Articles on data analysis and statistics in MQL5

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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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Swap Arbitrage in Forex: Building a Synthetic Portfolio and Generating a Consistent Swap Flow

Swap Arbitrage in Forex: Building a Synthetic Portfolio and Generating a Consistent Swap Flow

Do you want to know how to benefit from the difference in interest rates? This article considers how to use swap arbitrage in Forex to earn stable profit every night, creating a portfolio that is resistant to market fluctuations.
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Employing Game Theory Approaches in Trading Algorithms

Employing Game Theory Approaches in Trading Algorithms

We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of different pairs will exchange information with each other.
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Exploring Machine Learning in Unidirectional Trend Trading Using Gold as a Case Study

Exploring Machine Learning in Unidirectional Trend Trading Using Gold as a Case Study

This article discusses an approach to trading only in the chosen direction (buy or sell). For this purpose, the technique of causal inference and machine learning are used.
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Integrating Computer Vision into Trading in MQL5 (Part 1): Creating Basic Functions

Integrating Computer Vision into Trading in MQL5 (Part 1): Creating Basic Functions

The EURUSD forecasting system with the use of computer vision and deep learning. Learn how convolutional neural networks can recognize complex price patterns in the foreign exchange market and predict exchange rate movements with up to 54% accuracy. The article shares the methodology for creating an algorithm that uses artificial intelligence technologies for visual analysis of charts instead of traditional technical indicators. The author demonstrates the process of transforming price data into "images", their processing by a neural network, and a unique opportunity to peer into the "consciousness" of AI through activation maps and attention heatmaps. Practical Python code using the MetaTrader 5 library allows readers to reproduce the system and apply it in their own trading.