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所在平台: Udemy |
课程主页: https://www.udemy.com/course/mql5-machine-learning-linear-regression-for-algo-trading/
课程评论：没有评论
**课程名称：** MQL5 机器学习：算法交易中的线性回归 **课程概述：** 本课程将教授如何利用 MQL5 语言构建线性回归模型，并将其应用于算法交易。课程从基础的线性回归概念讲起，解释如何通过电子表格进行模型构建和计算。随后，将指导学员将线性回归模型编写为 MQL5 指标，并进一步开发基于此指标的交易策略，以 Expert Advisor (EA) 的形式实现。 **核心内容：** * **线性回归基础：** 介绍简单线性回归的原理，包括自变量 (x) 和因变量 (y) 的关系，以及斜率 (a) 和截距 (b) 的意义。将 linear regression 视为一种机器学习算法，强调其通过数据学习并进行预测的能力。 * **MQL5 指标开发：** 学习如何使用 MQL5 语言将线性回归模型转化为一个自定义技术指标，该指标将用于预测货币对的收盘价，以 the bar index 作为自变量。 * **算法交易策略构建：** 基于线性回归模型的预测价格，开发一种均值回归型的交易策略。策略的核心逻辑是，当价格偏离预测价格（或预期价格）一到两个标准差时，预期价格会发生反转并回归到预期价格。 * **MQL5 EA 开发：** 将开发的交易策略编码为 MQL5 Expert Advisor，实现自动化交易。 **目标学员：** 具备 MQL5 基础知识，并希望学习如何运用机器学习技术（特别是线性回归）开发算法交易策略的交易者和开发者。 **学习成果：** 学员将能够： * 理解线性回归在算法交易中的应用。 * 使用 MQL5 语言开发自定义技术指标。 * 设计和实现基于线性回归的交易策略。 * 将交易策略编码为 MQL5 Expert Advisor。 * 激发更多基于线性回归的交易想法。 ** enrol now**
Simple linear regression is a statistical method used to model the relationship between two variables: an independent variable (x) and a dependent variable (y). It assumes a linear relationship between the two variables and aims to find the best-fitting straight line that represents this relationship.The equation for a simple linear regression model is:y = ax + bWhere:y is the dependent variable (the variable we want to predict).x is the independent variable (the variable used to make predictions).a is the slope of the line, representing the rate of change of y with respect to x.b is the y-intercept, representing the value of y when x is zero.While simple linear regression is a statistical technique, it can also be considered as a machine learning algorithm. In machine learning, the goal is to build models that can learn from data and make predictions. Linear regression fits this framework because it learns the relationship between x and y from a given dataset and uses this learned relationship to make predictions for new data points. As neural networks learn the best non-linear relationships between data by finding the weights that best fit the data, linear regression aims to find the best values of a and b that best describe the linear relationship between variables.In this course, our aim is to build a linear regression model in mql5 that seeks to predict the closing prices of a currency pair given its specific bar index. We shall start by creating a linear regression model on a spread sheet to basically explain the calculations involved in creating a linear regression model. We shall then develop our linear regression model as an mql5 indicator by coding it using the mql5 programming language. After that, we shall develop our trading strategy as an mql5 expert advisor coded using the mql5 algorithmic trading language. We shall use the linear regression model we created as an indicator to analyze data and find patterns we can use to profit from the market. We shall base our trading logic on the fact that if price goes beyond one or two standard deviations from its predicted or expected price, it has to reverse and go back to its expected price. Hence our strategy will be a mean reversion type of strategy.For those that are still finding their way with MQL5, as long as you understand the basics of MQL5, this course is for you. We will patiently guide you through every step of the strategy development process and walk you through every line of code we shall craft. Hopefully, by the end of the course, you will have gained the necessary skills to code similar models and trading strategies and be able to appreciate how linear regression models can be an asset in developing your own trading ideas based on the ideas that shared in this course.So hit hard on that enroll button now and join me in this incredible journey of coding a linear regression model using the mql5 algorithmic trading language.
