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XAUUSD and Machine Learning Trading

  • #21
  • Jun 24, 2025 8:09am Jun 24, 2025 8:09am
first trade with v4 today, impressive!
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  • #22
  • Jun 24, 2025 9:10am Jun 24, 2025 9:10am
Didn't know this thread was here! I started one last night! I'm focusing mine on NASDAQ. I've been training and running MLPPO for a couple months now. At first it was to make trading easier.... Now its just a fun hobby to see how good we can make it lol

Anyways I subscribed. Will follow. Hopefully I can learn and possibly add some helpful tips along the way. Good luck!
Trying to learn how to learn how to teach a robot how to learn
  • #23
  • Jun 24, 2025 10:03am Jun 24, 2025 10:03am
Quoting Webb1003
Didn't know this thread was here! I started one last night! I'm focusing mine on NASDAQ. I've been training and running MLPPO for a couple months now. At first it was to make trading easier.... Now its just a fun hobby to see how good we can make it lol Anyways I subscribed. Will follow. Hopefully I can learn and possibly add some helpful tips along the way. Good luck!


What is MLPPO??


Everyone, I'm glad we're making progress.
  • #24
  • Jun 24, 2025 10:35am Jun 24, 2025 10:35am
Urspolar,

I am a complete ignorant in the field of automated trading.
I don't understand much of the codes written (probably nothing), use artificial intelligence... Writing bots even less.
Can I ask for some advice on what to read or where to start to understand what this is all about. It looks fascinating...
I am not lazy, but I have no idea how to start. I hope I am not expecting too much...
  • #25
  • Jun 24, 2025 10:47am Jun 24, 2025 10:47am
Quoting BlackNapkins
Urspolar, I am a complete ignorant in the field of automated trading. I don't understand much of the codes written (probably nothing), use artificial intelligence... Writing bots even less. Can I ask for some advice on what to read or where to start to understand what this is all about. It looks fascinating... I am not lazy, but I have no idea how to start. I hope I am not expecting too much...
BlackNapkins,

I think the first step is to subscribe to an AI service (OpenAI, Gemini, Claude). It can help you understand many things. AI is a tool, and if you have great ideas, you can accomplish great things.
  • #26
  • Jun 24, 2025 10:49am Jun 24, 2025 10:49am
Quoting urspolar
{quote} BlackNapkins, I think the first step is to subscribe to an AI service (OpenAI, Gemini, Claude). It can help you understand many things. AI is a tool, and if you have great ideas, you can accomplish great things.
Thank You very much...
  • #27
  • Jun 24, 2025 11:05am Jun 24, 2025 11:05am
Quoting BlackNapkins
{quote} Thank You very much...
On top of what he said, I highly recommend that it will teach you a lot. Some tips that I can give when using AI to code.
Start easy. Start small. If you want to make a trading bot, start with just a moving average crossover. Nothing else. Who gives a f*** if it fails because you're going to be doing it on practice account. But this will get your head in the game.
Second. All AI will give you errors and codes, always always copy and paste or even screenshot the screen and show it the error. Sometimes you get a fix on the first try. Other times it takes 3 or 4 times. But it will work eventually.
This is exactly how I started.
And you can even ask AI what you asked us. Tell him you're interested in it. You looking to get into it? Where do you start? Don't be afraid to tell it to explain it to you like your 10-year-old. It actually really helps
Trying to learn how to learn how to teach a robot how to learn
  • #28
  • Jun 24, 2025 11:06am Jun 24, 2025 11:06am
Quoting urspolar
{quote} What is MLPPO?? Everyone, I'm glad we're making progress.
Ml stands for machine learning. PPO stands for policy proxy optimization. It's just one form of training a robot on past data with a specific set of parameters over a bunch of times. It will teach itself how to trade given those parameters.
Trying to learn how to learn how to teach a robot how to learn
  • #29
  • Jun 24, 2025 11:25am Jun 24, 2025 11:25am
Quoting Webb1003
{quote} Ml stands for machine learning. PPO stands for policy proxy optimization. It's just one form of training a robot on past data with a specific set of parameters over a bunch of times. It will teach itself how to trade given those parameters.

