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
jobs
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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.
shared author's Aleksey Nikolayev article
Applying the Monte Carlo method for optimizing trading strategies
Applying the Monte Carlo method for optimizing trading strategies

Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article describes applying the Monte Carlo method to construct custom criteria for trading strategy optimization. In addition, the EA stability criteria are considered.

shared author's Mihail Marchukajtes article
Thomas DeMark's Sequential (TD SEQUENTIAL) using artificial intelligence
Thomas DeMark's Sequential (TD SEQUENTIAL) using artificial intelligence

In this article, I will tell you how to successfully trade by merging a very well-known strategy and a neural network. It will be about the Thomas DeMark's Sequential strategy with the use of an artificial intelligence system. Only the first part of the strategy will be applied, using the Setup and Intersection signals.

shared author's MetaQuotes article
Adaptive Trading Systems and Their Use in the MetaTrader 5 Client Terminal
Adaptive Trading Systems and Their Use in the MetaTrader 5 Client Terminal

This article suggests a variant of an adaptive system that consists of many strategies, each of which performs its own "virtual" trade operations. Real trading is performed in accordance with the signals of a most profitable strategy at the moment. Thanks to using of the object-oriented approach, classes for working with data and trade classes of the Standard library, the architecture of the system appeared to be simple and scalable; now you can easily create and analyze the adaptive systems that include hundreds of trade strategies.

Yu Zhang
Added topic How did your computer log in to the MQL community? How is DNS set up? My company can log in, but cannot log in at home.
As the title. I changed the dns of the company computer to 114, and I can log in to the forum. However, no matter how to set dns, I can't access community at home. Home and company are in the same city, just can’t visit the community. Also, in the
Yu Zhang
Added topic What is the sharpe ratio range for your ea strategy?
The sharpe ratio of Forex strategies is usually lower than that of the stock market.  How much do your Forex strategies usually ask for
Yu Zhang
Added topic MT5 integration with Python, function: order_calc_margin() get error!!!!
import MetaTrader5 as mt5 mt5. order_calc_margin (mt5. ORDER_TYPE_BUY , "AUDCAD" , 1 , 1 ) #761.96 mt5. order_calc_margin (mt5.ORDER_TYPE_BUY , "AUDCAD" , 1 , 2 ) #761.96 mt5. order_calc_margin (mt5.ORDER_TYPE_BUY , "AUDCAD" , 1 , 3 ) #761.96 I
Yu Zhang
Added topic Does anyone studied how to solve optimization mathematical problems in the MQL5 language?
such as: out = F(x) , According to the value range of x, the value of x that maximizes out is obtained. out = F(x, y) , According to the range of x and y, the value of (x, y) that maximizes out is obtained. ... The function F is very complicated and
Yu Zhang
Added topic Does the backtest of MT5 can be controlled by the program?
The backtest of MT5 is through the mouse and keyboard.  When I want to back-test many modes, I have to do it every time, which is very troublesome. for example:  mode_1: I want to test parameter A, B. mode_2: I want to test parameter
Por
Por 2021.03.24
I want to use MT5 for quant, too.
Por
Por 2021.03.24
Yu Zhang
Added topic Mt5's system built-in tool "Gann fan lines" and "Gann grid lines" can not used?
Mt5's system built-in tool "Gann fan lines" and " Gann grid lines" can not drag up and down.  But Mt4's can do it. Is that the same with yours
Yu Zhang
Added topic when I use backtest in mt5 , how to set symbol's spread to other number ?
when I use backtest in mt5 , how to set symbol's spread to others
Yu Zhang
Added topic What do you use for the indicator library on python? How to solve the problem that same name as MT4/5 indicator but different algorithm, rewritten?
As the title. I use talib. However, many of the indicator algorithms of the same name are different from those on MT5. Did you rewrite it yourself later, or how to solve it
Yu Zhang Published product

1. Development background Forex is a ratio, different from futures and the stocks. For example, if EURUSD has risen, it may be that EUR is falling and USDX has fallen even more.  I believe everyone knows that the US dollar index is an essential reference index in forex analysis .  In MT5 client, it is very valuable to see the US dollar index. Similarly, if you can see the index of other forex in the MT5 client,  which is very valuable for trading.  Because the US dollar

Yu Zhang
Added topic I recommend that python interactions would add the ability to get symbol indicator data.
Sometimes indicators with the same name, but different algorithms.  This results will case a difference between the Python backtest and the MT5 backtest. I recommend that python interactions would add the ability to get symbol indicator data
Yu Zhang
Added topic String Array sort can not be used in build 2485.
void OnStart ()   {    string a[]={ "c" , "a" , "b" };    test(a);   } //+------------------------------------------------------------------+ void test( string &data[])   {    ArraySort
Yu Zhang
Added topic Does MT5 support MySQL integration?
I seee MT5 have SQLlite integration, Does it support MySQL
Yu Zhang
Added topic Integration with Python can be used in backtest ?
I've recently seen quite a few updates to Integration with Python, including  various functions . Does it can be used in back testing?  According MQL5 Reference,  I found that there is no such function . At the same time, Socket
Yu Zhang Published product
Reviews: 1
35.00 USD

1. Why did I develop this series of indicators I found that most traders need to use multiple time frame indicators. They usually switch time frame to see indicators. However, once the timeframe is switched, you cannot see the  corresponding relationship  between  the price in the smaller timeframe  and  the indicator in the larger timeframe . For example: if your price chart is in H1 timeframe, you can see H4, D1 and W1 indicators in H1 timeframe Chart. This is more

Yu Zhang Published product

1. Why did I develop this series of indicators I found that most traders need to use multiple time frame indicators. They usually switch time frame to see indicators. However, once the timeframe is switched, you cannot see the  corresponding relationship  between  the price in the smaller timeframe  and  the indicator in the larger timeframe . For example: if your price chart is in H1 timeframe, you can see H4, D1 and W1 indicators in H1 timeframe Chart. This is more

Yu Zhang Published product

1. Why did I develop this series of indicators I found that most traders need to use multiple time frame indicators. They usually switch time frame to see indicators. However, once the timeframe is switched, you cannot see the  corresponding relationship  between  the price in the smaller timeframe  and  the indicator in the larger timeframe . For example: if your price chart is in H1 timeframe, you can see H4, D1 and W1 indicators in H1 timeframe Chart. This is more

Yu Zhang Published product

1. Why did I develop this series of indicators I found that most traders need to use multiple time frame indicators. They usually switch time frame to see indicators. However, once the timeframe is switched, you cannot see the  corresponding relationship  between  the price in the smaller timeframe  and  the indicator in the larger timeframe . For example: if your price chart is in H1 timeframe, you can see H4, D1 and W1 indicators in H1 timeframe Chart. This is more