Articles
Self-adapting algorithm (Part IV): Additional functionality and tests for MetaTrader 5
I continue filling the algorithm with the minimum necessary functionality and testing the results. The profitability is quite low but the articles demonstrate the model of the fully automated profitable trading on completely different instruments traded on fundamentally different markets
Self-adapting algorithm (Part III): Abandoning optimization for MetaTrader 5
It is impossible to get a truly stable algorithm if we use optimization based on historical data to select parameters. A stable algorithm should be aware of what parameters are needed when working on any trading instrument at any time. It should not forecast or guess, it should know for sure
Developing a self-adapting algorithm (Part II): Improving efficiency for MetaTrader 5
In this article, I will continue the development of the topic by improving the flexibility of the previously created algorithm. The algorithm became more stable with an increase in the number of candles in the analysis window or with an increase in the threshold percentage of the overweight of
Developing a self-adapting algorithm (Part I): Finding a basic pattern for MetaTrader 5
In the upcoming series of articles, I will demonstrate the development of self-adapting algorithms considering most market factors, as well as show how to systematize these situations, describe them in logic and take them into account in your trading activity. I will start with a very simple
A scientific approach to the development of trading algorithms for MetaTrader 5
The article considers the methodology for developing trading algorithms, in which a consistent scientific approach is used to analyze possible price patterns and to build trading algorithms based on these patterns. Development ideals are demonstrated using examples
What is a trend and is the market structure based on trend or flat? for MetaTrader 5
Traders often talk about trends and flats but very few of them really understand what a trend/flat really is and even fewer are able to clearly explain these concepts. Discussing these basic terms is often beset by a solid set of prejudices and misconceptions. However, if we want to make profit, we
Price series discretization, random component and noise for MetaTrader 5
We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements? Discretization of an audio signal at regular intervals is an acceptable solution because an audio signal is
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Calculate the probability of reversal
Who is good at maths, please help me solve this problem, I can't figure out how to do it. We have a probability density plot for normal distribution, in normal distribution there is no memory and probability of direction of each next step =50%. Suppose we have a person who takes 10 steps, he can
Measurement of vibration amplitude
I'm currently developing a theory of fluctuations in the market. I've been thinking about 2 things: 1) How to track a trend without closing on a pullback, and maybe even buying more on a pullback in the trend. 2) Why simple trading systems based on indicators and oscillators are profitable only for
Developing a stable trading robot
I am in the process of developing a stable trading system that will combine stable profits with occasional losing trades. The system is based on a flip martingale. I should immediately mention that I understand the futility of the classical martingale, but in this system it is used in a slightly
Fractal theory
There is an opinion that the market is a fractal structure. The opinion is justified because everything in the world is a fractal structure, including our brain, which ultimately generates the market. The fractal is self-similar, i.e. the fractal consists of some piece repeated many times with