Codes
Trend indicator based on singular spectrum analysis for MetaTrader 5
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
Articles
Evaluating the ability of Fractal index and Hurst exponent to predict financial time series for MetaTrader 5
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
Using MATLAB 2018 computational capabilities in MetaTrader 5 for 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
Forecasting market movements using the Bayesian classification and indicators based on Singular Spectrum Analysis for MetaTrader 5
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