I don't think there are many people on the forum with a deep understanding of such mathematical tools.
What is needed is popularisation, clearly proving the usefulness of such tools, where and how to use them.
Yes, the topic is huge and important - it provides the building blocks for constructing complex mathematical solutions. For our part, we have written extensive documentation on it.
It will be of great benefit to the community and its development if there are those willing to write single or series of articles on this topic. We pay for articles and translate them into other languages.
Here is one of the articles about SSA (its methods are already available in MQL5 OpenBLAS): https: //www.mql5.com/ru/articles/17845.
Статья рассматривает теоретические и практические аспекты метода сингулярного спектрального анализа (SSA), который представляет собой эффективный метод анализа временных рядов, позволяющий представить сложную структуру ряда в виде разложения на простые компоненты, такие как тренд, сезонные (периодические) колебания и шум.
The main problem, as always, is to get this cart rolling on new nonstationary data. In this respect, spectral analysis neither adds nor takes away anything with respect to, for example, simple features in MO. The same sets of muwings will work just as well.
В данной статье предлагается очередной оригинальный подход к созданию торговых систем на основе машинного обучения, с использованием кластеризации и разметки сделок для стратегий возврата к среднему.
В код добавлен параметр decay , который контролирует вес. Меньшее значение decay сделает взвешивание более агрессивным. что алгоритм будет быстрее реагировать на недавние отклонения от сглаженного ценового тренда. Большее значение decay приведет к более плавному взвешиванию
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Does anyone use a lot of new OpenBLAS maths functions in MQL5?
I think there are not many people on the forum with a deep understanding of such mathematical tools.
We need popularisation, clearly proving the usefulness of such tools, where and how to use them.
I don't think there are many people on the forum with a deep understanding of such mathematical tools.
What is needed is popularisation, clearly proving the usefulness of such tools, where and how to use them.
Yes, the topic is huge and important - it provides the building blocks for constructing complex mathematical solutions. For our part, we have written extensive documentation on it.
It will be of great benefit to the community and its development if there are those willing to write single or series of articles on this topic. We pay for articles and translate them into other languages.
Here is one of the articles about SSA (its methods are already available in MQL5 OpenBLAS): https: //www.mql5.com/ru/articles/17845.
Does anyone use a lot of new OpenBLAS maths functions in MQL5?
Bot according to the article, over the last couple of weeks on AUDCAD, +70% on one of the accounts. One of the most successful ML algorithms.
Bot according to the article, over the last couple of weeks on AUDCAD, +70% on one of the accounts. One of the most successful ML algorithms.
There was also a modification on singular decomposition (for markup), did not show any special advantages.

All bot history on another account, did not trade in winter-springThe whole history of the bot on the other_account, did not trade in winter-spring
and now it's possible to do that ? ;-) some people got "iron tsih with nails" for another account.
or does it mean some other account, different from some other account that was on the screenshots before?