Ciro Soto
Ciro Soto
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Ciro Soto
Introduction The Particle Filter method for prediction is a sequential Monte Carlo technique that uses a set of random samples, or "particles," to represent the probability distribution of a dynamic system's state, updating these particles based on observed data to improve predictions over time...
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PARTy FEATURES Before running the free demo version of this EA, ma ke sure that your account size matches the initial deposit input parameter (RM0) in the set file you are running. PARTy uses the Particle filter method. The Particle Filter method for prediction is a sequential Monte Carlo technique that uses a set of random samples, or "particles," to represent the probability distribution of a dynamic system's state, updating these particles based on observed data to improve predictions over

Ciro Soto
Purchase here User Manual for OPS Software The OPS software is designed to select Pareto points from optimization and forward testing results from CSV format files...
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If you optimize your EA with backtest+forward, this is the script you need. Imagine this: you have 10k simulations in the Optimization step (the back test), and you get another 10k in the Forward step. Each pair of simulation is done with a set of input parameters for your EA. Then the question are: Which set of parameters should you select for live trading? What criteria should I use to select such set? How much weight should I put to profit versus draw down or versus recovery factor?  OPS

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Buy or rent PEF 2.0 in the MQL5 marketplace 1. Overview The PEF script is a tool for portfolio optimization. It computes the Pareto E fficient F rontier between portfolio return and risk (either CVaR or Standard Deviation ) using Monte Carlo simulations and bootstrapping methods...
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A more detailed explanation with examples of PEF input/output is found in   this blog page. 1. Overview The PEF script is a tool for portfolio optimization. It computes the Pareto E fficient F rontier between portfolio return and risk (either CVaR or Standard Deviation ) using Monte Carlo simulations and bootstrapping methods. The script enables traders and quantitative analysts to: Load historical price data for multiple instruments. Simulate portfolio outcomes with random or custom

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The RPP script computes the optimum weights of a portfolio of symbols (stocks, forex pairs, indices, etc.) using the Risk Parity Algorithm. You can read the theory of the Risk Parity algorithm in this Wikipedia page . Inputs : 1) Symbols in the portfolio. 2) Time frame you are interested in. 3) Number of past bars to compute the correlations. 4) Print the covariance matrix (true/false) 5) Print the correlation matrix (true/false) Output : Optimum weights for each symbol in the portfolio. These

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Added topic Setting the Input Parameters for the Strategy Tester Programmatically
Hi all, I want to use the strategy tester to perform a Monte Carlo sensitivity analysis of an optimum Set of variables already obtained with the fast optimization. I wanted to start from the optimum set, and perform 10,000 simulations with random
Ciro Soto
Added topic real ticks in Metaquotes Demo account are missing
Hello all, I am getting these messages "no real ticks within a day" in the Journal tab when running a EA test. It happens with EURUSD, XAUUSD, USDJPY, and more. It happens in two different computers (one running Linux and another one running Windows)
Ciro Soto
LYNX V1.2 FEATURES USER MANUAL, GUIDE, and .set files are attached to this blog post. Buy or Rent LYNX in the MQL5 marketplace - LYNX i s an expert advisor that combines Stochastic, MACD and RSI indicators to signal the entry of a trade. - It trades ANY Forex symbol, ANY metal symbol...
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Before running the Demo version of this EA, make sure that your account size matches the initial deposit input parameter (RM0) in the set file you are running. USER MANUALS, AND SET FILE LINK LYNX FEATURES - LYNX i s an expert advisor that combines Stochastic, MACD and RSI indicators to signal the entry of a trade. It trades ANY Forex symbol, ANY metal symbol. Use major ones: combinations of USD, GBP, JPY, EUR, AUD, CAD, XAU. User may run any number of symbols in parallel by running an instance

Ciro Soto
Introduction I asked myself: Can I make money if my entries are random? In order to answer this question I wrote an Expert Advisor that has a random request of buys and sells orders. These are the steps I took...
Ciro Soto
aHA FEATURES Latest update: v1.2 User Manual, guide and Set file is attached to this blog. Buy or Rent aHA at the MQL5 marketplace - aHA i s based on the symbol’s price actions after processed with Heikin Ashi and fractal filters...
Ciro Soto
ZING FEATURES Latest update: v1.3 Buy or Rent ZING in the MQL5 market USER MANUAL, GUIDE and .SET FILES ARE ATTACHED TO THIS BLOG POST - ZING i s an expert advisor that uses four stochastic indicators and two time frames to predict the price trend and trigger a trade...
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USER MANUAL, GUIDE and SET FILE LINK Before running this EA, ma ke sure that your account size matches the initial deposit input parameter (RM0) in the set file you are running. ZING FEATURES - ZING is an expert advisor that uses four stochastic indicators and two time frames to predict the price trend and trigger a trade. - It trades ANY Forex symbol, ANY metal symbol. We recommend major ones: combinations of USD, GBP, JPY, EUR, AUD, CAD, XAU. - User may run any number of symbols in parallel by

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aHA FEATURES Latest update: v1.2 Before running this EA, ma ke sure that your account size matches the initial deposit input parameter (RM0) in the set file you are running. User Manual, Guide and Set files  -   aHA   i s based on the symbol’s price actions after processed with Heikin Ashi and fractal filters. - A Heikin Ashi fractal followed by a strong trend will signal an entry in the direction of the trend. - It trades ANY Forex symbol, ANY metal symbol. We recommend major

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BO FEATURES   (User Manual, Guide and Set File) Before running this EA, ma ke sure that your account size matches the initial deposit input parameter (RM0) in the set file you are running. - BO is based on the symbol’s price actions after a defined period of time and making a B reak O ut. - It trades ANY Forex symbol, ANY metal symbol. We recommend major ones: combinations of USD,GBP,JPY,EUR,AUD,CAD,XAU. - User may run any number of symbols in parallel by running an instance of this robot

Ciro Soto
BO FEATURES User Manual & Set file is attached to this blog Buy or rent from the MQL5 Market - BO is based on the symbol’s price actions after a defined period of time and making a B reak O ut. - It trades ANY Forex symbol, ANY metal symbol...
Ciro Soto
Published code Useful #define statements
These are some #define statements that are useful to perform operations in your EA. You only need to assign the name of your variables at the beginning of the file, and then let the other #define statements do the work. In order to use this file, add #include <DEFINE_statements.mqh> to the first line in your EA file.
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HMM Latest version: v1.3 User Manual, Guide and set file  FEATURES - HMM uses the famous Hidden Markov Model to predict the price trend. - It uses the algorithms of Baum-Welch and Viterbi to train the model and predict price trend. - This implementation of Hidden Markov Models is a self-adjusting online learning algorithm that processes up to 160 bars from the latest data to readjust its parameters at the arrival of every new bar. - It trades ANY Forex pair, ANY metal symbol. We recommend

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