Adewumi Babatunde Gbadebo
Adewumi Babatunde Gbadebo
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Adewumi Babatunde Gbadebo
Articolo pubblicato Survival Analysis for Trade Exits: A Discrete-Time Competing-Risks Model in MQL5
Survival Analysis for Trade Exits: A Discrete-Time Competing-Risks Model in MQL5

Fixed exits ignore state changes while a trade is open. We implement a discrete-time competing-risks model entirely in MQL5, estimate cause-specific hazards for take-profit and stop-loss via Newton–Raphson on a person-period dataset with time-varying features, and turn cumulative incidence into a bar-by-bar hold-or-close rule, then test it against fixed take-profit/stop-loss with identical entry logic.

Adewumi Babatunde Gbadebo
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