. By considering monoidal groups, we examine the aspect of re-evaluating the identity elements in the context of trading decision points.

Monoids represent a pool from which a trader can select decision options. This pool becomes increasingly diverse through the use of monoid actions, which served to increase the scale of potential choices. Yet, when considering monoid groups, the focus shifts from expansion to transformation, as we reassess the same pool choice.

Implementation of monoidal groups within MQL5 does not highlight any substantial class code...

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The Relative Moving Average (RMA) presents a deviation from the widely adopted Exponential Moving Average, boasting a unique calculating factor of 1/cycle. Characterized by a singular input variable, the calculation period, customization takes the shape of line type and color alternations. This can be easily accomplished within the accessible Parameters or Color tab. Once the necessary adjustments are finalized and the loading process is complete, the ensuing graphical representation lends itself to valuable analysis. No need to be overwhelmed by esoteric quantitative methods. The simplicity and efficiency of RMA put powerful analytical tools within the reach of every developer. Insights await.

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The shift from manual mode to automatic operation using the Expert EA isn't a task for the faint-hearted. This article sheds light on the transformation process. A key component that facilitates such shifts is the creation of the C_Automaton class. The primary focus here is on the interconnection of this class with the EA and the C_Manager class. These elements replace the trader in executing trading commands.

Importantly, no alterations should be made to an existing, functioning system to incorporate the C_Automaton class. It's advisable to take the system offline, restore C_Mouse, and test after effecting modifications. Once the performance is satisfactory, the C_Automaton class can be reintroduced to the system.

The C_Automaton class in itself is a feature-heavy entity. It maintains its uniqueness across different EAs by depending on specific methods. This ability ensures the fle...

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Delve into the realm of algorithmic trading with the advanced Expert Advisor (EA) crafted for strategic money management. This EA embraces the dynamism of martingale strategies and accentuates it with a multiplier feature.

A straightforward method is recommended for harnessing the full potential of the 'MartingaleEA-5Levels'. Ensure the EA is up and running ahead of initiating any trading positions. This condition optimizes the algorithmic intelligence for superior results.

In the settings, it's crucial to activate the 'Martingale Mode' by setting it to 'true'. The user is required to input the preferred trading symbols, for instance, EURUSD or GBPUSD.

Further customize the trading strategy by selecting a martingale multiplier. This value is set in the 'Martingale Volume Multiplier', which influences the volume of trading positions. An input of '2' would mean that a subsequent po...

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Forex trading, with its daily turnover of $6 trillion, offers substantial profit opportunities, but also carries commensurate risk. A crucial differentiating factor resides in the ability to identify good entry points, structure profit and loss boundaries, and maintain discipline. The aim is to secure a share of the vast daily forex turnover, one that is distributed to an extensive subscriber base.

A critical tool in successful forex trading is understanding the context provided by MQL5.com. The platform offers a market for various experts, indicators or utility aids for trading, and valuable free tools within its Codebase. It also presents a section dedicated to signals that can provide guidance for creating your own.

Studying other successful signal providers is an essential step in creating a reliable signal. Understanding their approaches, work processes and methodologies can pr...

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Presenting an indicator capable of reading both the balance and equity from trading accounts and visualizing them on a standalone chart. Extremely simple to use and exceptionally beneficial for accurate backtesting.

What it showcases: The projection of balance over time is represented by a blue line, whereas equity fluctuations over time are demonstrated by a green line.

This tool, however, comes with certain limitations. Due to the usage of the AccountInfoDouble() method for reading balance and equity, it is unable to capture data prior to being attached to a chart. It only exhibits the dynamics of balance and equity from the exact time it is attached.

This limitation, ironically, makes it an even more valuable asset for backtests. The tool offers a close-up view on drawdown analysis with a zoom-in and zoom-out features, in parallel with the chart. Although it doesn't provide hi...

