Yury Kirillov / Profile

The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.

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.

We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the combined WPR graph crossing the moving average. If the answer is yes, we should consider the appropriate usage methods.

This article is a quick guide to MQL4 language functions, it will help you to migrate your programs from MQL4 to MQL5. For each MQL4 function (except trading functions) the description and MQL5 implementation are presented, it allows you to reduce the conversion time significantly. For convenience, the MQL4 functions are divided into groups, similar to MQL4 Reference.

For successful trading, we almost always need indicators that can separate the main price movement from noise fluctuations. In this article, we consider one of the most promising digital filters, the Kalman filter. The article provides the description of how to draw and use the filter.

This article deals with seven types of moving averages (MA) and a trading strategy to work with them. We also test and compare various MAs at a single trading strategy and evaluate the efficiency of each moving average compared to others.

The article considers the classic method for divergence construction and provides an additional divergence interpretation method. A trading strategy was developed based on this new interpretation method. This strategy is also described in the article.

This article considers new capabilities of the darch package (v.0.12.0). It contains a description of training of a deep neural networks with different data types, different structure and training sequence. Training results are included.

The article considers an example of applying the fuzzy logic to build a simple trading system, using the Fuzzy library. Variants for improving the system by combining fuzzy logic, genetic algorithms and neural networks are proposed.

This article describes the use of methods of the theory of probability and mathematical statistics in the analysis of trading systems.