Yevgeniy Koshtenko / Publications
Codes
Risk calculator for MT 5 for MetaTrader 5
The indicator calculates your risk as a percentage and gives you the lot size that is acceptable for your risk. You only need to specify the risk in per cent and the stop size in pips
Probability Theory Expert Advisor for Forex for MetaTrader 5
Probability Theory Advisor
Price / Volume indicator for MetaTrader 5
One of the simpler chips for machine learning
Advanced compound interest calculator for the trader for MetaTrader 5
A compound interest calculator for the trader. Calculates, based on your parameters, your risk of ruin, and the optimal risk per trade. Gives a forecast of your capital size in a year, month, and at the end of the term
Articles
Integrating Computer Vision into Trading in MQL5 (Part 1): Creating Basic Functions for MetaTrader 5
The EURUSD forecasting system with the use of computer vision and deep learning. Learn how convolutional neural networks can recognize complex price patterns in the foreign exchange market and predict exchange rate movements with up to 54% accuracy. The article shares the methodology for creating an
Angular Analysis of Price Movements: A Hybrid Model for Predicting Financial Markets for MetaTrader 5
What is angular analysis of financial markets? How to use price action angles and machine learning to make accurate forecasts with 67% accuracy? How to combine a regression and classification model with angular features and obtain a working algorithm? What does Gann have to do with it? Why are price
Analyzing Overbought and Oversold Trends Via Chaos Theory Approaches for MetaTrader 5
We determine the overbought and oversold condition of the market according to chaos theory: integrating the principles of chaos theory, fractal geometry and neural networks to forecast financial markets. The study demonstrates the use of the Lyapunov exponent as a measure of market randomness and
Using Deep Reinforcement Learning to Enhance Ilan Expert Advisor for MetaTrader 5
We revisit the Ilan grid Expert Advisor and integrate Q-learning in MQL5 to build an adaptive version for MetaTrader 5. The article shows how to define state features, discretize them for a Q-table, select actions with ε-greedy, and shape rewards for averaging and exits. You will implement
Swap Arbitrage in Forex: Building a Synthetic Portfolio and Generating a Consistent Swap Flow for MetaTrader 5
Do you want to know how to benefit from the difference in interest rates? This article considers how to use swap arbitrage in Forex to earn stable profit every night, creating a portfolio that is resistant to market fluctuations
Employing Game Theory Approaches in Trading Algorithms for MetaTrader 5
We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of different pairs will exchange information with each other
Forex arbitrage trading: Analyzing synthetic currencies movements and their mean reversion for MetaTrader 5
In this article, we will examine the movements of synthetic currencies using Python and MQL5 and explore how feasible Forex arbitrage is today. We will also consider ready-made Python code for analyzing synthetic currencies and share more details on what synthetic currencies are in Forex
Forex arbitrage trading: A simple synthetic market maker bot to get started for MetaTrader 5
Today we will take a look at my first arbitrage robot — a liquidity provider (if you can call it that) for synthetic assets. Currently, this bot is successfully operating as a module in a large machine learning system, but I pulled up an old Forex arbitrage robot from the cloud, so let's take a look
Forex Arbitrage Trading: Relationship Assessment Panel for MetaTrader 5
This article presents the development of an arbitrage analysis panel in MQL5. How to get fair exchange rates on Forex in different ways? Create an indicator to obtain deviations of market prices from fair exchange rates, as well as to assess the benefits of arbitrage ways of exchanging one currency
Build a Remote Forex Risk Management System in Python for MetaTrader 5
We are making a remote professional risk manager for Forex in Python, deploying it on the server step by step. In the course of the article, we will understand how to programmatically manage Forex risks, and how not to waste a Forex deposit any more











