Articles
Survival Analysis for Trade Exits: A Discrete-Time Competing-Risks Model in MQL5 for MetaTrader 5
Fixed exits ignore state changes while a trade is open. We implement a discrete-time competing-risks model entirely in MQL5, estimate cause-specific hazards for take-profit and stop-loss via Newton–Raphson on a person-period dataset with time-varying features, and turn cumulative incidence into a