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.
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Genetic Algorithms - It's Easy!
In this article the author talks about evolutionary calculations with the use of a personally developed genetic algorithm. He demonstrates the functioning of the algorithm, using examples, and provides practical recommendations for its usage.
MQL5: Analysis and Processing of Commodity Futures Trading Commission (CFTC) Reports in MetaTrader 5
In this article, we will develop a tool for CFTC report analysis. We will solve the following problem: to develop an indicator, that allows using the CFTC report data directly from the data files provided by Commission without an intermediate processing and conversion. Further, it can be used for the different purposes: to plot the data as an indicator, to proceed with the data in the other indicators, in the scripts for the automated analysis, in the Expert Advisors for the use in the trading strategies.
Practical Implementation of Digital Filters in MQL5 for Beginners
The idea of digital signal filtering has been widely discussed on forum topics about building trading systems. And it would be imprudent not to create a standard code of digital filters in MQL5. In this article the author describes the transformation of simple SMA indicator's code from his article "Custom Indicators in MQL5 for Newbies" into code of more complicated and universal digital filter. This article is a logical sequel to the previous article. It also tells how to replace text in code and how to correct programming errors.
The Price Histogram (Market Profile) and its implementation in MQL5
The Market Profile was developed by trully brilliant thinker Peter Steidlmayer. He suggested to use the alternative representation of information about "horizontal" and "vertical" market movements that leads to completely different set of models. He assumed that there is an underlying pulse of the market or a fundamental pattern called the cycle of equilibrium and disequilibrium. In this article I will consider Price Histogram — a simplified model of Market Profile, and will describe its implementation in MQL5.