Neural network trading EA based on PatchTST

The brief

Researchers have developed a neural network trading Expert Advisor (EA) based on PatchTST, a tailored transformer for financial time series analysis. PatchTST breaks down market data into 16-bar patches for efficient processing. The trading robot, implemented in MQL5, utilizes the PatchTST architecture for analysis. The development aims to improve the efficiency of financial time series analysis and trading decisions. The implementation covers mathematical foundations and practical aspects of the trading robot.