1.6 KiB
1.6 KiB
EURUSD H1 — ONNX action model (full MT5 history)
Same methodology as ai/yt/train_article_split.py:
- 24 features + 5 softmax classes (
ai/xauusd_h1/features.py,labeling.py). - MinMaxScaler is fit on every valid feature row MT5 returns (no 2010–2020 cut).
- Training sequences: all but a chronological tail (default 12%) used only for
val_loss/ EarlyStopping (does not remove data from the scaler). - Optional KMeans on forward-return fingerprints + class-balanced
sample_weighton the train split.
Run
cd ai/eurusd1h
pip install -r requirements.txt
python main.py
Requires MetaTrader 5 with EURUSD H1 history downloaded (Tools → History Center).
Environment overrides
| Variable | Default | Meaning |
|---|---|---|
EUR_SYMBOL |
EURUSD |
MT5 symbol |
EUR_LOOKBACK |
48 |
Sequence length |
EUR_EPOCHS |
40 |
Max epochs |
EUR_BATCH |
64 |
Batch size |
EUR_CLUSTERS |
12 |
KMeans clusters (0 = off) |
EUR_VAL_FRAC |
0.12 |
Fraction of sequences at end for val |
Outputs
models/EURUSD_H1_action.onnxmodels/EURUSD_H1_action_meta.jsonmodels/EURUSD_H1_action_scaler.pkl
Deploy like ai/yt/US500_H1_ArticleEA.mq5: embed ONNX, set InpLookback, paste scaler_feature_min / max from the meta JSON into the EA inputs.