Articles
Self-adapting algorithm (Part IV): Additional functionality and tests pour MetaTrader 5
I continue filling the algorithm with the minimum necessary functionality and testing the results. The profitability is quite low but the articles demonstrate the model of the fully automated profitable trading on completely different instruments traded on fundamentally different markets
Self-adapting algorithm (Part III): Abandoning optimization pour MetaTrader 5
It is impossible to get a truly stable algorithm if we use optimization based on historical data to select parameters. A stable algorithm should be aware of what parameters are needed when working on any trading instrument at any time. It should not forecast or guess, it should know for sure
Developing a self-adapting algorithm (Part II): Improving efficiency pour MetaTrader 5
In this article, I will continue the development of the topic by improving the flexibility of the previously created algorithm. The algorithm became more stable with an increase in the number of candles in the analysis window or with an increase in the threshold percentage of the overweight of
Developing a self-adapting algorithm (Part I): Finding a basic pattern pour MetaTrader 5
In the upcoming series of articles, I will demonstrate the development of self-adapting algorithms considering most market factors, as well as show how to systematize these situations, describe them in logic and take them into account in your trading activity. I will start with a very simple
A scientific approach to the development of trading algorithms pour MetaTrader 5
The article considers the methodology for developing trading algorithms, in which a consistent scientific approach is used to analyze possible price patterns and to build trading algorithms based on these patterns. Development ideals are demonstrated using examples
What is a trend and is the market structure based on trend or flat? pour MetaTrader 5
Traders often talk about trends and flats but very few of them really understand what a trend/flat really is and even fewer are able to clearly explain these concepts. Discussing these basic terms is often beset by a solid set of prejudices and misconceptions. However, if we want to make profit, we
Price series discretization, random component and noise pour MetaTrader 5
We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements? Discretization of an audio signal at regular intervals is an acceptable solution because an audio signal is
Forum
Calculez la probabilité d'inversion
Qui est bon en maths, s'il vous plaît aidez-moi à résoudre ce problème, je n'arrive pas à trouver comment le faire. Nous avons un graphique de densité de probabilité pour une distribution normale, dans une distribution normale il n'y a pas de mémoire et la probabilité de la direction de chaque étape
Mesure de l'amplitude des vibrations
Je suis en train de développer une théorie des fluctuations du marché. J'ai réfléchi à deux choses : 1) Comment suivre une tendance sans fermer sur un pullback, et peut-être même en achetant plus sur un pullback dans la tendance. 2) Pourquoi les systèmes de trading simples basés sur des indicateurs
Développer un robot de trading stable
Je suis en train de développer un système de trading stable qui combinera des profits stables avec des transactions occasionnellement perdantes. Le système est basé sur une martingale à retournement. Je dois mentionner immédiatement que je comprends la futilité de la martingale classique, mais dans
Théorie fractale
Il existe une opinion selon laquelle le marché est une structure fractale . Cette opinion est justifiée car tout dans le monde est une structure fractale, y compris notre cerveau, qui génère en fin de compte le marché. La fractale est autosimilaire, c'est-à-dire qu'elle est constituée d'un morceau