38 lines
1.6 KiB
Markdown
38 lines
1.6 KiB
Markdown
# 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_weight` on the train split.
|
||
|
||
## Run
|
||
|
||
```bash
|
||
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.
|