
Compute neuron calculations for the hidden layer of a neural network using an activation function enum. Prioritize sigmoid activation, compute dot-product of inputs and weights, add bias, then apply activation.
Execute a forward pass for the neural network using live data, normalizing the vector with min-max, converting to a matrix, and producing a probability vector and tracking backpropagation status.
Develop a void function that removes an index from a vector by reference, creating a vector of size n-1 and copying all except target in confusion matrix and backpropagation.
Develop functions to remove a matrix column or row in MQL5 by constructing a new matrix and copying data, preparing data for algo-trading workflows.
Calculate model accuracy from the confusion matrix by dividing true positives and true negatives by all predictions, then compute precision for each class using check zero and normalization.
Compute recall, or sensitivity, by extracting the class row from the confusion matrix, resizing the recall vector, and calculating true positives over true positives plus false negatives with NaN checks.
Compute the F1 score for each class using the harmonic mean of precision and recall, implemented per element with a matrix object.
Implement a backpropagation training loop in MQL5, updating weights and biases via gradients, performing forward passes, one-hot targets, and epoch-based evaluation.
Train a neural network model for algo-trading, apply backpropagation once, evaluate with epochs, accuracy, precision, recall, F1, and a confusion matrix, then plot arrows predicting price movement.
Train and visually test a neural network in mql5 to predict price movement, draw bullish or bearish arrows, and evaluate performance on historical data.
In this course, our primary objective is to introduce you to the realm of Machine learning with neural networks using the most powerful algorithmic trading language, MQL5. Our aim is to give you a solid foundation to principles and concepts you will need in developing self optimizing softwares that learn from data the same way that the human brain learns.
This course is structured for complete beginners to machine learning. There is no prior knowledge of statistics, linear algebra or complex mathematical understanding needed. You will be breast fed everything and we will simplify all processes and content without eliminating its value or impact in your learning.
In this course, we shall first introduce you to data science and how it relates to artificial intelligence and machine learning. Then we shall take a closer look at machine learning and the types of models involved in machine learning processes. I shall then briefly introduce you to the world of Neural networks, the types of neural networks commonly used in algorithmic trading and the processes involved in designing a neural network model.
To get an idea of the concepts and processes involved in neural network calculations, training and prediction, we shall build a very simple neural network in excel from scratch and train it to identify a buy signal from the RSI indicator and Moving average. This will be very useful in helping you understand the foundation of supervised learning with neural networks, enabling you to follow through the MQL5 coding process with ease.
In this course, we shall use matrices and vector data types instead of simple arrays to store most of our data. So we shall introduce you to these new datatypes from scratch by looking at their declaration, their initialization and how to manipulate them.
We shall then code a neural network on MQL5 from scratch, which aims to find hidden patterns in the RSI and Bollinger band indicators that are suggestive of a bullish market or a bearish market. We shall do this by training our neural network using back propagation to identify and classify the market into bullish and bearish classes.
Join us in this course and prepare to be astonished by the sheer power of neural networks. This course is not for the faint of heart, but for those who dare to explore the boundless frontiers of artificial intelligence. Prepare to be challenged, immersed, and captivated as you embark on this intellectual adventure.
So Click that enroll button now!! And Unleash your curiosity,