DeepRL AI Frontier

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DeepRL AI Frontier v1.00

Deep Reinforcement Learning-Based Trading Algorithm.

Overview

DeepRL AI Frontier framework was initially developed for institutional use, due to its advanced AI-driven framework and the ability to adapt to complex market dynamics , designed to meet the high-performance standards required by professional traders. It leverages cutting-edge AI-powered quantitative research, ensuring that its strategies are based on robust data analysis, advanced algorithms, and real-time market adaptation. The AI-driven model continuously learns and refines its strategies through deep reinforcement learning, enabling it to adapt to evolving market conditions and make highly informed trading decisions.

By incorporating institutional-level research and AI technology, this EA offers a level of sophistication that is typically reserved for professional and institutional traders, providing retail traders with a powerful tool to navigate the complexities of the financial markets. Whether you're managing a significant portfolio or simply looking to implement advanced strategies, this EA brings institutional-grade performance to your trading.

By Leveraging Deep Reinforcement Learning (DRL) algorithms such as DQN, A2C, and PPO, DeepRL AI Frontier is capable of processing vast amounts of data and executing trades with precision, making it ideal for high-frequency, high-volume institutional strategies. The robust risk management system, combined with customizable settings and real-time AI predictions, ensures that institutional traders can maintain strict control over risk exposure while optimizing profitability. Furthermore, the need for a hedging account, ECN or DMA execution, and low-latency trade execution ensures that the EA can meet the high-performance requirements typically demanded in institutional trading environments.

DeepRL AI Frontier is structured with a long-term focus, ensuring that it prioritizes capital preservation and steady, consistent growth. Through the use of cutting-edge Reinforcement Learning algorithms (DQN, A2C, and PPO), the EA continuously refines its trading model, optimizing it for sustainable, long-term performance.

DeepRL AI Frontier Expert Advisor (EA) for CHF/JPY on the 15-minute (M15) timeframe combines advanced AI-powered decision-making with long-term market adaptation to deliver a sustainable trading strategy. While it is designed to work in real-time with high-frequency decision-making, its true strength lies in its ability to learn and adapt to market conditions over the long term, providing a robust approach that grows with the market, minimizes risk, and maximizes profitability over time.

The EA incorporates an extended set of features derived from market dynamics ,price data and lagged indicators such as RSI, MACD, Bollinger Bands, and more, allowing the model to understand previous market conditions and forecast future movements more effectively.

Key Features

• Deep Reinforcement Learning Models: Uses state-of-the-art RL algorithms (such as DQN, PPO, or A3C) to optimize trading decisions based on both historical data and real-time feedback.
• Optimized for CHF/JPY & M15 Timeframe: The EA is specifically tuned to operate on the CHF/JPY pair and the 15-minute timeframe, offering a focused approach for AI-Powered Agent trading. 
• Enhanced Feature Engineering: Introduces an extended set of features, including lagged values of key technical indicators (RSI, MACD, Bollinger Bands, etc.) to improve the model’s ability to recognize patterns and predict market movements.

• Lagged Technical Indicators: Incorporates multiple lagged values of major indicators such as:
• RSI (Relative Strength Index): Helps assess overbought or oversold conditions over different look-back periods.
• MACD (Moving Average Convergence Divergence): Used to capture momentum and trend changes by looking at previous MACD values.
• Bollinger Bands: Analyses price volatility and identifies potential breakout or breakdown points based on past data.
• Stochastic Oscillator & Other Indicators: Offers insights into momentum shifts and potential reversal points.

• Real-Time Decision-Making: The EA makes buy and sell decisions in real-time based entirely on the AI predictions derived from the Reinforcement learning generated actions.

• Comprehensive Risk Management: Includes an advanced risk management system to protect capital and optimize profitability, ensuring sustainable performance over time.

• Long-Term Performance Focus:
• The EA is designed with a long-term vision in mind. Rather than focusing on quick, speculative trades, it uses AI-driven predictions and advanced risk management to ensure steady growth and capital preservation over extended periods.
• The reinforcement learning model continuously adapts to changing market conditions, learning from past trades and refining its strategies for optimal long-term returns.

