Aleksei Kuznetsov / Profile
- Information
|
no
experience
|
1
products
|
0
demo versions
|
|
0
jobs
|
0
signals
|
0
subscribers
|
Advanced Optimization Report
Optimizing trading strategies in Meta Trader 5 (MT5)? Use an advanced and more visual representation of optimization results with the benefits of interactive HTML pages.
Briefly about the benefits:
- Filters by any criterion and threshold (min/max).
- Easy-to-read and understand graphs.
- 43 optimization criteria instead of 8. Everything that is recorded in .opt files is available.
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report1__3.htm
- If you have access to the EA code, you can add balance and equity charts for each pass and 38 custom optimization criteria (Sharpe ratios, Sortino ratios, mathematical expectation in pips, standard deviation, and more. You can add custom-programmed criteria).
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report3__3.htm
This report should be viewed by anyone who optimizes trading strategies.
Аvailable on the market https://www.mql5.com/en/market/product/158705
Optimizing trading strategies in Meta Trader 5 (MT5)? Use an advanced and more visual representation of optimization results with the benefits of interactive HTML pages.
Briefly about the benefits:
- Filters by any criterion and threshold (min/max).
- Easy-to-read and understand graphs.
- 43 optimization criteria instead of 8. Everything that is recorded in .opt files is available.
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report1__3.htm
- If you have access to the EA code, you can add balance and equity charts for each pass and 38 custom optimization criteria (Sharpe ratios, Sortino ratios, mathematical expectation in pips, standard deviation, and more. You can add custom-programmed criteria).
Example: https://optimization-report.com/Portals/optimization-report/downloads/Report3__3.htm
This report should be viewed by anyone who optimizes trading strategies.
Аvailable on the market https://www.mql5.com/en/market/product/158705
Friends
20
Requests
Outgoing
Aleksei Kuznetsov
Published code Сode that records balance and equity charts and calculates additional optimization criteria
If you have access to the Expert Advisor code, you can save balance and equity charts and calculate additional optimization criteria by adding additional code from this library.
Share on social networks
1277
90
Aleksei Kuznetsov
Connecting functions for saving balance, equity, and optimization statistics graphs for Advanced Optimization Report If you have access to the Expert Advisor code, you can extend the report by adding additional code. Download the Advanced Optimization Report Saver...
Share on social networks · 3
146
1
Aleksei Kuznetsov
Advanced Optimization Report for MT5 - Detailed description and samples
26 January 2026, 09:50
Detailed description and samples for Advanced Optimization Report This description is available in Russian. Optimizing trading strategies in Meta Trader 5 (MT5)? Use an advanced and more visual representation of optimization results with the benefits of interactive HTML pages...
Share on social networks · 4
271
5
Aleksei Kuznetsov
Created to open HTML pages from Advanced Optimization Report . Opens *.htm or *.html pages in the default browser. Performs a preliminary security check: It is allowed to run only from the "Advanced Optimization Report.ex5". If the file extension is not .htm or .html, it stops working...
Share on social networks · 2
98
1
Aleksei Kuznetsov
Published product
Are you optimizing your trading strategies? Use the advanced and more visual representation of optimization results with the benefits of interactive HTML pages. Examples and detailed instructions . Here are some of the benefits: Easy-to-understand graphs. Filters by any criterion and threshold (min/max). In MT5, there are only 5 of them. 43 optimization criteria instead of 8. All the criteria recorded in .opt files are available. If you have access to the EA code, you can add balance and equity
Aleksei Kuznetsov
Published code TickCompressor - with compression of 1 tick to 2-3 bytes on average
Compression of tick data for storage in a compact form up to 3.5 times more compact than .tcs MQ files. And for fast work with them, because reading 3 bytes takes less time than reading 60 bytes of MqlTick structure.
Share on social networks · 1
803
92
Aleksei Kuznetsov
Published code MathTicker - tick generator in mathematical mode
Records ticks in real ticks mode and reads them in maths mode calling your strategy with each tick.