Cool! I hope we can learn from each other.
  • #30
  • Jun 24, 2025 11:37am Jun 24, 2025 11:37am
Quoting Webb1003
{quote} On top of what he said, I highly recommend that it will teach you a lot. S
Thank you very much asl... 10 year old level will be suitable for me, I think
GL
  • #31
  • Jun 24, 2025 11:50am Jun 24, 2025 11:50am
Quoting BlackNapkins
{quote} Thank you very much asl... 10 year old level will be suitable for me, I think GL
I do it. It uses real life examples and makes it easier to understand. If you just simply ask "What are the different types of ML bots suitable for trading?" itll spit out a bunch of "nonsense" to our ears. If you ask the same thing but say "explain it to me like im 10" itll give you a response and compare it with simple things in our lives and really goes along way lol
Trying to learn how to learn how to teach a robot how to learn
  • #32
  • Jun 24, 2025 12:00pm Jun 24, 2025 12:00pm
Quoting ksl165
first trade with v4 today, impressive! {image}
Hmm i diddnt get this one. Mine been quiet today
  • #33
  • Jun 24, 2025 12:19pm Jun 24, 2025 12:19pm
Quoting agge
{quote} Hmm i diddnt get this one. Mine been quiet today
Same here. No trades today.
  • #34
  • Jun 24, 2025 5:12pm Jun 24, 2025 5:12pm
Quoting urspolar
{quote} This is a Python script. It works with MT5, and you need to rename the file from .txt to .py
Came to this thread from Webb1003. I trade XAU and very much interested to see how this works. Thank you for putting this together.

I want to give this a try as well as I am learning to do some programming (nothing high level) myself.
So, the instruction is to just copy the .txt code into MT5 editor and compile it? or rename .txt to .py and load this where?
Find a strategy that works consistently and then trading becomes easy.
  • #35
  • Jun 24, 2025 5:51pm Jun 24, 2025 5:51pm
Quoting urspolar
{quote} Same here. No trades today.
I'm trying to understand in your script where the bot is learning. I'm new to all this too... But..
Lol
My Learning bot has 5 scripts that run simultaneously when the bot is on

1 for feeding live data
1 for listening and interpreting the data
1 for all the features
1 for the environment
1 for it's trained logic

Then many more for authenticating, url connections, the gym environment it was trained in, placing orders, risk logic, contract lookups, ECT.

I'm not bashing anything.
Just trying to understand your script since it seems so much smaller and more convenient to use and write then my countless pages lol
I use Python as well and my entire bot runs through the terminal on Visual Studio code. Pulls in live data and contracts from TopstepX.
Trying to learn how to learn how to teach a robot how to learn
  • #36
  • Jun 24, 2025 9:30pm Jun 24, 2025 9:30pm
Quoting urspolar
{quote} Same here. No trades today.
I just modified a little bit code to show more info about how the bot doing (by using cursor)
I think i let the v4 code to use the last csv file which generated by v3, so i got these trades
  • #37
  • Jun 25, 2025 3:10am Jun 25, 2025 3:10am
Quoting Roscearm
{quote} Came to this thread from Webb1003. I trade XAU and very much interested to see how this works. Thank you for putting this together. I want to give this a try as well as I am learning to do some programming (nothing high level) myself. So, the instruction is to just copy the .txt code into MT5 editor and compile it? or rename .txt to .py and load this where?
Roscearm,
You rename the .txt file to .py. Python needs to be installed. After installing Python, the easiest way to run the script is from VS Code.
  • #38
  • Jun 25, 2025 3:13am Jun 25, 2025 3:13am
Quoting Webb1003
{quote} I'm trying to understand in your script where the bot is learning. I'm new to all this too... But.. Lol My Learning bot has 5 scripts that run simultaneously when the bot is on 1 for feeding live data 1 for listening and interpreting the data 1 for all the features 1 for the environment 1 for it's trained logic Then many more for authenticating, url connections, the gym environment it was trained in, placing orders, risk logic, contract lookups, ECT. I'm not bashing anything. Just trying to understand your script since it seems so much smaller...
Webb1003,

Here's an explanation of what the script does, broken down into steps:

Step 1: Imports and Dependencies

  1. The script imports necessary libraries like:

    1. MetaTrader5 (MT5) for fetching market data and placing orders.
    2. Pandas and NumPy for data handling and numerical computations.
    3. Scikit-learn for machine learning (logistic regression model).
    4. Joblib for saving/loading the ML model.
    5. Datetime for time management.
    6. OS and JSON for file management.

