Yu Zhang / Profile
- Information
8+ years
experience
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59
products
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9
demo versions
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0
jobs
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0
signals
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0
subscribers
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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.
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
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
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
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
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
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
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
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.