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Dokumentu skaits: 3,012
The article explains vector autoregression as a multivariate forecasting method in which each series depends on its own lagged values and the lags of other series. It applies VAR to daily EURUSD open, high, low, and close data: the example differences the…
This article presents an MQL5 Expert Advisor that combines UK gilt and FTSE 100 market data in a linear regression model. It describes conventional gilts and inflation-linked gilts, and outlines the common tendency for investors to move between equities and…
This article extends a context-aware reinforcement learning framework for cryptocurrency trading with a risk management module. In the described two-stage setup, market conditions are classified by trend and volatility so specialized sub-agents can learn for…
This article describes how to apply a Jurik Moving Average (JMA) routine as a replacement for conventional averaging in MQL4 indicators and Expert Advisors. Its central contribution is a reusable series function, with companion routines for resizing internal…
This article explains Ehlers’ signal-processing approach to price data and describes an MQL5 library for implementing several of his filters. It frames price as a mixture of fast noise, a middle-frequency cycle, and a slow trend. A low-pass filter can smooth…
The article explains how offline reinforcement learning can become overconfident when its training data do not cover the states and transitions encountered later. It introduces SPLT-Transformer, which uses separate Transformer-based latent models for policy…
This tutorial extends trade-level risk controls by treating an Expert Advisor’s open positions on one symbol as a combined basket. It describes aggregating position count, total volume, volume-weighted entry, floating profit and loss including swap,…
This interview describes a championship Expert Advisor built around moving-average comparisons for entries, with stop-loss and take-profit rules, adaptive money management, and GBP/USD trading. The trader says he chose a one-minute chart for its perceived…
This article describes adding a switchable cyberpunk display mode to an existing MQL5 graph for pair analysis and linear regression. The presentation adds neon colors, glow effects, animated elements, a starry background, and a theme toggle while retaining a…
This introductory article connects probability and statistics to trading, using repeated coin flips to explain why larger samples tend to represent underlying probabilities more reliably. It frames a trader’s task as using observed trade or price data to…
This article shows how to calculate technical indicators directly from input vectors in MQL5, giving developers control over the data series supplied to each calculation. It contrasts this approach with built-in indicator handles, which use predefined price…
This installment of a news-trading series revises an earlier MQL5 economic-calendar database project. It describes using object-oriented inheritance to organize country-specific news data, with a shared base class for event details and derived classes for…
The article diagnoses why sequential-bootstrap and standard-bootstrap models produced nearly identical out-of-fold Brier scores. It traces the problem to two linked implementation defects: a pipeline helper replaced the sequential bagging classifier with a…
The article presents MQL4 as a way to investigate price behavior with historical data. Its examples count bullish and bearish candles, estimate how often each color follows the other, and build separate candle-color histograms across RSI and Williams %R…
The document explains Bear’s Power, an oscillator calculated as the period low minus an exponential moving average. Values below zero are presented as evidence of bearish pressure; a move toward or above zero is interpreted as weakening bears. It recommends…
This article presents an MQL5 money-management module that adjusts position size as the recent price range expands. It uses a monotonic queue to track rolling highs and lows, describing how each observation is added and removed at most once to achieve linear…
This article describes a chart indicator that marks price areas associated with strong moves, changes in market structure, and liquidity sweeps. Displacement zones come from unusually large candles with limited overlap against surrounding price action.…
This article outlines a workflow for building a regression model to forecast an asset’s closing price within a week and connecting it to the MetaTrader 5 Strategy Tester. It compares linear, polynomial, decision tree, and support vector regression,…
The article proposes a theoretical model in which a probabilistic wave field governs price evolution. It derives a time-evolution equation under assumptions of a smooth field and conserved, normalized probability, then relates that equation mathematically to…
This article presents a framework for evaluating whether price accepts or rejects a previous trading session’s high or low. It combines those boundaries with the Candle Pressure Index (CPI), a measure based on a candle’s close within its high-low range and…
The article describes a Monte Carlo layer for a multifractal model of asset returns. It takes fitted parameters, including the Hurst exponent, a distribution choice, and sample volatility, then runs many independent simulated paths over a chosen forecast…
This article examines whether groups of trading-strategy parameter sets selected on historical data continue to perform in a later forward period. It treats the main optimization interval as in-sample and the reserved interval as out-of-sample, then compares…
The article adapts ideas from Molformer, a transformer framework for molecular graphs, to represent financial data. Its proposed market representation combines nodes for individual assets with nodes for recurring multi-asset patterns, aiming to encode…
This article shows how MetaTrader 5’s standard chart-object classes can be extended to display changing textual information on a chart. It explains the class hierarchy from a general object with list and serialization methods, through chart objects that…