Discussion of article "Modeling time series using custom symbols according to specified distribution laws"
Useful.
Very interesting article, thanks to the author.
The material may be useful for modelling various market processes when developing analytical and trading systems.
Would like an article on creating json files for custom symbols.
Very helpful in testing, +
Incredible article, I needed to learn the symbol creation code customized by EA, now it's easy with the help of your article, it was even easy to understand how the symbol creation code is written. thank you very much. Bright article.
Unfortunately the tick creation part is too complex for my programming ability, but over time I learn.
Just do not understand why MT5 erases custom symbols every time it reboots, would you know the reason or how to solve?
Жоао Луис Са Марчиоро :
Невероятная статья, мне нужно было изучить код создания символа, настроенный EA, теперь легко понять, как пишется код создания символа. большое спасибо вам. Яркая статья.
К сожалению, я не могу учиться.
Просто не понимаю, почему MT5 стирает пользовательские символы каждый раз при перезагрузке,
Я не сталкивался с такой проблемой. Все созданные пользовательские символы и открытые графики сохраняются после перезагрузки MT5. Возможно, вам стоит обновить вашу версию MT5.
Aleksey Zinovik:
Я не сталкивался с такой проблемой. Все созданные пользовательские символы и открытые графики сохраняются после перезагрузки MT5. Возможно, вам стоит обновить вашу версию MT5.
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In the GetCandle.mq5 script, all these lines
#include </Math/Stat/Beta.mqh> #include </Math/Stat/Binomial.mqh> #include </Math/Stat/Cauchy.mqh> #include </Math/Stat/ChiSquare.mqh> #include </Math/Stat/Exponential.mqh> #include </Math/Stat/F.mqh> #include </Math/Stat/Gamma.mqh> #include </Math/Stat/Geometric.mqh> #include </Math/Stat/Hypergeometric.mqh> #include </Math/Stat/Logistic.mqh> #include </Math/Stat/Lognormal.mqh> #include </Math/Stat/NegativeBinomial.mqh> #include </Math/Stat/NoncentralBeta.mqh> #include </Math/Stat/NoncentralChiSquare.mqh> #include </Math/Stat/NoncentralF.mqh> #include </Math/Stat/NoncentralT.mqh> #include </Math/Stat/Normal.mqh> #include </Math/Stat/Poisson.mqh> #include </Math/Stat/T.mqh> #include </Math/Stat/Uniform.mqh> #include </Math/Stat/Weibull.mqh>
can be replaced by one:
#include <Math\Stat\Stat.mqh>
Great work! Is it possible that trade results like floating p/l, equity or other outputs from an EA are used to create a custom symbol. And then have another EA use that custom symbol for trading input as the tick input data?
New article Modeling time series using custom symbols according to specified distribution laws has been published:
The article provides an overview of the terminal's capabilities for creating and working with custom symbols, offers options for simulating a trading history using custom symbols, trend and various chart patterns.
The trend models discussed above have the specified properties only on minute timeframes. The price charts generated for these models look like linear functions on timeframes M15, M30, H1 and higher. In order to obtain a trend that changes its direction on timeframes other than M1, it is necessary to select the random trend type (TType = Random) and to specify the number of minute candles after which to make an attempt to change the trend direction.
Run the script with the following parameters: TModel = LinearAndStochastic, TType = Random, Coeff1 = 0.05, Coeff2 = 1, Coeff3 = 1, RandomTrendCoeff=0.5, CountCandle=60. The following chart on the H1 timeframe is obtained:
Author: Aleksey Zinovik