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The Numerical Analysis Library or ALGLIB, is a high-performance library designed for numerical methods and data analysis algorithms, a perfect assistant in analyzing complex financial markets. ALGLIB is recognized among the top libraries due to its compatibility with several programming languages and operating systems. Using ALGLIB, linear algebra, solving equations, interpolation, and optimization can be achieved with efficiency and simplicity, opening new possibilities in market trends prediction. Portability and ease of use, coupled with its open-source nature make ALGLIB an excellent choice for both scientific research and commercial projects.

ALGLIB, first adapted for use in the MQL5 language in 2012, over the years, has gained recognition among developers. With more than 70 changes made to improve the library, its versatility benefits numerous financial processes. However, use...

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Presenting a robust Multi-currency Expert Advisor, designed to manage and trade across 30 pairs, driven by Fast and Slow RSI indicators. Equipped with multiple trading strategies, this Algorithmic Trading system caters to both novice and seasoned traders. It's built with a foundation in MQL5, offering reliable features and flexibility.

The trading pairs include 28 forex pairs and 2 metal pairs accounting for versatility. The Expert Advisor also natively handles forex and metal symbol pairs with prefixes and/or suffixes in MetaTrader 5. Single and multi-currency trading options provide additional customization.

RSI indicators strategically analyses market trends and signals, enabling informed decisions. The multi-currency expert advisor manages stop loss orders, take profit orders, trailing stops, trailing take profit and manual orders. Also accessible are multiple manual button cl...

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Leveraging the 15-minute timeframe on EURUSD, this Expert Advisor (EA) utilizing MetaTrader 4 provides valuable assistance for savvy traders. Operating on the basis of price movements relative to the Moving Average, it advises when to execute buying or selling trades.

Key functionalities include the option to preset time range for trading as per server time. In addition, parameters for stop loss, profit targets, lot size, and unique magic number can be manually configured by the users, thereby providing flexibility to accommodate varying trading strategies.

Furthering its efficiency, customization of Moving Average settings can enhance adaptability to market volatility. Such versatility and comprehensiveness make it a robust tool for automated forex trading strategies.

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Among the tools to leverage machine learning models, this study brings forth a novel messaging system. Synchronously exchanging messages between the server side (Python) and client side (MQL5) helps overcome the lack of network functions during tests and restriction on network functions. This solution is adaptive to both regression and classification models.

The Inter-Process-Communication (IPC) deploys this architecture. Starting with a server initialized to expect a client's initialization message, data from the client, such as the environment in which it runs, is processed and stored. Post this, the server confirms initialization to the client. Depending on whether it is a production or a test thread, the server will use connections via sockets or messaging with CSV files, respectively.

The CSV format aids in developing a standardized system for data exchange. While CSV writing/r...

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Unleash the power within programming platforms by mastering the techniques of modern software development. Grasp the fundamental principles and best practices to write clean, concise, and efficient code. The efficacy of software development hinges not only on an intricate understanding of programming languages, but also on the seamless integration of software tools and methodologies.

Deepen the understanding about the design and architecture of software systems. Stay current by continually updating knowledge about rapidly evolving tech and market trends. A proficient developer innovates, integrates, and optimizes. The art of programming demands unwavering commitment, sharp intellect, and meticulous attention to detail.

Understanding programming constructs, data structures, and algorithms in an intimately technical manner is key. Programming is more than writing code; it's about prob...

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The article discussed indicator implementation in EAs and how to connect and utilize volume and Bill Williams' indicators. Data received from these indicators can be visualized on a dashboard, significantly enhanced from its original version.

For volume indicators, the discussion centered on Accumulation/Distribution, Money Flow Index, On Balance Volume, and Volumes. Each indicator's parameters, initialization, deinitialization, and data retrieval was carefully outlined with accompanying codes for an understanding that's practical and applicable.

Turning attention to Bill Williams' indicators, the Accelerator Oscillator existence was examined. As an indicator that measures the acceleration and deceleration of current market forces, it works as an early warning sign, signaling upcoming changes in price ahead of time. Like other indicators, parameters, initialization, deinitialization...

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