• AI-Powered Trading: Utilizes deep reinforcement learning to continually optimize trading decisions based on real-time market feedback.
• Adaptability: The EA adjusts to changing market conditions, learning from each tick to improve its performance over time.
• Automated Trading: Fully automated execution means less time spent analysing charts and more focus on optimizing overall portfolio performance.
• Risk Management Mechanism:(Fully customizable to meet user-specific needs and risk tolerance) Includes integrated controls for managing stop-loss, drawdowns, take-profit levels, and other risk factors, aimed at minimizing potential losses while securing profits and optimizing overall risk exposure.

Risk Management Framework

The EA is equipped with an advanced risk management system designed to protect capital while optimizing profitability. It operates through a set of dynamic risk controls, which help ensure the EA stays within safe risk boundaries.

• Daily Drawdown Threshold:(Default:5%)The system imposes a maximum daily loss threshold, limiting the total allowable loss in a single day. Once this threshold is breached, trading for the day is automatically suspended, preventing further losses.
• Daily Loss Threshold: (Default:1%) A specific percentage loss per day, once hit, triggers the automatic halting of trading activities for the remainder of the day, ensuring that your account balance is not eroded further.
• Account Drawdown Limit: (Default:10%)  This measure defines the maximum allowable loss over a period(reset daily or at the start of a new session). If the account experiences a drawdown greater than this limit, trading will stop to safeguard against deeper losses.
• Daily Profit-Taking Amount: (Default:10)  To lock in profits and avoid the risk of giving back gains, the EA automatically takes profit once a predetermined profit target is achieved. This ensures that you secure profits before market conditions change. Once hit, triggers the automatic halting of trading activities for the remainder of the day.
• Accumulated Take Profit (Default 500).
• Minimum Free Margin Limit(Default 1000): Set a minimum free margin limit; once reached, trading will be paused.
• Liquidate at margin Limit(Default: Disabled): Liquidate positions at margin limit.
• Overnight Position: (Default: Enabled) Specify whether to liquidate positions at the end of the trading day.
• Allocated Trade-able balance: (Default:100%)  option allows traders to designate a specific portion of their total account balance for trading.
• Lot-Size:  (Default:0.01)  By adjusting the lot size, traders can control the level of exposure in the market.

• Dynamic Risk Management: Together, these risk controls ensure that the EA stays disciplined, capital is protected, and profitability remains sustainable over time, even in volatile market conditions.

• Balancing Exploration and Exploitation: In reinforcement learning (RL), the agent is continually learning from its environment and making decisions based on past experiences. If the risk management rules are too restrictive, they can limit the agent’s ability to explore high-risk, high-reward opportunities. This could result in a more conservative trading strategy that sacrifices some profit potential to minimize losses.

• Risk Control vs. Profit Maximization: Strict risk management rules, such as position sizing, stop-loss limits, or drawdown restrictions, are designed to protect the account from significant losses. While these rules can reduce the potential for large gains in certain high-risk situations, they prevent catastrophic losses that could otherwise wipe out the account.

• Sustainability: On the positive side, strict risk management ensures the longevity of the trading strategy by preventing large drawdowns. Over time, a consistent, controlled approach might outperform a highly volatile strategy, even if the latter shows higher profits in the short term.

How It Works

First, you must allow access to the following server URLs in the MetaTrader 5 options screen under Expert Advisors for the EA to communicate with the AI server:

1. https://server.deeprlai.io/api
2. https://server.deeprlai.io/api/auth

To enable this, follow these steps:

1. Open MetaTrader 5.
2. Go to Tools > Options.
3. In the Options window, navigate to the Expert Advisors tab.
4. Ensure that you allow WebRequest for listed URL is checked.
5. Add the AI server URLs provided in the list of allowed URLs.

In order for the Expert Advisor (EA) to interact with the AI server and validate the source of the requests, a unique token must be issued. This prevents unauthorized access and reduce the risk of server overload. To obtain this token , you are required to provide an email address. You can enter your email either directly in the EA inputs or through the EA GUI under the User Email field.

Once you provide your email, an email confirmation will be sent to verify your email address. You must confirm the email to complete the token generation process. This token is essential for the EA to communicate with the AI server and receive real-time trading signals.

