Articles on data analysis and statistics in MQL5
Articles on mathematical models and laws of probability are interesting for many traders. Mathematics is the basis of technical indicators, and statistics is required to analyze trading results and develop strategies.
Read about the fuzzy logic, digital filters, market profile, Kohonen maps, neural gas and many other tools that can be used for trading.
Add a new article
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
MQL5 Trading Tools (Part 27): Rendering Parametric Butterfly Curve on Canvas
In this article, we explore the butterfly curve, a parametric mathematical equation, and render it visually on a MQL5 canvas. We build an interactive display with a draggable, resizable canvas window, supersampled curve rendering, gradient backgrounds, and a color-segmented legend. By the end, we have a fully functional visual tool that plots the butterfly curve directly on the MetaTrader 5 chart.
MetaTrader 5 Machine Learning Blueprint (Part 13): Implementing Bet Sizing in MQL5
We build a production MQL5 bet‑sizing toolkit: utilities, snippets, and user‑level functions that mirror the Python originals. The methods cover probability‑to‑size mapping with overlap correction, dynamic forecast‑price sizing (calibrated sigmoid/power with limit price), occupancy‑based budgeting, and mixture‑model reserve sizing (EF3M). The result is a signed [−1, ..., 1] position plus diagnostics you can plug directly into order logic.
MQL5 Trading Tools (Part 28): Filling Sweep Polygons for Butterfly Curve in MQL5
We expand the capabilities of the MetaTrader 5 butterfly curve canvas by adding multi-layered wing fills, vein lines, scale dots, and a full body (abdomen, thorax, head, eyes, antennae). This article implements polygon fills with vertical and radial gradients, as well as filled circles and ellipses, all using supersampling antialiasing. You will also receive reusable MQL5 helper functions and a rendering order that transforms a simple curve into a customizable, detailed chart illustration.
Deterministic Oscillatory Search (DOS)
Deterministic Oscillatory Search (DOS) algorithm is an innovative global optimization method that combines the advantages of gradient and swarm algorithms without the use of random numbers. The fitness oscillation and slope mechanism allows DOS to explore complex search spaces in a deterministic manner.
CAPM Model Indicator for the Forex Market
Adaptation of the classical CAPM model for the Forex currency market in MQL5. The indicator calculates expected return and risk premium based on historical volatility. The indicators rise at peaks and bottoms, reflecting the fundamental principles of pricing. Practical application for counter-trend and trend-following strategies, taking into account the dynamics of the risk-reward ratio in real time. The article includes mathematical apparatus and technical implementation.