Developing a Replay System — Market simulation (Part 13): Birth of the SIMULATOR (III)
Here we will simplify a few elements related to the work in the next article. I'll also explain how you can visualize what the simulator generates in terms of randomness.
Developing a Replay System — Market simulation (Part 12): Birth of the SIMULATOR (II)
Developing a simulator can be much more interesting than it seems. Today we'll take a few more steps in this direction because things are getting more interesting.
Developing a Replay System — Market simulation (Part 11): Birth of the SIMULATOR (I)
In order to use the data that forms the bars, we must abandon replay and start developing a simulator. We will use 1 minute bars because they offer the least amount of difficulty.
Developing a Replay System — Market simulation (Part 10): Using only real data for Replay
Here we will look at how we can use more reliable data (traded ticks) in the replay system without worrying about whether it is adjusted or not.
Developing a Replay System — Market simulation (Part 09): Custom events
Here we'll see how custom events are triggered and how the indicator reports the state of the replay/simulation service.
Permuting price bars in MQL5
In this article we present an algorithm for permuting price bars and detail how permutation tests can be used to recognize instances where strategy performance has been fabricated to deceive potential buyers of Expert Advisors.
Developing a Replay System — Market simulation (Part 08): Locking the indicator
In this article, we will look at how to lock the indicator while simply using the MQL5 language, and we will do it in a very interesting and amazing way.
Developing a Replay System — Market simulation (Part 07): First improvements (II)
In the previous article, we made some fixes and added tests to our replication system to ensure the best possible stability. We also started creating and using a configuration file for this system.
Estimate future performance with confidence intervals
In this article we delve into the application of boostrapping techniques as a means to estimate the future performance of an automated strategy.
Developing a Replay System — Market simulation (Part 06): First improvements (I)
In this article, we will begin to stabilize the entire system, without which we might not be able to proceed to the next steps.
Category Theory in MQL5 (Part 18): Naturality Square
This article continues our series into category theory by introducing natural transformations, a key pillar within the subject. We look at the seemingly complex definition, then delve into examples and applications with this series’ ‘bread and butter’; volatility forecasting.
Monte Carlo Permutation Tests in MetaTrader 5
In this article we take a look at how we can conduct permutation tests based on shuffled tick data on any expert advisor using only Metatrader 5.
Developing a Replay System — Market simulation (Part 05): Adding Previews
We have managed to develop a way to implement the market replay system in a realistic and accessible way. Now let's continue our project and add data to improve the replay behavior.
Testing different Moving Average types to see how insightful they are
We all know the importance of the Moving Average indicator for a lot of traders. There are other Moving average types that can be useful in trading, we will identify these types in this article and make a simple comparison between each one of them and the most popular simple Moving average type to see which one can show the best results.
Category Theory in MQL5 (Part 16): Functors with Multi-Layer Perceptrons
This article, the 16th in our series, continues with a look at Functors and how they can be implemented using artificial neural networks. We depart from our approach so far in the series, that has involved forecasting volatility and try to implement a custom signal class for setting position entry and exit signals.
Developing a Replay System — Market simulation (Part 04): adjusting the settings (II)
Let's continue creating the system and controls. Without the ability to control the service, it is difficult to move forward and improve the system.
Trading strategy based on the improved Doji candlestick pattern recognition indicator
The metabar-based indicator detected more candles than the conventional one. Let's check if this provides real benefit in the automated trading.
Category Theory in MQL5 (Part 15) : Functors with Graphs
This article on Category Theory implementation in MQL5, continues the series by looking at Functors but this time as a bridge between Graphs and a set. We revisit calendar data, and despite its limitations in Strategy Tester use, make the case using functors in forecasting volatility with the help of correlation.
Category Theory in MQL5 (Part 14): Functors with Linear-Orders
This article which is part of a broader series on Category Theory implementation in MQL5, delves into Functors. We examine how a Linear Order can be mapped to a set, thanks to Functors; by considering two sets of data that one would typically dismiss as having any connection.
Developing a Replay System — Market simulation (Part 03): Adjusting the settings (I)
Let's start by clarifying the current situation, because we didn't start in the best way. If we don't do it now, we'll be in trouble soon.
Category Theory in MQL5 (Part 13): Calendar Events with Database Schemas
This article, that follows Category Theory implementation of Orders in MQL5, considers how database schemas can be incorporated for classification in MQL5. We take an introductory look at how database schema concepts could be married with category theory when identifying trade relevant text(string) information. Calendar events are the focus.