Step 2: User Configuration

  1. User specifies essential settings:

    1. Trading symbol (XAUUSD, gold).
    2. Timeframes for entry signals (M5, 5-minutes) and trend confirmation (H1, hourly).
    3. Indicators’ parameters (EMA and RSI periods).
    4. Risk settings like lot size, stop loss, and take profit ratios.
    5. Trading hours (08:00 to 19:00 local time).
    6. Directory paths for saving logs, models, and data.

Step 3: Auditing and Logging

  1. Any changes in settings are logged to a file (setting.csv) to maintain transparency and track evolution of the strategy.

Step 4: Fetching Market Data & Indicators

  1. The script fetches recent candle data from MetaTrader 5.
  2. It computes standard technical indicators:

    1. EMA (trend indicator).
    2. ATR (measures volatility and sets stop loss).
    3. ADX (measures trend strength).
    4. RSI (momentum indicator).

Step 5: Generating Trade Signals

  1. Determines if conditions are met to open a BUY or SELL trade based on indicators:

    1. BUY: If price crosses above EMA, hourly trend is bullish, volatility is sufficient (ATR), trend is strong (ADX), and RSI is neutral.
    2. SELL: Opposite conditions (price crosses below EMA, bearish hourly trend, sufficient ATR, strong ADX, neutral RSI).

  2. It prints detailed filter progress, showing clearly which conditions are met.

Step 6: Machine Learning Integration

  1. The script builds a dataset of features for each trading opportunity:

    1. Candle size, time of day, EMA distance, volatility (ATR), RSI, volume, and trend strength.

  2. Trades outcomes (win/loss) are tracked.
  3. A logistic regression model is trained periodically (after a set number of completed trades) on historical data to predict the likelihood of winning future trades.

Step 7: Trade Execution

  1. Trades are only executed if:

    1. A valid signal is generated.
    2. Predicted win probability (by the ML model) is above a set threshold (60%).
    3. No other trades are currently open (one trade at a time rule).

  2. Stop Loss and Take Profit are dynamically calculated based on ATR (volatility-based).

Step 8: Trade Monitoring and Results

  1. Once a trade closes, the script updates the outcome (profit or loss) in its dataset.
  2. Every few trades, it retrains the model based on updated results.

Step 9: Continuous Operation

  1. Runs continuously, checking every 5 minutes during specified trading hours.
  2. Logs important events (trade signals, entries, model retraining) clearly for monitoring and troubleshooting.

  • #39
  • Jun 25, 2025 3:18am Jun 25, 2025 3:18am
Quoting ksl165
{quote} I just modified a little bit code to show more info about how the bot doing (by using cursor) I think i let the v4 code to use the last csv file which generated by v3, so i got these trades
ksl,
I've also thought about this: For example, if I have data from a demo account, when I apply the script to a real account, it still uses the demo data. However, I believe the data from demo and real accounts are not the same, and the correct approach would be to let the script learn from real account data. This is what I'm thinking about.
  • #40
  • Jun 25, 2025 5:09am Jun 25, 2025 5:09am
Quoting urspolar
{quote} ksl, I've also thought about this: For example, if I have data from a demo account, when I apply the script to a real account, it still uses the demo data. However, I believe the data from demo and real accounts are not the same, and the correct approach would be to let the script learn from real account data. This is what I'm thinking about.
Polar,
AFAIK the data should be slightly different but I think it won’t bring a big different for a trained model.
RN I’m trying to make a self train version by using my own tick data (from Dukascopy with Tick Data Suite, starting from 2020-now)
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