Execution:

• Market Data & Feature Engineering: The EA collects real-time CHF/JPY price data ,market dynamics related data and feeds it into the deep reinforcement learning server to generate features and lagged technical indicators that feed into Reinforcement learning model.

• AI-Driven Decision-Making: Using Deep Reinforcement Learning, The AI server processes the input data and continuously refines the trading model over time. Using reinforcement learning algorithms, the server makes the optimal decision (buy or sell) based on past experiences, market conditions, the learned relationships between price dynamics and technical indicators as well as long-term learning.

•  Real-Time Trade Execution: Once the AI server determines the optimal action the EA executes trades in real-time, adhering to its integrated risk management rules (daily drawdown, profit-taking, etc.).

• Continuous Learning: The reinforcement learning system is designed to continuously learn and adapt, improving its trading strategies over time. The AI server refines its decision-making capabilities as it processes more market data, leading to improved performance in the long term.

Requirements for Usage

• MetaTrader 5 (MT5) Platform: This EA is designed exclusively for use on the MetaTrader 5 (MT5) platform. 

• Currency Pair: CHF/JPY. 

•  Timeframe: Specifically designed for the 15-minute (M15) timeframe. The EA will not function properly on other timeframes. 

• Minimum Account Balance: As the AI system and algorithms behind this EA are  specifically designed for institutional-grade trading and scale, it is highly recommended to maintain an adequate balance to ensure optimal performance and to avoid margin-related issues. This balance helps manage risk and ensures smoother operation of the trading strategy. It ensures that there is sufficient capital to handle the trading strategies employed by the EA, which are designed for more substantial market exposure and long-term sustainability. A larger account balance also helps to accommodate potential drawdowns and margin requirements, providing a buffer for the adaptive AI model to execute its strategies effectively without undue risk of liquidation. It is recommended to maintain this minimum balance to align with the intended risk management framework and maximize the EA's performance potential.

• A minimum Account Balance of 3K is required to run the Expert Advisor.

• A minimum free margin of $1,000 (or equivalent) is required to run the Expert Advisor (EA) effectively. This free margin acts as a buffer to ensure that there is enough capital available to cover open positions
   
• Broker Requirements:

For optimal performance, the EA is best suited for brokers offering DMA (Direct Market Access), Prime Broker, or ECN (Electronic Communication Network) accounts. These account types ensure direct access to the interbank market, provide low-latency execution, and support deep liquidity, which is crucial for executing trades efficiently and with minimal slippage.

Prime brokers typically offer institutional-grade services, including compet tive spreads, low-cost execution, and access to large liquidity pools, making them ideal for high-performance trading strategies.

ECN brokers provide similar advantages by connecting traders directly to the market, ensuring tighter spreads and faster order execution.

• Tighter Spreads: The broker should provide tight spreads for CHF/JPY to ensure that the costs of trading remain minimal. Tighter spreads improve the EA’s overall profitability by reducing transaction costs, especially during high-frequency or scalping trades.

• Low Latency & Fast Execution: The EA’s performance depends on low-latency execution, ensuring that trades are placed quickly and accurately in line with AI-driven predictions. Brokers with fast order execution minimize delays and slippage, ensuring timely market entry and exit.

• Deep Liquidity: Access to deep liquidity allows the EA to execute trades without significant price impact, which is essential for long-term strategies that rely on high accuracy and stable execution.

• Hedging Account Type: The EA requires a hedging account type, as netting accounts are not supported. Hedging allows the EA to open multiple positions on the same currency pair without offsetting them, which is crucial for strategies that require precise trade management and multiple open positions.

• Asset Classes: CHF/JPY pair (other pairs are not supported). 

• Timeframes: Exclusively for the 15-minute timeframe (M15). The EA will not function on other timeframes.

• Risk Management Settings: Users are advised to configure appropriate risk settings, including stop-loss, take-profit, and maximum drawdown levels.(See Risk Management Framework section for the full list of the risk parameters)

• User-Defined Settings: Users can choose the suitable RL algorithm, decide whether to incorporate technical analysis, and customize other user-defined settings:

• Technical Indicators as Features:(applied by default) Choose whether or not to use technical indicators (RSI, MACD, Bollinger Bands, etc.) as features for the DRL model. You can enable or disable these indicators depending on your preference for a pure AI-driven model or a hybrid model that incorporates traditional technical analysis.

