darashikoh/mql5
1
0
포크 0
코드 이슈 풀 리퀘스트 Projects 릴리즈 Packages 위키 활동 Actions

WIP-ERMT-Recovery of lost files - 18082025 #1

병합됨
darashikoh 님이 ERMT-ML 에서 main 로 5 커밋을 2025-08-19 17:28:48 +00:00 병합함
대화 1 커밋 5 파일 변경 567 +499293 -27
darashikoh 코멘트함, 2025-08-16 18:38:26 +00:00
소유자
Copy link

Using VS code for mql repositories deleted files from the main and copied all necessary base folders to ERMT-ML. This is a merge and should be the noew working head.

Using VS code for mql repositories deleted files from the main and copied all necessary base folders to ERMT-ML. This is a merge and should be the noew working head. 
Tick Caching System: Circular buffer for batch processing ticks
Millisecond Timer: Configurable tick processing interval (default 1ms)
Pre-calculated Symbol Data: All symbol specifications cached for instant access
Lock-free Data Structures: Atomic operations for concurrent access

2. Machine Learning Integration

ML Prediction Engine: Adaptive entry signal enhancement
Deep Neural Network Support: Optional deep learning for complex patterns
Real-time Model Updates: Continuous learning from trade outcomes
Confidence-based Position Sizing: ML confidence affects position size

3. Advanced Risk Analytics

Value at Risk (VaR): Real-time portfolio VaR calculation
Conditional VaR (CVaR): Tail risk measurement
Correlation Matrix: Dynamic correlation tracking across all positions
Portfolio Beta: Market exposure measurement
Stress Testing: Automated portfolio stress scenarios

4. Smart Order Execution

Adaptive Execution Algorithms: TWAP, VWAP, and custom algos
Iceberg Orders: Hide large order size from market
Smart Order Routing: Optimize execution across liquidity pools
Slippage Reduction: Predictive models to minimize slippage
Execution Quality Tracking: Real-time metrics on fill quality

5. Order Flow Analysis

Volume Profile Analysis: Identify key liquidity levels
Institutional Flow Detection: Spot large block trades
Flow Imbalance Signals: Order flow momentum indicators
Liquidity Scoring: Real-time liquidity assessment per symbol

6. Portfolio Optimization

Markowitz Optimization: Efficient frontier calculations
Dynamic Rebalancing: Automatic weight adjustments
Correlation-based Risk Limits: Prevent over-correlation
Multi-Asset Support: Handle 50+ symbols simultaneously

7. Institutional Reporting

FIX Protocol Ready: Gateway ID support for institutional connectivity
Performance Attribution: Detailed P&L breakdown
Regulatory Compliance: Audit trail and reporting
Real-time Analytics: Sub-second performance updates

8. Performance Optimizations

Memory Pool Allocation: Pre-allocated memory for speed
Batch Position Updates: Process all positions in one pass
Optimized Data Structures: Cache-friendly memory layout
Minimal Logging: Reduced I/O in production mode
darashikoh closed this pull request 2025-08-16 18:41:46 +00:00
darashikoh reopened this pull request 2025-08-19 17:17:07 +00:00
darashikoh 검토됨 2025-08-19 17:28:25 +00:00
darashikoh left a comment
Copy link

Review complete.

ERMT-ML, which became the working branch by mistake in VS Code by repo confusiuon ertc anad which led to all main folders being deleted from local and remote main branch - > merge into main branch

ERMT 6.6 - previous. working code but did not account well for more than one external trade
ERMT 7.0-7.1 Trying to fix multi-trade detection and management, external and internal - does not compile yet as modules are being updated
ERMT 8.0 - Entirely new ML-based ultra-low latency model

Review complete. ERMT-ML, which became the working branch by mistake in VS Code by repo confusiuon ertc anad which led to all main folders being deleted from local and remote main branch - > merge into main branch ERMT 6.6 - previous. working code but did not account well for more than one external trade ERMT 7.0-7.1 Trying to fix multi-trade detection and management, external and internal - does not compile yet as modules are being updated ERMT 8.0 - Entirely new ML-based ultra-low latency model
darashikoh 삭제된 브랜치 ERMT-ML 2025-08-19 17:29:26 +00:00
로그인하여 이 대화에 참여하세요.
리뷰어
No reviewers
레이블
레이블 초기화
No items
레이블 없음
마일스톤
마일스톤 초기화
No items
마일스톤 없음
Projects
Clear projects
No items
프로젝트 없음
담당자
담당자 초기화
담당자 없음
참가자 1명
알림
마감일
기한이 올바르지 않거나 범위를 벗어났습니다. "yyyy-mm-dd"형식을 사용해주십시오.

마감일이 설정되지 않았습니다.

전제조건

전제조건이 설정되지 않았습니다.

Reference
darashikoh/mql5!1
No description provided.