profitable-expert-advisor/ai/dummy/TRAIN_AND_BACKTEST.md

XAUUSD ONNX Model Training and Backtesting Guide

This guide will help you train an ONNX model for XAUUSD and backtest it.

Step 1: Install Dependencies

Make sure you have all required packages installed:

cd ai
pip install -r requirements.txt

If you encounter issues, install individually:

pip install tensorflow onnx onnxruntime tf2onnx scikit-learn pandas numpy MetaTrader5

Step 2: Train the Model

Train an ONNX model for XAUUSD:

python train_onnx_model.py --symbol XAUUSD --timeframe H1 --lookback 60 --epochs 30

Parameters:

• --symbol XAUUSD: Trading symbol (Gold)
• --timeframe H1: 1-hour timeframe
• --lookback 60: Use 60 bars for prediction
• --epochs 30: Training epochs (adjust based on your needs)

Expected Output:

• Model: models/XAUUSD_H1_model.onnx
• Scaler: models/XAUUSD_H1_scaler.pkl

Training Time: 5-15 minutes depending on your hardware and data availability.

Step 3: Run Backtest

After training, backtest the model:

python run_xauusd_backtest.py

Or use the combined script:

python train_and_backtest_xauusd.py

Step 4: Review Results

The backtest will generate:

• Performance summary in console
• Equity curve chart
• Drawdown chart
• Monthly returns chart
• Trades CSV file

All files are saved in onnx_xauusd_backtest/ directory.

Model Configuration

The trained model uses:

• Input: 60 bars × 12 features
• Features: OHLC, volume, RSI, EMA, ATR, price changes, ratios
• Output: Predicted next close price
• Architecture: LSTM(128) → LSTM(64) → LSTM(32) → Dense layers

Backtest Strategy Parameters

Default backtest parameters:

• Prediction Threshold: 0.01% (minimum price change to trade)
• Min Confidence: 30%
• Lot Size: 0.1
• Stop Loss: 50 pips
• Take Profit: 100 pips

You can adjust these in run_xauusd_backtest.py.

Troubleshooting

"Model not found"

• Make sure you've trained the model first
• Check that the model file exists in models/ directory

"MT5 initialization failed"

• Ensure MetaTrader 5 is running
• Log into your account
• Check that XAUUSD symbol is available

"Insufficient data"

• Make sure you have historical data downloaded in MT5
• Check the date range in the backtest script
• Verify symbol name is correct

Next Steps

After successful backtesting:

1. Review performance metrics
2. Optimize prediction threshold and confidence levels
3. Adjust stop loss/take profit if needed
4. Test on demo account before live trading
5. Consider using the model in ONNX_EA.mq5 for live trading

Files Created

• models/XAUUSD_H1_model.onnx: Trained ONNX model
• models/XAUUSD_H1_scaler.pkl: Feature scaler for normalization
• onnx_xauusd_backtest/: Backtest results directory