darashikoh/mql5
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WIP-ERMT-Recovery of lost files - 18082025 #1

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darashikoh 于2025-08-19 17:28:48 +00:00将5次代码提交从ERMT-ML 合并至main
对话 1 提交 5 文件更改 567 +499293 -27
darashikoh 评论于2025-08-16 18:38:26 +00:00
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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 关闭了此合并请求 2025-08-16 18:41:46 +00:00
darashikoh 重新打开了此合并请求 2025-08-19 17:17:07 +00:00
darashikoh 完成评审 2025-08-19 17:28:25 +00:00
darashikoh 留下了一条评论
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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 删除了分支ERMT-ML 2025-08-19 17:29:26 +00:00
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