An end-to-end automated trading bot linking a Python-trained neural network to a high-performance MQL5 (MetaTrader 5) Expert Advisor via the ONNX model format.

Features

Automated Trading: The bot automatically executes trades based on the predictions of a neural network model.
Machine Learning Model: The trading decisions are powered by a neural network model trained on historical price data.
Robust Model Selection: The model is trained using a robust model selection process with RandomizedSearchCV and TimeSeriesSplit to optimize hyperparameters and ensure model validity on chronological financial data.
ONNX Integration: The trained model is exported to the ONNX format, allowing it to be used by the MQL5 Expert Advisor.
Benchmark Model: The project includes a benchmark logistic regression model for comparison.

Technology Stack

Python: For data analysis, model development, and training.
MQL5: For creating the Expert Advisors (EAs) that run in the MetaTrader 5 terminal.
ONNX: For exporting the trained models to a format that can be used by the MQL5 EAs.
Scikit-learn: For creating and training the machine learning models.
TensorFlow: Used as a backend for the neural network model.
Pandas: For data manipulation and analysis.

How to Use

Please refer to the HOWTORUN.md file for detailed instructions on how to run the project.

License

This project is licensed under the MIT License. See the LICENSE file for details.