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only if all strategies are mutually independent and give a probability greater than 0.5
I took a closer look at the formula
P(Win|ABC) = P(Win|A)* P(Win|B)* P(Win|C) /[ P(Win|A)* P(Win|B)* P(Win|C) - (1 - P(Win|A))* (1 - P(Win|B))* (1 - P(Win|C))) ]
I took a closer look at the formula
This value is always greater than one (the numerator is greater than the denominator). What is the correct formula?Thanks for noticing the typo. There should be a "+" there, not a minus "-" https://ru.wikipedia.org/wiki/%D0%91%D0%B0%D0%B9%D0%B5%D1%81%D0%BE%D0%B2%D1%81%D0%BA%D0%B0%D1%8F_%D1%84%D0%B8%D0%BB%D1%8C%D1%82%D1%80%D0%B0%D1%86%D0%B8%D1%8F_%D1%81%D0%BF%D0%B0%D0%BC%D0%B0
Let's fix it.
it is known that the series of prices is close to be considered as a series of independent increments. Therefore, the set of n random variables d(1)=p(2)-p(1), d(2)=p(3)-p(2), ... d(n-1)=p(n)-p(n-1), p(n) will be close to independent. Now, any set of functions from our set will be independent if any argument is included only in the expression of one of them. To put it simply: the set for four bars from functions I1(d1,d2) and I2(d3,p4) will be independent, but I1(d1,d2,d3) and I2(d3,p4) will not be independent, because of d3.
For example, two different MAs will always be dependent. But if you take two MAs such that the second one is shifted back in time by the period of the first one, then a system of the first MA and their difference will be independent.
This is very similar to finding the embedding space N and time delay Tau of chaotic processes, only there the "set" - a vector for one point of the modified multidimensional space - is made of N not consecutive samples of the original time series, but with a step Tau. Original source. The authors used this algorithm for neural network forecasting, but the essence is the same - independence of predictors - it is needed there at the input of the network just as in our statistical formula.
This is very similar to finding the embedding space N and time delay Tau of chaotic processes, only there the "set" - a vector for one point of the modified multidimensional space - is made of N not consecutive samples of the original time series, but with a step Tau. Original source. The authors used this algorithm for neural network forecasting, but the essence is the same - independence of predictors - it is needed there at the input of the network just as in our statistical formula.
Thanks for noticing the typo. There should be a "+" there, not a minus "-" https://ru.wikipedia.org/wiki/%D0%91%D0%B0%D0%B9%D0%B5%D1%81%D0%BE%D0%B2%D1%81%D0%BA%D0%B0%D1%8F_%D1%84%D0%B8%D0%BB%D1%8C%D1%82%D1%80%D0%B0%D1%86%D0%B8%D1%8F_%D1%81%D0%BF%D0%B0%D0%BC%D0%B0
Let's fix it
It's a typo made by the editor between the 3rd and 4th revision. In the 3rd revision the formulae are written in text by me - everything is correct there, but in the 4th revision the formulae are already in the form of a picture and with an error.
The implementation is throwing few errors while using RubbArray.mqh
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.
How to fix that something would work? ) Expert Advisor doesn't compile, MT5.
code generation error 1and why write code with a lot of vornings?
As for code generation error - as always - in SD.
Warnings can be removed, I didn't create them on purpose, just a lot of inherited code, but now I've moved away from MQL - I can optimise them if you want, I have the source code.