Neural Network Tester Improved is a MetaTrader 5 expert advisor designed as a framework for integrating machine learning models into automated trading. The repository includes a main tester file that references an external neural network library. Currently, the source code provides a basic structure for initialization
Framework & template · MT5
Roffild Library
Roffild Library is an extensive framework and collection of expert advisors for MetaTrader 5 that bridges MQL5 with modern data science tools.
GitHub stars120
Forks46
Last update6 years ago4 May 2020
LicenceApache-2.0
Overview
Roffild Library provides functional implementations for machine learning models, specifically Multilayer Perceptron neural networks and Random Forests via the AlgLib library. The project facilitates advanced workflows including Python integration for TensorFlow or PyTorch, and Apache Spark for big data processing on AWS. As a framework, it includes utility classes for logging, serialization, and array management. The provided expert advisors focus on model training and validation rather than out-of-the-box trade management or specific risk controls.
- Integration with Alglib for neural networks and random forests
- Python DLL bridge for TensorFlow and PyTorch integration
- Apache Spark and AWS cloud support for large scale data
- Comprehensive logging and data serialization utilities
Details
Author
Roffild on GitHub
Type
Framework & template
Platform
MetaTrader 5 (MQL5)
Strategy
AI / machine learning
Markets
Forex
Timeframes
Any timeframe
Risk profile
- Trades without a fixed stop loss
EA files
Topics
mq5sparklibraryrandom-forestneural-networkforexmqlmql5
Input parameters
Read from Alglib_MultilayerPerceptron.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
File_Num | int | 0 | |
Validation_Type | ENUM_VALIDATION | VALIDATION_KFOLD | |
MLPCreate | ENUM_MLPCREATE | MLPCREATE_N | MLP Create |
Hidden_1 | uint | 0 | |
Hidden_2 | uint | 0 | |
Activ_A | double | 0 | Activ_A for MLPCreateR |
Activ_B | double | 0 | Activ_B for MLPCreateB or MLPCreateR |
Activ_D | ENUM_ACTIV_D | ACTIV_D_PLUS | Activ_D for MLPCreateB |
Decay | double | 0.001 | |
Decay_Pow | double | 1 | |
Restarts | uint | 1 | |
LBFGS | bool | true | L-BFGS |
Show all 22 inputs
| Name | Type | Default | Description |
|---|---|---|---|
WStep | double | 0.01 | |
WStep_Pow | double | 1 | |
MaxIts | uint | 5 | |
FoldsCount | uint | 2 | FoldsCount |
z___ | ENUM_NOTHING | — | Else |
Random_Index_Inputs | bool | false | |
Tester_Repeat | int | 3 | |
Tester_Result_Multi | double | 100 | |
Tester_Report | bool | true | |
Tester_Show_Incorrect | bool | false |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone Roffild/RoffildLibrary 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, and any .mqh files into the Include folder the code expects.
- 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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