• RL Algorithm Selection: Select from SOTA Reinforcement Learning (RL) algorithms, including Deep Q-Network (DQN), A2C (Advantage Actor-Critic), or PPO (Proximal Policy Optimization). Each algorithm has its strengths, so you can tailor the approach to your risk tolerance and market conditions:(Default:a2c)
• DQN: Best for discrete action spaces and simpler models.
• A2C: Efficient for continuous action spaces and more dynamic trading environments.
• PPO: Known for stability and robustness, great for environments with high volatility.

• Trading Hours: Define the trading hours for the EA. You can set the EA to trade only during specific hours or sessions.(Default:8:00-23:59 Trading Server Time)

• Trade Frequency: The EA allows you to adjust the trade frequency to match your preferred trading style (The choices are: 1 trade every 15 minutes, every 30 minutes, every 45 minutes, or every hour.).(Default:15 Minutes)

• Overnight Position: Holding a position open overnight.(applied by default)


• Internet Connection: A stable, low-latency internet connection is required to ensure timely order execution. For optimal performance and uninterrupted operation of the Expert Advisor (EA), using a VPS is highly recommended.

• Hardware Requirements: Since most of the work is handled by the AI server, there is no need for specific hardware resources, except for a stable internet connection , adequate local processing power and sufficient storage space for logs.

• RAM: Minimum 4GB of RAM. 
• CPU: A modern multi-core processor for fast data processing.
• Broker Data Feed: High-quality, low-latency market data for accurate predictions and decision-making.
• 500GB - 1TB of HDD or SSD.

Performance Reports and Back-test results(Simulated Trading)

• MetaTrader5 Strategy Tester Reports can be found in the screenshots: 
• 2 Years - 2022.01.18 - 2024-12.04
• YTD - 2024-01-01  - 2024-12-03 

• For institutional-grade backtest results and performance reports generated for AI research purposes, please refer to deeprlai.io.

Additional Notes

• Demo Testing: It is highly recommended to test the Expert Advisor (EA) on a demo account for a minimum of 1 month before going live. This testing period allows you to assess the EA’s performance in real-market conditions, fine-tune settings(if needed), and ensure that the strategy aligns with the trading environment provided by your broker.


• Market Conditions: The EA adapts to various market conditions, but performance may vary depending on the volatility of the CHF/JPY pair and global economic events.

• Please note that the EA's predictions are handled by a dedicated AI server, as the EA relies entirely on the AI server.

• Please be aware that the Strategy Tester of the Expert Advisor (EA) does not support the necessary API requests to interact with the AI server nor does it support the OnTimer function. As a result, the OnTick function has been utilized as an alternative to facilitate the required interactions during testing. In order to facilitate the demo version for testing purposes, an AI-server-generated actions list has been provided to the tester, which allows it to receive actions during the testing period. The actions list is valid for testing from January 17, 2022, until December 5, 2024.

• Maintaining and running the AI server incurs significant operational costs, making the demo version not feasible at this time.


• The AI-driven model requires consistent operation for at least 6 months before you should assess its overall performance. Short-term performance evaluations may not accurately reflect the EA's long-term potential. Long-term data accumulation allows the model to optimize its strategies for more reliable and consistent results over time.

• The RL models on the AI server will be continuously fine-tuned and retrained in an effort to improve performance over time.

Disclaimer:

• Past performance is not indicative of future results. While the EA is designed to adapt and improve over time, there is no guarantee of consistent profitability.

• Users should always perform extensive testing of the EA in simulated or demo environments before using the EA in a live trading environment.

• The EA is provided "as-is," and the developer is not responsible for any losses incurred while using the system.

• Actual market conditions, broker execution speeds ,latency and limitations, account size, applied risk management rules, user defined parameters,  transaction costs, slippage, spreads, network and Hardware, Internet connection speed, liquidity constraints , servers downtime, and other external factors, all of which can impact the performance of the EA in live trading.

• The AI server is hosted on a reliable hosting/cloud provider; however, any technical issues or downtime related to the server are beyond the control of the Expert Advisor (EA) and may affect its performance.