Native Trading Genetic Algorithm - MQ4/MQ5
It is a self-learning trading robot based upon neural network, and directly built inside Metatrader via C++
The purpose of this repo is to create a trading expert advisor able to learn itself from market and make decisions, without any pre-configured settings or indicators.
The robot can take decisions simultaneously like:
- When to open/close/sell/buy
- Which lots to allocate
And deploy a full strategy like hedging over instrument and hedging over correlated instrument.
Future improvements
-MQ4 version
-Improve Success ratio by adding more neurons
-Add GaussianNoise at each input layer to reduce overfitting and increas performance on test data
-I detected some output neuron without activation we need to add dropout to force neurons activaction and reduce overfitting
-Add normalization at each layer output
-Add and deploy activations at each output layer
-Try optimization with Simulation Annelaning
-Implement Neuro Evolution Augmented Topologies (NEAT) to self optimized network architecture