Maxell Agustin Aguiran
Maxell Agustin Aguiran
  • Quantitative Research Consultant em WorldQuant
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Quantitative Research Consultant em WorldQuant
Greetings,

I am a Quantitative Research Consultant and I am on MQL5 to share machine-learning tips and how to apply them to your trading.

Sincerely,
Maxell Agustin Aguiran
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Maxell Agustin Aguiran
Publicado o artigo Estimate the Probability of Large-range Sessions (Part 1): Build and Check EURUSD Forecasts
Estimate the Probability of Large-range Sessions (Part 1): Build and Check EURUSD Forecasts

We estimate the probability, at broker time 08:00, that EURUSD's 08:00–16:00 range exceeds 1.25 times the mean of the previous 20 complete, valid target ranges. A two-feature SPSS logistic regression model employs the completed 00:00–08:00 H1 window. Coefficients from 2020–2023 sessions are fixed for the 2024 holdout comparison against constant and 60-outcome rolling frequency baselines, using Brier scores and log losses. MQL5 scripts allow readers to extract broker data and recreate the probabilities in MetaTrader 5.

Maxell Agustin Aguiran
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