Share on social networks · 1
1034
146
Aleksei Kuznetsov
Published post События времени из тиковых данных
Получение момента появления новой минуты, часа, дня, недели и месяца. Так же можно использовать функции OnMinute, OnHour, OnDay, OnWeek, OnMonth ... Может пригодиться, как замена OnTimer() в режиме математических расчетов и в других случаях...
Aleksei Kuznetsov
Published code GZIP - Decode
Unpack GZIP archives from *.gz files or responses from sites compressed with this format.
Share on social networks · 3
1628
223
Aleksei Kuznetsov
Published code Control_Trade_Sessions
Library for trading session control. At startup it counts the time of trading sessions for all 7 days of the week (on Sat and Sun there can be cryptocurrency trading), up to 10 sessions per day. Then in OnTick() you can do checks, and if a tick came in outside the trading session, you can exit further processing of it.
Share on social networks · 3
1065
248
Aleksei Kuznetsov
Published code MT4Orders QuickReport
Fast JavaScript version of Report library from fxsaber for MT4-style trading commands implemented via MT4Orders or Virtual.
Works up to 10 times faster, NTML file size is smaller, can upload and display up to 5.4 million report lines.
Share on social networks · 1
2183
240
Aleksei Kuznetsov
Published post OnTickMulti - с добавленными пересчетом прибыли в валюту депозита, свопами, комисссией в % за лот.
Текущий вариант OnTickMulti https://www.mql5.com/ru/code/47647 считает прибыль в валюте каждого символа или можно получить в пипсах. Но на общий баланс они влияют в другой пропорции, согласно текущему курсу каждого из символов...
Share on social networks · 4
324
13
Aleksei Kuznetsov
Added topic Execution speed on ECN accounts
Hello, have an ECN MT5 (netting) PAMM account on A...ri. Not very happy with the execution speed. Here is an example of logs 2016.10.28 20:12:25.897 Trades '15009266': order #1000768391 sell 0.06 / 0.06 GBPUSD at
Aleksei Kuznetsov
Added topic Methods of carrying out a rolling forward
Hello, From the little information I've been able to find about valking forward, I've come up with a methodology for doing it. Some of the work is done manually. I cannot rule out that I am doing something wrong or sub-optimal. Perhaps there is
Aleksei Kuznetsov
Added topic How to pay taxes on forex
Hello, I've been wondering how to pay my taxes properly. The main options are 2: 1) as an individual 13% 2) To open an IE (STS, type of taxation "income") and pay 6%. If you are a natural person, everything is more or less clear. 13% without any
Aleksei Kuznetsov
Published post Сравнение разных методов оценки важности предикторов.
Провел сравнение разных методов оценки важности предикторов. Тесты проводил на данных титаника (36 фичей и 891 строки) при помощи случайного леса из 100 деревьев. Распечатка с результатами ниже...
Share on social networks · 1
546
Aleksei Kuznetsov
Published post Rand 0 ... Max Int с равномерным распределением
Потребовалась функция ГСЧ с гнерацией числа Int от 0 до любого значения. Получилась такая функция. Думаю распределение получилось равномерным. int RandomInteger(int max_vl){return (int)MathFloor((MathRand()+MathRand()*32767.0)/1073741824...
Share on social networks · 2
290
3
Aleksei Kuznetsov
Published post Еще про оценку предикторов
Пробую оценить важность предикторов для обученного леса, удаляя 1 из них и обучая лес снова. После чего из ошибки полного леса вычитаю ошибку леса c удаленным предиктором. Если ошибка уменьшилась, значит предиктор шумовой и его надо удалять, если увеличилась - то он полезный и его надо оставить...
Aleksei Kuznetsov
Published post Нужна ли деревьям и лесам балансировка по классам?
Я тут читаю: Флах П. - Машинное обучение. Наука и искусство построения алгоритмов, которые извлекают знания из данных - 2015 там есть несколько страниц посвященных этой теме. Вот итоговая: Отмеченный пункт 1 говорит, что балансировка полезна. Но имеется и пункт 2...
Share on social networks
337
1
:
