|
no
experience
|
3
products
|
0
demo versions
|
|
0
jobs
|
0
signals
|
0
subscribers
|
This article performs a numerical verification of MQL5 eigendecomposition for a covariance matrix using the spectral theorem A = V Λ Vᵀ. It reconstructs the matrix with Diag(), Transpose(), and MatMul(), computes the residual and its Frobenius norm, and shows that deviations remain at floating‑point precision, with results printed to the Experts journal.
In Part 2, we introduce a reusable CCovarianceMatrix class that computes and stores a covariance matrix from raw return series using MQL5's native Cov() method. We verify symmetry, print a labeled matrix grid, and call Eig() to obtain eigenvalues and eigenvectors. Readers see how symbols co-move and which factors drive variance, enabling clearer portfolio diagnostics and reuse in scripts or EAs.
The article establishes a reproducible method to measure portfolio risk for multiple symbols using MQL5 matrices and OpenBLAS. It covers computing log returns, building a covariance matrix, and evaluating wᵀΣw instead of summing individual variances. A complete script prints naive versus true volatility and the cross‑term contribution, enabling you to detect when correlated instruments inflate exposure beyond single‑asset estimates.
Trade Insight Dashboard is a utility tool for MetaTrader 5 that presents trading statistics in a structured and visual format directly on the chart. It transforms raw trading history into organized data, allowing you to review performance, risk, and activity clearly without relying on external reports. Key Features • Structured multi-section dashboard for trading metrics • Wide performance curve for visual tracking of results • Flexible time filters for different analysis periods • Built-in data
Trade with a Structured Market View The OmniView ICT Dashboard is a multi-symbol market scanner designed to help traders monitor multiple instruments from a single interface. Instead of switching between charts, the dashboard scans instruments in the Market Watch and presents a structured overview of current market conditions. Overview Scans multiple symbols simultaneously Displays a ranked view based on defined conditions Synchronizes charts with one click Helps organize market analysis across
Stop Guessing. Start Calculating Your Edge. The biggest enemy of a trader isn’t the market—it’s uncertainty. Do you ever hesitate to enter a trade because you aren’t sure if the trend, momentum, and higher timeframe bias are actually aligned? That split-second of doubt is often the difference between a winning trade and a missed opportunity. The Omniview Confluence Scanner is a professional-grade decision engine. It takes the guesswork out of technical analysis by mathematically