Roman Korotchenko
Roman Korotchenko
3.9 (13)
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7+ years
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3
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283
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с.н.с at Владивосток
Резюме опубликовано
http://itmozg.ru/resume/show/?id=572d5c129f5255221bb43c3f
Roman Korotchenko
Roman Korotchenko
Используя оригинальные коды SSA ALGLIB написал программы индикатора и эксперта для MQL5. К ним подключается alglibSSA.dll, поэтому программы не выставлены в маркет. Обращайтесь кому интересно.

Using the original SSA codes from the ALGLIB site, I programmed the indicator program with a forecast and an expert for MQL5. AlglibSSA.dll is connected to them, so the programs are not on the market. Who is interested - contact please.
Roman Korotchenko
Published article Evaluating the ability of Fractal index and Hurst exponent to predict financial time series
Evaluating the ability of Fractal index and Hurst exponent to predict financial time series

Studies related to search for the fractal behavior of financial data suggest that behind the seemingly chaotic behavior of economic time series there are hidden stable mechanisms of participants' collective behavior. These mechanisms can lead to the emergence of price dynamics on the exchange, which can define and describe specific properties of price series. When applied to trading, one could benefit from the indicators which can efficiently and reliably estimate the fractal parameters in the scale and time frame, which are relevant in practice.

magretta
[Deleted] 2019.07.19
[Deleted]
Roman Korotchenko
Published article Using MATLAB 2018 computational capabilities in MetaTrader 5
Using MATLAB 2018 computational capabilities in MetaTrader 5

After the upgrade of the MATLAB package in 2015, it is necessary to consider a modern way of creating DLL libraries. The article uses a sample predictive indicator to illustrate the peculiarities of linking MetaTrader 5 and MATLAB using modern 64-bit versions of the platforms, which are utilized nowadays. With the entire sequence of connecting MATLAB considered, MQL5 developers will be able to create applications with advanced computational capabilities much faster, avoiding «pitfalls».

Roman Korotchenko
Published article Forecasting market movements using the Bayesian classification and indicators based on Singular Spectrum Analysis
Forecasting market movements using the Bayesian classification and indicators based on Singular Spectrum Analysis

The article considers the ideology and methodology of building a recommendatory system for time-efficient trading by combining the capabilities of forecasting with the singular spectrum analysis (SSA) and important machine learning method on the basis of Bayes' Theorem.

zhangzhlc
zhangzhlc 2017.07.21
你好,非常喜欢这篇文章,文章里描述的指标叫什么名子?怎么才能使用?。谢谢
Zhang Chen
Zhang Chen 2017.07.21
Hello, is there an MT4 version of SSA? I want the MT4 version
Roman Korotchenko Published product

An analogue of the Stochastic oscillator based on algorithms of singular spectrum analysis (SSA) SSA is an effective method to handle non-stationary time series with unknown internal structure. It is used for determining the main components (trend, seasonal and wave fluctuations), smoothing and noise reduction. The method allows finding previously unknown series periods and make forecasts on the basis of the detected periodic patterns. Indicator signals are identical to signals of the original

Mohamed Anis
Mohamed Anis 2017.04.25
hello Mr.Roman, to what time-frame do you recommend ? and what is the %k & %d values do you recommend while using M5 ? thank you.
Roman Korotchenko Published product

SSACD - Singular Spectrum Average Convergence/Divergence This is an analogue of the MACD indicator based on the Caterpillar-SSA ( Singular Spectrum Analysis ) method. Limited version of the SSACD Forecast indicator. Limitations include the set of parameters and their range. Specificity of the method The Caterpillar-SSA is an effective method to handle non-stationary time series with unknown internal structure. The method allows to find the previously unknown periodicities of the series and make

Roman Korotchenko Published product
Reviews: 3
FREE

This indicator extracts a trend from a price series and forecasts its further development. Algorithm is based on modern technique of Singular Spectral Analysis ( SSA ). SSA is used for extracting the main components (trend, seasonal and wave fluctuations), smoothing and eliminating noise. It does not require the series to be stationary, as well as the information on presence of periodic components and their periods. It can be applied both for trend and for another indicators. Features of the

Mohamed Anis
Mohamed Anis 2017.04.25
hello Mr.Roman, to what parameters do you recommend to be applied ? because i noticed that there are big difference when i applied it to close for example than when i applied it to median price h/l ?
thank you
Roman Korotchenko
Published code Trend indicator based on singular spectrum analysis
Extracting trend and filtering noises using the method of singular spectrum analysis. Adjusting the indicator parameters allows to control the smoothness of the extracted trend and noise filtering threshold.
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ธนาวุฒิ โยธารัตน์
ธนาวุฒิ โยธารัตน์ 2020.05.06
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Roman Korotchenko
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