Build trading systems with automatic data scaling, 5 scaler types, and GPU support via OpenCL — all from MQL5.

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Features

5 scaler types

// Base
MaxMinScaler          scaler; 
RobustScaler          scaler; 
StandardizationScaler scaler; 

// With OpenCL (T = [uint or ulong])
MaxMinScalerCL<T>          scaler; 
StandardizationScalerCL<T> scaler; 

Matrix scaling

void OnStart()
{
  matrix mtx;
  mtx.Resize(16000, 16000);
  mtx.Random(0, 20.0);

  MaxMinScaler scaler;
  scaler.fit_transform(mtx, false);
}

Direct CSV scaling

#define FILE_NAME "TestScalerFiles\\file.csv"
void OnStart()
{
  MaxMinScaler scaler;
  Print(scaler.fit_transform_file(FILE_NAME, ',', FILE_COMMON, true));
}

GPU version via OpenCL (~4x faster)

// GPU
MaxMinScalerCL<uint> scalerGPU;
scalerGPU.fit_transform(matrix, false);
// Time: ~7,013,641 microseconds

// CPU (same dataset)
MaxMinScaler scalerCPU;
scalerCPU.fit_transform(matrix, false);
// Time: ~28,766,984 microseconds

Benchmark run on a 16,000 × 16,000 matrix using GPU AMD Radeon GPU Iceland.

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Quick Start

1. Install repository

See Instalation section.

2. Include the scaler in your script

// Relative rute (Only if the repo is located in Shared Projects and your project is also in Shared Projects)
#include "..\\ScalerByLeo\\Src\\ScalerBase.mqh" 

void OnStart()
{
  matrix data;
  data.Resize(100, 10);
  data.Random(0, 100.0);

  MaxMinScaler scaler;
  scaler.fit_transform(data, false); // true = by rows, false = by columns

  Print("Scaling complete. Sample value: ", data[0][0]);
}

3. Verify the installation

Run any script from the Test/ folder in the MetaTrader 5 Editor. If no errors appear in the log, you're all set.

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GPU version MaxMinScalerCL<T> - StandardizationScalerCL<T>

Same interface as MaxMinScaler - StandardizationScaler, with OpenCL acceleration.

Requires an OpenCL-compatible GPU with double. The available device is selected automatically.

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Repository Structure

ScalerByLeo/
├── Src/        # Scaler source code and OpenCL kernels
├── Test/       # Test scripts and benchmarks
└── Images/     # Repository banner

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Requirements

See the requirements.txt file.

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Installation

• Clone the git repository into shared projects via cmd.
• Contact me privately on MQL5 chats (user: nique_372) to be added as a collaborator with your MQL5 nickname (read-only access), which will make the repository automatically appear in your Shared Projects folder.
• Fork the repository.

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Disclaimer

Trading involves substantial risk of loss.

• This software is a technical tool, not financial advice
• Past performance does not guarantee future results
• You are solely responsible for your trading decisions
• Always test thoroughly before deploying with real capital
• Apply appropriate risk management at all times

The authors assume no liability for trading losses, system failures, or any damages arising from the use of this software.

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License

Read Full License

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Contact

• Platform: MQL5 Community
• Profile: https://www.mql5.com/es/users/nique_372/news

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Copyright © 2026 Nique-Leo.