We will move from the first step through the end to completely form the Deep Neural Network. Besides, using MQL4 you can create your own technical indicators (custom indicators), scripts and libraries.In this article, I will introduce to you a Deep Neural Network implemented in the MQL language with its different activation functions, such as the hyperbolic tangent function for the hidden layers and the Softmax function for the output layer. Using this language, you can create your own Expert Advisors that make trading management automated and are perfectly suitable for implementing your own trading strategies. Based on their long experience in the creation of online trading platforms.
Unlike Expert Advisors, scripts do not process any actions, except for the start event (this requires the OnStart handler function in a script). Script is a program intended for a single execution of some actions. Like built-in indicators, they cannot trade automatically and are intended for implementing of analytical functions only.Custom indicators are stored in terminal_directory \MQL4\Indicators Custom Indicator is a technical indicator written independently in addition to those already integrated into the client terminal.
Include File is a source text of the most frequently used blocks of custom programs. Libraries cannot start executing by themselves.Libraries are stored in terminal_directory\MQL4\Libraries Library is a set of custom functions intended for storing and distributing frequently used blocks of custom programs.
Another place to store include files is terminal_directory\MQL4\Include, in this case the #include directive is used with angle brackets. The use of included files is more preferable than the use of libraries because of additional burden occurring at calling library functions.Include files can be stored in the same directory as a source file - in this case the #include directive with double quotes is used.
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