Articles
Native Gaussian Process Regression in MQL5: Short-Horizon Price Forecasting with Uncertainty Bands for MetaTrader 5
The article rebuilds a Gaussian Process forecaster in native MQL5 around market-state inputs and direct horizon log-return targets. It employs a Matern 3/2 kernel, symmetric Cholesky with adaptive jitter, standardized targets, and a log‑space grid search that avoids state side effects. The EA trades
Hidden Semi-Markov Models for Duration-Aware Regime Detection in MQL5 for MetaTrader 5
Standard HMMs assume geometric, memoryless state durations, which poorly match real market phases. This piece implements a duration‑explicit Hidden Semi‑Markov Model natively in MQL5, with per‑state sojourn distributions and a residual‑time forward filter. Parameters are fit offline via EM and
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