LS T M Neural Network
Info
The LS T M Neural Network is a Library for MetaTrader 5 that attached are the include files for the lstm. The files included are:Gates - for the 4 gates used in an LSTMs.
Usage
This tool is typically used for enhancing chart analysis and decision making.
Platform
This Library works exclusively on MetaTrader 5 (both build 600+ and newer versions).
Setup
Place the downloaded file in MQL5/Libraries folder via File ? Open Data Folder in MetaTrader 5.
How to Install and Use LS T M Neural Network
1. Storage: Place library files in the MQL/Libraries directory to ensure they are accessible to your projects.
2. Implementation: Include the library in your code using the #import directive, ensuring you match the exact function names and parameters.
3. Compilation: Ensure the library is present in the directory before you compile your main EA or script, as the compiler links them during this phase.
4. Management: Keep libraries organized in sub-folders if you manage many custom functions to maintain a clean project structure.
Frequently Asked Questions
Q: What is a library file used for? A: Libraries store reusable code modules, allowing you to centralize common logic used by multiple EAs or indicators.
Q: Is a library executable? A: No, libraries are non-executable files containing functions; they must be imported into an EA, indicator, or script to function.
Q: Can I update a library while the platform is running? A: You should compile your EA or script after updating a library to ensure the latest code changes are integrated.
What this tool does
Attached are the include files for the LSTM.
Typical Use Case
This Library excels in automated trading and technical analysis on MetaTrader 5.
Compatible Platform & Setup
This Library works on MetaTrader 5. Place the file in the MQL5/Libraries folder and restart the terminal.
Description & Settings
Related: AS Q Neural Net Pure MQ L5 Neural Network Library - another powerful library for MetaTrader 5 traders.
Attached are the include files for the LSTM. The files included are:
Also recommended: ML P Neural Network Class - similar library with strong performance on MetaTrader 5.
Gates - for the 4 gates used in an LSTMs.
TimeStep - which combines the gates, and in practical usage would represent the time series bars.
LSTMNetwork - implementing the learning algorithms.
Also included is an example LSTMTest script using the Simple RPC indicator, also attached.
To create a new LSTM network, provide the constructor with number of patterns, number of inputs (predictors per timestep) and the number of timesteps, as shown below;
To teach the network, call the Learn function, providing it with the input array, the targets array, the learning error threshold, and the number of learning epochs as below;
After learning, the final error and epochs taken to converge can be acquired from the network as below;
To check a particular pattern against the network, the Calculate function is called, passing the candidate pattern into the function as a parameter as shown;
The Calculate function returns the output. This LSTM has a single output neuron.
If anyone finds bugs or has improvements or any suggestions, please be kind enough to share. Good luck.
You may also like: RB F Neural Network Class - excellent alternative for library users on MetaTrader 5.
⚠ Limitations & Risk Warning
- This tool is provided for educational and testing purposes only.
- Past performance does not guarantee future results.
- Trading involves substantial risk of loss. Use on a demo account first.
- Results may vary depending on market conditions, broker, and settings.
- We recommend thorough backtesting and forward testing before using with real funds.