LSTM Ensemble

LSTM Ensemble

LSTM Ensemble is a professional trading expert built on an ensemble of 12 independent LSTM models, each of which represents a separate trading strategy. Instead of a single “ideal” model trained using the classic 80/20 scheme, the expert uses a collective decision approach, where the final trading signal is formed based on the consensus of multiple neural networks

Key idea: an ensemble instead of a single model

The traditional approach to training neural networks in trading is: one model → one training → one opinion about the market. Even with careful data splitting (80% training / 20% testing), such a model inevitably adapts to a specific historical period. The market changes — and the model starts to make mistakes.

LSTM Ensemble solves this problem in a fundamentally different way. 

How it works? The expert uses 12 LSTM models. Each model 1) is trained independently on its own historical fold, 2) views the market from a different angle, and 3) has its own strengths and weaknesses.

The final trading decision is the aggregated result of the entire ensemble, not the opinion of a single network.

Why an ensemble may be more stable than 80/20 training

The main advantage of an ensemble is robustness.

• An error in one model does not determine the final signal
• Local overfitting effects are smoothed out
• Random market anomalies do not lead to sharp drawdowns
• The expert adapts better to changes in market phases

This makes the strategy more predictable, stable, and resilient in real trading, not just in the strategy tester.

Main timeframe: H6 >> An optimal balance between market noise and signal lag.

The expert regularly reassesses market conditions and updates decisions as new data arrives. 

Multi-currency mode: simultaneous trading on 6 currency pairs.

Input parameters

=== Advanced Settings ===
Max positions per symbol – Maximum number of positions per symbol.
Range between positions (points) – Minimum distance between additional positions.
Risk per trade (%) – Risk per trade as a percentage of the deposit (automatic lot calculation).
Spread max – Maximum allowed spread for market entry.
Suffix for symbols – Broker symbol suffix (e.g., .m, _i).

=== Standard Settings ===
Comment — Order comment
Magic number — Unique trade identifier
Take profit (points) — Fixed TP
Stop loss (points) — Fixed SL
Trailing stop (points) — Trailing stop (0 — disabled)

=== Misc ===
Draw font color / size — Visual settings
Log messages (min) — How often to print messages to the event log (minutes).
Multi mode — Multi-currency mode (recommended true)

=== Your Symbols ===
Enable or disable trading for each of the 6 available symbols — you can keep only the markets you consider suitable.