Códigos
Fractal ZigZag para MetaTrader 5
Este indicador es una versión de FractalZigZagNoRepaint para MQL5, que muestra los máximos y mínimos locales
Artículos
The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5 para MetaTrader 5
In this article we continue our exploration of the Group Method of Data Handling family of algorithms, with the implementation of the Combinatorial Algorithm along with its refined incarnation, the Combinatorial Selective Algorithm in MQL5
The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5 para MetaTrader 5
In this article we describe the implementation of the Multilayered Iterative Algorithm of the Group Method of Data Handling in MQL5
Implementing the Generalized Hurst Exponent and the Variance Ratio test in MQL5 para MetaTrader 5
In this article, we investigate how the Generalized Hurst Exponent and the Variance Ratio test can be utilized to analyze the behaviour of price series in MQL5
Implementation of the Augmented Dickey Fuller test in MQL5 para MetaTrader 5
In this article we demonstrate the implementation of the Augmented Dickey-Fuller test, and apply it to conduct cointegration tests using the Engle-Granger method
Filtering and feature extraction in the frequency domain para MetaTrader 5
In this article we explore the application of digital filters on time series represented in the frequency domain so as to extract unique features that may be useful to prediction models
Validación cruzada simétrica combinatoria en MQL5 para MetaTrader 5
El artículo muestra la implementación de la validación cruzada simétrica combinatoria en MQL5 puro para medir el grado de ajuste tras optimizar la estrategia usando el algoritmo completo lento del simulador de estrategias
Permuting price bars in MQL5 para MetaTrader 5
In this article we present an algorithm for permuting price bars and detail how permutation tests can be used to recognize instances where strategy performance has been fabricated to deceive potential buyers of Expert Advisors
Alternative risk return metrics in MQL5 para MetaTrader 5
In this article we present the implementation of several risk return metrics billed as alternatives to the Sharpe ratio and examine hypothetical equity curves to analyze their characteristics
Estimate future performance with confidence intervals para MetaTrader 5
In this article we delve into the application of boostrapping techniques as a means to estimate the future performance of an automated strategy
Regresión neta elástica mediante descenso de coordenadas en MQL5 para MetaTrader 5
En este artículo, analizaremos la implementación práctica de la regresión neta elástica para minimizar el sobreajuste y al mismo tiempo separar automáticamente los predictores útiles de aquellos que tienen poco poder de pronóstico