Yu Zhang
Yu Zhang
  • Quant / Trader / Programmer at ShangHai
  • China
  • 6582
4.1 (6)
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8+ years
experience
59
products
9
demo versions
0
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Quant / Trader / Programmer at ShangHai
I am a senior practitioner in Fintech industry.
And I have done a lot of academic research on financial markets.
From 2012, I work as a Quant.
Forex, stock and futures are my main trading varieties.
I can use MQL4, MQL5, C++, MySql, and Python.
Yu Zhang
Added topic Is there any code in MQL5 to set global non-trading? even in strategy backtesting.
Is there any code in MQL5 to set global non-trading, even during strategy backtesting. Including passive transactions such as triggering take profit , stop loss and pending orders
Yu Zhang Published product

40.00 USD

1. What is this This is a tool used to display the balance curve in real time. The historical orders of the MT5 software are only tabular, and it looks troublesome when you have a lot of orders. This program can draw your historical trading orders in the form of a capital curve graph. This way you can see at a glance how well you are trading and where you are going wrong. At the same time, although the MT5 strategy backtest has a capital curve, it does not match the price one by one. So it is

Yu Zhang
Published post Function iSetCustomMax(string mode) parameter analysis
Function iSetCustomMax(string mode) parameter analysis 函数 iSetCustomMax(string mode) 参数解析 Product Link 产品链接: https://www.mql5.com/en/market/product/78103 For English: /* parameter analysis mode = "...": //---Commonly used--- // TB Factor on TraderBlazer Programmable Software...
Yu Zhang
Published code More_BackTest_Result
这是产品 More BackTest Result 的 .mqh 文件,你必须先下载产品 More BackTest Results 才能使用. Link: https://www.mql5.com/en/market/product/78103
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Yu Zhang Published product

1. What is this The MT5 system comes with very few optimization results. Sometimes we need to study more results. This library allows you to output more results during backtest optimization. It also supports printing more strategy results in a single backtest. 2. Product Features The results of the optimized output are quite numerous. CustomMax can be customized. The output is in the Common folder. It is automatically named according to the name of the EA, and the name of the same EA will be

Yu Zhang
Added topic In the balance picture after the strategy test, is there any way for MT5 to use the code to output?
I know with the exported test results , we can draw our own  balance graph.  But there is one more operation step. I would like to ask, is there any way for MT5 to use the code to output? 
Yu Zhang
Added topic The forum market download page will automatically open the MT5 client, how to set it to open the desired client?
For example, I have installed many MT5 clients on my computer, and one of them is my main use. The forum market download page will automatically open the MT5 client, how to set it to open the desired client. I wonder if it's about modifying the
Yu Zhang Published product

1. What is this         Rising volatility and falling volatility are not the same, whether it is academic research or actual testing has shown this point.         The original ATR indicator is calculated by putting up and down fluctuations together. This indicator is to calculate separately the upward volatility and the downward volatility, which can better help you study the market. 2. Indicator description          There are two

Yu Zhang Published product

1. What is this         Rising volatility and falling volatility are not the same, whether it is academic research or actual testing has shown this point.         The original ATR indicator is calculated by putting up and down fluctuations together. This indicator is to calculate separately the upward volatility and the downward volatility, which can better help you study the market. 2. Indicator description          There are two

Yu Zhang
Added topic EA includes multiple customized indicators. If I want to put the EA on the Market, Do I need to put custom indicator on the Market at the same time ?
EA includes multiple customized indicators . If I want to put the EA on the Market, Do I need to put custom indicator on the Market at the same time
Yu Zhang
Added topic CopyBuffer() getting wrong in dynamic array with SetIndexBuffer() !!!
CopyBuffer() can not used in Indicator with "shift != 0" or "start_pos >0" in dynamic array with SetIndexBuffer(). //--- indicator settings #property indicator_buffers 3 //--- indicator buffers double Buffer0[], Buffer1[], Buffer2[]; //---
Yu Zhang Published product

1. What is this.          This is a very rigorous indicator to show different market trading sessions. It shows the main markets: NewYork, London, Frankfurt, Sydney, Wellington, Tokyo.           Very important: Different markets have different start and end dates for daylight saving time, and the trading session of a market can vary depending on daylight saving time and winter time. Also, the daylight saving time system is different for

Yu Zhang Published product

1. What is this.          This is a   very rigorous   indicator to show different market trading sessions. It shows the main markets: NewYork, London, Frankfurt, Sydney, Wellington, Tokyo.           Very important: Different markets have different start and end dates for daylight saving time, and   the trading session of a market can vary depending on daylight saving time and winter time. Also, the daylight saving time system is

Yu Zhang
Published post Opening and closing time of major international foreign exchange markets
Opening and closing time of major international foreign exchange markets 国际各主要外汇市场开盘收盘时间 ===Beijing time, standard time, UTC+8=== New Zealand Wellington Foreign Exchange Market: 05:00-13:00 (daylight saving time); 04:00-12:00 (winter time) Australia Sydney foreign exchange market: 07:00-15:00 (da...
Yu Zhang
Published post Daylight saving time records of major countries
Daylight saving time records of major countries 主要国家夏令时记录 (Summer Time is also called DST: Daylight Saving Time) (夏令时 Summer Time 也称 DST:Daylight Saving Time) ---According to the website ---根据网站 https://www.timeanddate...
Yu Zhang
Added topic Does anyone know how to get the trading time settings for a symbol by code?
Just like picture, I want to get them by code. How to do it? 
Yu Zhang
Added topic BackTest's "No visual mode" is getting bug!!!!
Same strategy with same setting: ====== if I choose "visual mode": the result is : ====== But if I choose "no visual mode": the result is : ================= You can watch the gif
Yu Zhang Published product

1. What is it The classic Bollinger Bands and the Bollinger Bands indicator built into the system,  they have the same mean period and deviation period.  And the method of average is just the simple moving average method.  The deviation method used is just the standard deviation method.  All this limits our research because: Sometimes we would like to have longer period averages + shorter period deviations. Sometimes we want moving averages that are not limited to simple

Yu Zhang
Added topic System built-in iGator() function is wrong !!!
look at the code,  please note that the parameters is "13,9,9,6,5,3". //--- paramters is not "13,8,8,5,5,3", is "13,9,9,6,5,3".    int handle = iGator ( _Symbol , _Period , 13 , 9 , 9 , 6 , 5 , 3 , MODE_SMMA , PRICE_MEDIAN );
shared author's Vasiliy Sokolov article
R-squared as an estimation of quality of the strategy balance curve
R-squared as an estimation of quality of the strategy balance curve

This article describes the construction of the custom optimization criterion R-squared. This criterion can be used to estimate the quality of a strategy's balance curve and to select the most smoothly growing and stable strategies. The work discusses the principles of its construction and statistical methods used in estimation of properties and quality of this metric.