Codes
Fractal ZigZag for MetaTrader 5
This indicator is MQL5 version of FractalZigZagNoRepaint, it displays swing highs and lows
Articles
Bivariate Copulae in MQL5: (Part 3): Implementation and Tuning of Mixed Copula Models in MQL5 for MetaTrader 5
The article extends our copula toolkit with mixed copulas implemented natively in MQL5. We construct Clayton–Frank–Gumbel and Clayton–Student–t–Gumbel mixtures, estimate them via EM, and enable sparsity control through SCAD with cross‑validation. Provided scripts tune hyperparameters, compare
Building Volatility models in MQL5 (Part I): The Initial Implementation for MetaTrader 5
In this article, we present an MQL5 library for modeling volatility, designed to function similarly to Python's arch package. The library currently supports the specification of common conditional mean (HAR, AR, Constant Mean, Zero Mean) and conditional volatility (Constant Variance, ARCH, GARCH)
Bivariate Copulae in MQL5 (Part 2): Implementing Archimedean copulae in MQL5 for MetaTrader 5
In the second installment of the series, we discuss the properties of bivariate Archimedean copulae and their implementation in MQL5. We also explore applying copulae to the development of a simple pairs trading strategy
Bivariate Copulae in MQL5 (Part 1): Implementing Gaussian and Student's t-Copulae for Dependency Modeling for MetaTrader 5
This is the first part of an article series presenting the implementation of bivariate copulae in MQL5. This article presents code implementing Gaussian and Student's t-copulae. It also delves into the fundamentals of statistical copulae and related topics. The code is based on the Arbitragelab
Dynamic mode decomposition applied to univariate time series in MQL5 for MetaTrader 5
Dynamic mode decomposition (DMD) is a technique usually applied to high-dimensional datasets. In this article, we demonstrate the application of DMD on univariate time series, showing its ability to characterize a series as well as make forecasts. In doing so, we will investigate MQL5's built-in
Singular Spectrum Analysis in MQL5 for MetaTrader 5
This article is meant as a guide for those unfamiliar with the concept of Singular Spectrum Analysis and who wish to gain enough understanding to be able to apply the built-in tools available in MQL5
Websockets for MetaTrader 5: Asynchronous client connections with the Windows API for MetaTrader 5
This article details the development of a custom dynamically linked library designed to facilitate asynchronous websocket client connections for MetaTrader programs
Resampling techniques for prediction and classification assessment in MQL5 for MetaTrader 5
In this article, we will explore and implement, methods for assessing model quality that utilize a single dataset as both training and validation sets
An introduction to Receiver Operating Characteristic curves for MetaTrader 5
ROC curves are graphical representations used to evaluate the performance of classifiers. Despite ROC graphs being relatively straightforward, there exist common misconceptions and pitfalls when using them in practice. This article aims to provide an introduction to ROC graphs as a tool for
Gating mechanisms in ensemble learning for MetaTrader 5
In this article, we continue our exploration of ensemble models by discussing the concept of gates, specifically how they may be useful in combining model outputs to enhance either prediction accuracy or model generalization
Forum
I am still not able to withdraw my earnings.
The last topic i created was deleted. Whay am i being ignored?????? I previously opened a matter with the service desk ref id : #3391980 . I was told i could no longer withdraw to my Webmoney account. So now i have be trying to use my Paypal account, and no success at all. Please provide some
Mql5 vps service.
Is it possible to run more than one expert advisor when using Mql5 vps service . If so ,what is the maximum number of Expert advisors that can be run on one vps account
Mql Market products review
Buying stuff on the Metatrader app store can be intimidating. Some times you see a product that looks like it can deliver what you want only to find that it does not do what you hoped it would, this is especially true of Mt4 indicators. So i thought i would start a topic that is geared towards