LSTM Pure MTF EA: Free MT5 Expert Advisor

Overview

LSTM Pure MTF EA leverages a custom CUDA-accelerated DLL to handle intensive GPU computations, including asynchronous training and batch inference. The strategy processes data from three configurable timeframes and uses a Shannon entropy filter to identify market chaos. Risk management includes ATR-based dynamic stop loss and take profit, fixed or percentage lot sizing, and spread filters. The EA requires the included external DLL for functionality.

CUDA-accelerated neural network runtime

Multi-timeframe data analysis

Shannon entropy chaos filter

ATR-based volatility adjusted exits

GPU-optimized batch inference

Details

Author

RemindCZ on GitHub

Type

Trading robot

Platform

MetaTrader 5 (MQL5)

Strategy

AI / machine learning

Markets

Any symbol

Timeframes

M15-H1

Risk profile

No grid, martingale or hedging logic was found in its code or README. That says nothing about how it performs: backtest it first.

EA files

MQL5/Indicators/LSTM_Pure_MTF_EA.mq5

Topics

cuda-librarygpu-computinglstm-neural-networksmql5-apineural-networks

Source

github.com/RemindCZ/MQL5GPULibrary_LSTM

Input parameters

Read from LSTM_Pure_MTF_EA.mq5. Defaults are the author's; change them in the EA's Inputs tab.

Name	Type	Default
`InpTF1`	`ENUM_TIMEFRAMES`	`PERIOD_CURRENT`
`InpTF2`	`ENUM_TIMEFRAMES`	`PERIOD_H1`
`InpTF3`	`ENUM_TIMEFRAMES`	`PERIOD_H4`
`InpLookback`	`int`	`30`
`InpHiddenSize1`	`int`	`128`
`InpHiddenSize2`	`int`	`64`
`InpHiddenSize3`	`int`	`32`
`InpDropout`	`double`	`0.15`
`InpGradClip`	`double`	`5.0`
`InpMiniBatch`	`int`	`1`
`InpEntropyFastPeriod`	`int`	`12`
`InpEntropySlowPeriod`	`int`	`32`

Show all 39 inputs

Name	Type	Default
`InpEntropyPriceStep`	`int`	`1`
`InpUseEntropyFilter`	`bool`	`true`
`InpEntropyChaosLevel`	`double`	`0.65`
`InpEntropyFilterPower`	`double`	`0.60`
`InpBuyThresholdPct`	`double`	`70.0`
`InpSellThresholdPct`	`double`	`30.0`
`InpDeadZonePct`	`double`	`4.0`
`InpMinConfidence`	`double`	`0.12`
`InpPositionMode`	`ENUM_POSITION_MODE`	`POS_ONE_TRADE`
`InpOppositeSignalAction`	`ENUM_OPPOSITE_ACTION`	`OPP_REVERSE`
`InpFixedLot`	`double`	`0.10`
`InpUseRiskPercent`	`bool`	`false`
`InpRiskPercent`	`double`	`1.0`
`InpATRPeriod`	`int`	`14`
`InpATRSLMultiplier`	`double`	`1.5`
`InpATRTPMultiplier`	`double`	`2.2`
`InpRiskRewardRatio`	`double`	`1.6`
`InpMaxSpreadPoints`	`int`	`40`
`InpDeviationPoints`	`int`	`20`
`InpMagicNumber`	`long`	`590501`
`InpSaveModel`	`bool`	`true`
`InpModelPrefix`	`string`	`REMIND`
`InpInferenceOnly`	`bool`	`true`
`InpAttemptRetrain`	`bool`	`false`
`InpVerboseLog`	`bool`	`false`
`InpTimerSeconds`	`int`	`0`
`InpTradeCooldownSec`	`int`	`5`

How to install it

1Download the sourceUse "Download source (.zip)" above, or clone RemindCZ/MQL5GPULibrary_LSTM from GitHub, and unzip it.

2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.

3Copy the filesCopy the .mq5 file into Experts.

4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.

5Test before you tradeRun it in the Strategy Tester, then attach it to a demo chart and allow algorithmic trading.

Third-party code. ForexR did not write, test or endorse this EA, and the summary above was generated automatically from its README and code. ForexR lists only repositories with readable source code and never hosts files. Read the code, backtest it and use a demo account first; automated trading can lose money quickly.

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