AI Trading System Achieves 52.6% Win Rate Using Advanced Wave Analysis and Multi-Task Learning
Summary
Researchers develop AI trading system using advanced wave analysis and multi-task learning that achieves 52.6% win rate on EURUSD testing, processing market data through three modules to separate frequency components and analyze temporal patterns with 1.45 profit factor across 19 trades.
Key Points
- Researchers complete implementation of the Multitask-Stockformer framework in MQL5, combining discrete wavelet transformation with multi-task attention mechanisms for financial time series analysis and trading decisions
- The system processes market data through three core modules: time series decomposition separating high and low frequency components, dual-frequency spatio-temporal encoder analyzing temporal dependencies, and fusion decoder integrating both frequency streams
- Testing on EURUSD H1 historical data shows the trained model executes 19 trades with 52.6% win rate and 1.45 profit factor, demonstrating potential effectiveness while requiring more comprehensive validation before live trading deployment