Articles on data analysis and statistics in MQL4

The article deals with evaluating the performance of Signals Providers. We offer several additional parameters highlighting signal trading results from a slightly different angle than in traditional approaches. The concepts of the proper management and perfect deal are described. We also dwell on the optimal selection using the obtained results and compiling the portfolio of multiple signal sources.

Tutorial to build a Binary Options strategy an test it in Strategy-Tester of MetaTrader 4 with Binary-Options-Strategy-Tester utility from marketplace.

The article reveals the portfolio trading principles and their application to Forex market. A few simple mathematical portfolio arrangement models are considered. The article contains examples of practical implementation of the portfolio trading in MetaTrader 4: portfolio indicator and Expert Advisor for semi-automated trading. The elements of trading strategies, as well as their advantages and pitfalls are described.

Article explains how to read testing reports and to interpret the obtained results properly.

This article shows you how to easily use Neural Networks in your MQL4 code taking advantage of best freely available artificial neural network library (FANN) employing multiple neural networks in your code.

This article is a continuation of previous articles on deep neural network and predictor selection. Here we will cover features of a neural network initiated by Stacked RBM, and its implementation in the "darch" package.

In this article, we test the statistical properties of the Labouchere money management system. It is considered to be a less aggressive kind of Martingale, since bets are not doubled, but are raised by a certain amount instead.

The article deals with examples of applying fuzzy set theory in trading by means of MQL4. The use of FuzzyNet library for MQL4 in the development of an indicator and an Expert Advisor is described as well.

Many programs of technical analysis allow to test trading strategies on history data. In the most cases, the testing is conducted on already completed data without any attempts to model the trends within a price bar. It was made quickly, but not precisely

It is essential to detect whether a market is flat or not for many strategies. Using the well known ADX we demonstrate how we can use the Strategy Tester not only to optimize this indicator for our specific purpose, but as well we can decide whether this indicator will meet our needs and get to know the average range of the flat and trend markets which might be quite important to determine stops and targets of the markets.

The article compares the time and results of Expert Advisors' optimization using genetic algorithms and those obtained by simple search.

Genetic (evolutionary) algorithms are used for optimization purposes. An example of such purpose can be neuronet learning, i.e., selection of such weight values that allow reaching the minimum error. At this, the genetic algorithm is based on the random search method.

The article gives formulas and the calculation order for data shown in the Tester report.

There is no trouble finding the Holy Grail of testing, it is however much more difficult to get rid of it. This article addresses the selection of the Expert Advisor operating parameters with automated group processing of optimisation and testing results upon maximum utilisation of the Terminal performance capabilities and minimum end user load.

The article demonstrates the capabilities and potential of a well-known mathematical method coupled with visual thinking and an "out of the box" market outlook. On the one hand, it serves to attract the attention of a wide audience as it can get the creative minds to reconsider the trading paradigm as such. And on the other, it can give rise to alternative developments and program code implementations regarding a wide range of tools for analysis and forecasting.

The article deals with convenient and efficient methods of information storage and viewing. Alternatives to the terminal standard log file and the Comment() function are considered here.

Is it possible to predict the behavior of the market for a short upcoming interval of time, based on the recurring tendencies of candle directions, at specific times throughout the day? That is, If such an occurrence is found in the first place. This question has probably arisen in the mind of every trader. The purpose of this article is to attempt to predict the behavior of the market, based on the statistical recurrences of candle directions during specific intervals of time.

In this article we will check the well-known statement that "The whole day trading depends on how the Asian session is traded".

The article is concerned with the problem of re-counting of the indicator value in the MetaTrader 4 Client Terminal when the null bar changes. It outlines general idea of how to add to the indicator code some extra program items that allow to restore program code saved before multiple re-counting.

One-Minute Data Modelling Quality Rating

Trading is, first of all, a calculus of probabilities. The proverb about idleness being an engine for progress reveals us the reason why all those indicators and trading systems have been developed. It comes that the major of newcomers in trading study "ready-made" trading theories. But, as luck would have it, there are some more undiscovered market secrets, and tools used in analyzing of price movements exist, basically, as those unrealized technical indicators or math and stat packages. Thanks awfully to Bill Williams for his contribution to the market movements theory. Though, perhaps, it's too early to rest on oars.

25 to 30% of all crashlogs received from users appear due to errors occurring when functions imported from custom dlls are executed.