Kodlar
Fractal ZigZag MetaTrader 5 için
This indicator is MQL5 version of FractalZigZagNoRepaint, it displays swing highs and lows
Makaleler
The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5 MetaTrader 5 için
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 MetaTrader 5 için
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 MetaTrader 5 için
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 MetaTrader 5 için
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
Combinatorially Symmetric Cross Validation In MQL5 MetaTrader 5 için
In this article we present the implementation of Combinatorially Symmetric Cross Validation in pure MQL5, to measure the degree to which a overfitting may occure after optimizing a strategy using the slow complete algorithm of the Strategy Tester
Permuting price bars in MQL5 MetaTrader 5 için
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 MetaTrader 5 için
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 MetaTrader 5 için
In this article we delve into the application of boostrapping techniques as a means to estimate the future performance of an automated strategy
Elastic net regression using coordinate descent in MQL5 MetaTrader 5 için
In this article we explore the practical implementation of elastic net regression to minimize overfitting and at the same time automatically separate useful predictors from those that have little prognostic power
Monte Carlo Permutation Tests in MetaTrader 5 MetaTrader 5 için
In this article we take a look at how we can conduct permutation tests based on shuffled tick data on any expert advisor using only Metatrader 5