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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Genetic Algorithms: Mathematics
Genetic Algorithms: Mathematics

Genetic Algorithms: Mathematics

Genetic (evolutionary) algorithms are used for optimization purposes. An example of such purpose can be neuronet learning, i.e., selection of such weight values that allow reaching the minimum error. At this, the genetic algorithm is based on the random search method.
How to Evaluate the Expert Testing Results
How to Evaluate the Expert Testing Results

How to Evaluate the Expert Testing Results

The article gives formulas and the calculation order for data shown in the Tester report.
What the Numbers in the Expert Testing Report Mean
What the Numbers in the Expert Testing Report Mean

What the Numbers in the Expert Testing Report Mean

Article explains how to read testing reports and to interpret the obtained results properly.
Strategy Tester: Modes of Modeling during Testing
Strategy Tester: Modes of Modeling during Testing

Strategy Tester: Modes of Modeling during Testing

Many programs of technical analysis allow to test trading strategies on history data. In the most cases, the testing is conducted on already completed data without any attempts to model the trends within a price bar. It was made quickly, but not precisely