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zhutoutoutousan b5acd37754 UpDATE
2026-05-02 15:55:04 +02:00

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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 20102020 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_weight on 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.onnx
  • models/EURUSD_H1_action_meta.json
  • models/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.