文章
The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5 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 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 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 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 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
Combinatorially Symmetric Cross Validation In MQL5 MetaTrader 5
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
在MQL5中置换价格柱 MetaTrader 5
在这篇文章中，我们提出了一种置换价格柱的算法，并详细说明了如何使用置换测试来识别策略性能被编造来欺骗 EA 交易的潜在买家的情况。
MQL5中的替代风险回报标准 MetaTrader 5
在这篇文章中，我们介绍了几种被称为夏普比率（Sharpe ratio）替代品的风险回报标准的实现，并检查了假设的权益曲线以分析其特征。
用置信区间估计未来效能 MetaTrader 5
在这篇文章中，我们深入研究自举法技术的应用，作为评估自动化策略未来效能的一种手段。
MQL5中使用坐标下降法的弹性网络回归 MetaTrader 5
在这篇文章中，我们探索了弹性网络回归的实际实现，以最大限度地减少过拟合，同时自动将有用的预测因子与那些预测能力很小的预测因子区分开来。