47 lines
1.5 KiB
Markdown
47 lines
1.5 KiB
Markdown
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# XAUUSD H1 — ONNX action model
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Same pipeline as **`../xauusd_m15`**, but **H1** bars, **H1-scaled label windows** (~wall-clock parity with M15 defaults), and **`XAUUSD_H1_ActionEA.mq5`**.
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## Label scaling (vs M15)
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| M15 (bars) | Wall time | H1 (bars) |
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|------------|-----------|-----------|
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| horizon 32 | ~8 h | 8 |
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| local 24 | ~6 h | 6 |
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| pullback 20| ~5 h | 5 |
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## Setup
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1. MT5: **XAUUSD** visible; download **H1** history.
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2. Python:
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```bash
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cd ai/xauusd_h1
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pip install -r requirements.txt
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python main.py
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```
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Env: `XAU_SYMBOL`, **`XAU_H1_LOOKBACK`** (default **48**, must match EA **InpLookback**), `XAU_EPOCHS`, `XAU_BATCH`, `SESSION_HOUR_OFFSET`.
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3. Copy **`models/XAUUSD_H1_action.onnx`** next to **`XAUUSD_H1_ActionEA.mq5`** (for `#resource` embed) or adjust include path per your workflow.
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4. Compile EA on **H1** chart; paste **24** floats into **InpFeatMinStr** / **InpFeatMaxStr** from training stdout.
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## Files
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| File | Role |
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|------|------|
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| `main.py` | MT5 H1 fetch, train, `XAUUSD_H1_action.onnx` + meta |
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| `labeling.py` | `compute_action_labels` (H1 default horizons) |
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| `features.py` | 24-dim features (same order as M15 EA) |
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| `XAUUSD_H1_ActionEA.mq5` | Inference + trading |
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| `XAUUSD_H1_ActionEA_optimize.set` | Tester optimization skeleton |
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Feature semantics: **`../xauusd_m15/FRONTLINE_RSI_INTEGRATION.md`**.
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## ONNX
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- Input: `[1, lookback, 24]` float32, row **0** = newest bar.
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- Output: `[1, 5]` softmax.
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Research tooling — not investment advice.
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