Libraries: ALGLIB - Numerical Analysis Library
Well done! ALGLIB library is a very necessary tool for researchers and builders of trading systems! I am especially pleased with the presence of a mathematical optimiser.
I would like to see detailed documentation on using the library functionality and several articles on this topic.
C-4: Would love to see ... some articles on this topic.
+1
great, mql5 is really becoming a tool for technical analysis!
thanks!
Good library +4.
But without detailed documentation it's a black box (in my mind).
Here are links to materials posted on the ALGLIB project website:
- About the ALGLIB Project
- Solution of ordinary differential equations
- Equations (linear and non-linear)
- Operations with matrices and vectors)
- Finding eigenvalues and vectors
- Numerical integration
- Interpolation, approximation and numerical differentiation
- One-dimensional and multidimensional optimisation
- FFT, convolution, correlation
- Statistics: general algorithms
- Hypothesis testing
- Classification, regression, clustering, data manipulation
- Special functions
Excellent, from a quick glance, the port is decent.
Thanks :)
It's over. Congratulations and a round of applause!
It would be interesting to interview the author of ALGLIB and those who rewrote it.
Integer:
It would be interesting to interview the author of ALGLIB and those who rewrote it.
The most interesting thing is that the library is written in a flowchart editor, from which it is already translated into various programming languages.
It would be interesting to interview the author of ALGLIB and those who rewrote it.
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ALGLIB - Numerical Analysis Library:
ALGLIB math function library (v. 3.5.0) ported to MQL5. ALGLIB is one of the largest and most complete mathematical libraries
Do you need to make a fast Fourier transform or to solve a differential equation system? Do you perform a complex data analysis trying to gather all methods in one place as a source code? Then ALGLIB library of numerical methods is for you!
ALGLIB library is being constantly enhanced, new functions and improvements according to users' comments are implemented regularly. The latest version is 3.6.0.
Besides, the library contains the large collection of test cases covering the major part of the proposed methods' functionality. That will allow you to carry the tests and report detected errors to the project's authors.Author: MetaQuotes