Discussion of article "Naive Bayes classifier for signals of a set of indicators"

[MetaQuotes]

New article Naive Bayes classifier for signals of a set of indicators has been published:

The article analyzes the application of the Bayes' formula for increasing the reliability of trading systems by means of using signals from multiple independent indicators. Theoretical calculations are verified with a simple universal EA, configured to work with arbitrary indicators.

The formulas considered above are based on the assumption of independence of the analyzed random processes, which are the indicator signals in this case. But is this condition met?

Obviously, certain indicators, including many from the standard ones, have a lot in common. As a visual illustration, Figure 2 shows some of the built-in indicators.

Fig. 2. Groups of similar standard indicators

Author: Stanislav Korotky

[Verbatino]

The implementation is throwing few errors while using RubbArray.mqh

'data' - structures containing objects are not allowed  RubbArray.mqh   80      23

[Stanislav Korotky]

Verbatino:

The implementation is throwing few errors while using RubbArray.mqh

Yes, MetaQuotes have changed MQL language since the publication date, breaking back compatibility (alas) with many existing source codes. ArrayCopy can not be used for arbitary pointers anymore.

You may use the attached header file as a relacement.

[Stanislav Korotky]

I'm posting the updated codes (without warnings). On old MT5 builds without support for timeseries functions a la MT4, without iBars and iBarShift - their custom implementations are enabled by the macro MT5_BUILD_IS_LESS_THAN_1860.

[Stanislav Korotky]

The attached source codes have been updated for compatibility with latest MT5/MT4.