Libraries

Unfortunately, Binance Spot Library is unavailable

The code has been removed. However, the huge code base still remains at your disposal allowing you to find a suitable code.

Check out other MetaTrader 5 codes:

DataSnooping: SPA test, Reality Check, StepM and model confidence set DataSnooping: SPA test, Reality Check, StepM and model confidence set

Is the best of many strategies really better than the benchmark? Hansen's SPA test, White's Reality Check, Romano-Wolf StepM and the model confidence set.

Basket Pair Closer Basket Pair Closer

Position manager for MT5 that closes the best winner together with the worst loser when their combined result reaches your minimum. Basket take profit and stop loss in money, magic filter, simple panel. Works with grid, martingale and manual trades. Open source code.

Cointegration: ADF, Engle-Granger and Johansen tests with a pair scanner Cointegration: ADF, Engle-Granger and Johansen tests with a pair scanner

Unit root and cointegration tests (ADF, Engle-Granger, Johansen) with MacKinnon p-values, hedge ratio, half-life and z-score of the spread, and a pair scanner.

Kalman: exact diffuse Kalman filter, local level and time-varying hedge ratio Kalman: exact diffuse Kalman filter, local level and time-varying hedge ratio

Kalman filter and smoother with an exact diffuse start, missing values and maximum likelihood: local level, local linear trend and a regression whose hedge ratio drifts.

RegimeHMM: market regimes with a hidden Markov model RegimeHMM: market regimes with a hidden Markov model

Gaussian hidden Markov model fitted by Baum-Welch: regime probabilities without look-ahead, most likely path, expected durations and regime forecasts.

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