A python-like Machine Learning Library for MQL5

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MALE5 is a machine-learning repository for creating trading systems in the c++ like, MQL5 programming language. It was developed to help build machine learning-based trading robots, effortlessly in the MetaTrader5 platform

This Library is:

• Simple to use: You can literally start building your system once you call the class constructor
• Flexible: You can use it in any program script, Indicator, EA's
• Resource-efficient: It doesn't consume a lot of memory or CPU, and takes short time intervals to train

All the algorithms in this repository works best when the data is normalized, This is crucial for all Machine Learning techniques

Foundation Libraries | modules

• MatrixExtend (MatrixExtend.mqh)
• Cross Validation Library (cross_validation.mqh)
• Linear Algebra Library (linalg.mqh)
• Kernels library (kernels.mqh)
• Metrics library (metrics.mqh)
• Pre-processing library (preprocessing.mqh)
• Tensor library (Tensor.mqh)

Linear Models

• Linear Regression (Linear Regression.mqh)
• Logistic Regression (Logistic Regression.mqh)
• Ridge Regression
• Polynomial Regression (Polynomial Regression.mqh)

Decision Trees

• Decision Tree (tree.mqh)

Clustering Techniques

• DBSCAN
• Hierachical Clustering
• KMeans

Dimension Reduction Techniques

• Linear Discriminant Analysis (LDA.mqh)
• Principal Component Analysis (PCA.mqh)
• Non-Negative Matrix Factorization (NMF.mqh)
• Truncated Singular Value Decomposition (TruncatedSVD.mqh)

Ensemble Algorithms

• Adaboost(AdaBoost.mqh)
• Random forest(Random Forest.mqh)

Naive Bayes

• Naive Bayes(Naive Bayes.mqh)

Neighbors

• K-nearest neighbors

Neural Networks

• Kohonen Maps (kohonen maps.mqh)
• Pattern recognition Neural Networks (Pattern Nets.mqh)
• Regression Neural Networks (Regressor Nets.mqh)

Support vector Machine(SVM)

• Linear vector Machine (svm.mqh)

Go to the Include directory and open CMD then run

git clone https://github.com/MegaJoctan/MALE5.git

Or download the zip file from the releases section extract the library, Under MQL5 folder in your MetaEditor, from there paste the MALE5 directory you extracted under the Include folder

You can also post bug reports and feature requests (only) in GitHub issues.

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