Developing a Replay System — Market simulation (Part 02): First experiments (II)
This time, let's try a different approach to achieve the 1 minute goal. However, this task is not as simple as one might think.
Developing a Replay System — Market simulation (Part 01): First experiments (I)
How about creating a system that would allow us to study the market when it is closed or even to simulate market situations? Here we are going to start a new series of articles in which we will deal with this topic.
Rebuy algorithm: Multicurrency trading simulation
In this article, we will create a mathematical model for simulating multicurrency pricing and complete the study of the diversification principle as part of the search for mechanisms to increase the trading efficiency, which I started in the previous article with theoretical calculations.
Multilayer perceptron and backpropagation algorithm (Part 3): Integration with the Strategy Tester - Overview (I).
The multilayer perceptron is an evolution of the simple perceptron which can solve non-linear separable problems. Together with the backpropagation algorithm, this neural network can be effectively trained. In Part 3 of the Multilayer Perceptron and Backpropagation series, we'll see how to integrate this technique into the Strategy Tester. This integration will allow the use of complex data analysis aimed at making better decisions to optimize your trading strategies. In this article, we will discuss the advantages and problems of this technique.
Category Theory (Part 9): Monoid-Actions
This article continues the series on category theory implementation in MQL5. Here we continue monoid-actions as a means of transforming monoids, covered in the previous article, leading to increased applications.
Category Theory in MQL5 (Part 8): Monoids
This article continues the series on category theory implementation in MQL5. Here we introduce monoids as domain (set) that sets category theory apart from other data classification methods by including rules and an identity element.
Understand and Use MQL5 Strategy Tester Effectively
There is an essential need for MQL5 programmers or developers to master important and valuable tools. One of these tools is the Strategy Tester, this article is a practical guide to understanding and using the strategy tester of MQL5.
Multibot in MetaTrader: Launching multiple robots from a single chart
In this article, I will consider a simple template for creating a universal MetaTrader robot that can be used on multiple charts while being attached to only one chart, without the need to configure each instance of the robot on each individual chart.
MQL5 Wizard techniques you should know (Part 06): Fourier Transform
The Fourier transform introduced by Joseph Fourier is a means of deconstructing complex data wave points into simple constituent waves. This feature could be resourceful to traders and this article takes a look at that.
Population optimization algorithms: ElectroMagnetism-like algorithm (ЕМ)
The article describes the principles, methods and possibilities of using the Electromagnetic Algorithm in various optimization problems. The EM algorithm is an efficient optimization tool capable of working with large amounts of data and multidimensional functions.
Category Theory in MQL5 (Part 7): Multi, Relative and Indexed Domains
Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
Population optimization algorithms: Saplings Sowing and Growing up (SSG)
Saplings Sowing and Growing up (SSG) algorithm is inspired by one of the most resilient organisms on the planet demonstrating outstanding capability for survival in a wide variety of conditions.
Population optimization algorithms: Monkey algorithm (MA)
In this article, I will consider the Monkey Algorithm (MA) optimization algorithm. The ability of these animals to overcome difficult obstacles and get to the most inaccessible tree tops formed the basis of the idea of the MA algorithm.
Backpropagation Neural Networks using MQL5 Matrices
The article describes the theory and practice of applying the backpropagation algorithm in MQL5 using matrices. It provides ready-made classes along with script, indicator and Expert Advisor examples.
Category Theory in MQL5 (Part 5): Equalizers
Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
Category Theory in MQL5 (Part 4): Spans, Experiments, and Compositions
Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL5 community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that provides insight while hopefully furthering the use of this remarkable field in Traders' strategy development.
Testing and optimization of binary options strategies in MetaTrader 5
In this article, I will check and optimize binary options strategies in MetaTrader 5.
How to choose an Expert Advisor: Twenty strong criteria to reject a trading bot
This article tries to answer the question: how can we choose the right expert advisors? Which are the best for our portfolio, and how can we filter the large trading bots list available on the market? This article will present twenty clear and strong criteria to reject an expert advisor. Each criterion will be presented and well explained to help you make a more sustained decision and build a more profitable expert advisor collection for your profits.
Population optimization algorithms: Fish School Search (FSS)
Fish School Search (FSS) is a new optimization algorithm inspired by the behavior of fish in a school, most of which (up to 80%) swim in an organized community of relatives. It has been proven that fish aggregations play an important role in the efficiency of foraging and protection from predators.