Codes

Fractal ZigZag for MetaTrader 5

This indicator is MQL5 version of FractalZigZagNoRepaint, it displays swing highs and lows

Articles

A feature selection algorithm using energy based learning in pure MQL5 for MetaTrader 5

In this article we present the implementation of a feature selection algorithm described in an academic paper titled,"FREL: A stable feature selection algorithm", called Feature weighting as regularized energy based learning

The Group Method of Data Handling: Implementing the Combinatorial Algorithm in MQL5 for 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 for 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 for 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 for 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 for 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 for 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

Permuting price bars in MQL5 for MetaTrader 5

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 for MetaTrader 5

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 for MetaTrader 5

In this article we delve into the application of boostrapping techniques as a means to estimate the future performance of an automated strategy

Forum

I am still not able to withdraw my earnings.

The last topic i created was deleted. Whay am i being ignored?????? I previously opened a matter with the service desk ref id : #3391980 . I was told i could no longer withdraw to my Webmoney account. So now i have be trying to use my Paypal account, and no success at all. Please provide some

Mql5 vps service.

Is it possible to run more than one expert advisor when using Mql5 vps service . If so ,what is the maximum number of Expert advisors that can be run on one vps account

Mql Market products review

Buying stuff on the Metatrader app store can be intimidating. Some times you see a product that looks like it can deliver what you want only to find that it does not do what you hoped it would, this is especially true of Mt4 indicators. So i thought i would start a topic that is geared towards