Discussion of article "Modeling time series using custom symbols according to specified distribution laws"

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MetaQuotes Software Corp.
Moderator
201417
MetaQuotes Software Corp.  

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:

H1_1

Author: Aleksey Zinovik

strategy_tester
104
strategy_tester  
Would like an article on creating json files for custom symbols.
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