The repo hosts Bag-of-SFA-Symbols classifier from scratch in pure MQL5, turning price windows into words and bags of words into a regime classifier. Benchmarked against Dynamic Time Warping on BTCUSD, the BOSS ensemble wins on clean accuracy and runs about twenty times faster.
- MQL5 100%
| Include/BOSS | ||
| Indicators/BOSS | ||
| Scripts/BOSS | ||