Articles on data analysis and statistics in MQL5

icon

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
latest | best
preview
Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model

Fast Integration of a Large Language Model with MetaTrader 5 (Part II): Fine-Tuning on Real Data, Backtesting, and Live Trading by the Model

The article describes the process of fine-tuning a language model for trading based on real historical data from MetaTrader 5. The base model, which has only theoretical knowledge of technical analysis, is trained on a thousand examples of the real behavior of currency pairs (EURUSD, GBPUSD, USDCHF, USDCAD) over 180 days. After being trained using Ollama, the model begins to understand the specific characteristics of each instrument.
preview
Building a Hidden Risk of Ruin Auditor in MQL5

Building a Hidden Risk of Ruin Auditor in MQL5

Aggregate metrics alone do not reveal how a trade sequence manages risk. This MQL5 tool analyzes closed positions to flag four structural patterns: post-loss volume escalation, overlapping same-direction entries, asymmetric payoffs, and a classical risk-of-ruin figure. The results are merged into a configurable A-F grade with concise recommendations to guide further review.