Articles on data analysis and statistics in MQL5

In this article, we will consider active machine learning methods utilizing real data, as well discuss their pros and cons. Perhaps you will find these methods useful and will include them in your arsenal of machine learning models. Transduction was introduced by Vladimir Vapnik, who is the co-inventor of the Support-Vector Machine (SVM).

In this article, I will consider the popular Particle Swarm Optimization (PSO) algorithm. Previously, we discussed such important characteristics of optimization algorithms as convergence, convergence rate, stability, scalability, as well as developed a test stand and considered the simplest RNG algorithm.

In this article I am going to attempt to use our logistic model to predict the stock market crash based upon the fundamentals of the US economy, the NETFLIX and APPLE are the stocks we are going to focus on, Using the previous market crashes of 2019 and 2020 let's see how our model will perform in the current dooms and glooms.

Embark on a compelling exploration where financial analysis meets algorithmic trading as we unravel the art of seamlessly uniting R and MetaTrader 5. This article is your guide to bridging the realms of analytical finesse in R with the formidable trading capabilities of MetaTrader 5.

Let's start by clarifying the current situation, because we didn't start in the best way. If we don't do it now, we'll be in trouble soon.

Moving from a simple trading script to a fully functioning Expert Advisor (EA) can significantly enhance your trading experience. Imagine having a system that automatically monitors your charts, performs essential calculations in the background, and provides regular updates every two hours. This EA would be equipped to analyze key metrics that are crucial for making informed trading decisions, ensuring that you have access to the most current information to adjust your strategies effectively.

We will be creating a simple hedge EA as a base for our more advanced Grid-Hedge EA, which will be a mixture of classic grid and classic hedge strategies. By the end of this article, you will know how to create a simple hedge strategy, and you will also get to know what people say about whether this strategy is truly 100% profitable.

Data Classification is a crucial thing for an algo trader and a programmer. In this article, we are going to focus on one of classification logistic algorithms that can probability help us identify the Yes's or No's, the Ups and Downs, Buys and Sells.

In this article, we will create a mathematical model for simulating multicurrency pricing and complete the study of the diversification principle as part of the search for mechanisms to increase the trading efficiency, which I started in the previous article with theoretical calculations.

Ridge regression is a simple technique to reduce model complexity and prevent over-fitting which may result from simple linear regression

This time I will analyze the Ant Colony optimization algorithm. The algorithm is very interesting and complex. In the article, I make an attempt to create a new type of ACO.

Todays trader is a philomath who is almost always (either consciously or not...) looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. This clearly places a premium on the trader's time and the need to avoid mistakes. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.

The Fourier transform introduced by Joseph Fourier is a means of deconstructing complex data wave points into simple constituent waves. This feature could be resourceful to traders and this article takes a look at that.

How about creating a system that would allow us to study the market when it is closed or even to simulate market situations? Here we are going to start a new series of articles in which we will deal with this topic.

The article considers the probabilistic price field evolution equation and the upcoming price spike criterion. It also reveals the essence of price values on charts and the mechanism for the occurrence of a random walk of these values.

There is an essential need for MQL5 programmers or developers to master important and valuable tools. One of these tools is the Strategy Tester, this article is a practical guide to understanding and using the strategy tester of MQL5.

It has been more than a year since I published my last article. This is quite a lot time to revise ideas and to develop new approaches. In the new article, I would like to divert from the previously used supervised learning method. This time we will dip into unsupervised learning algorithms. In particular, we will consider one of the clustering algorithms—k-means.

In this article, we will consider how to build graphs of all optimization passes and to select the optimal custom criterion. We will also see how to create a desired solution with little MQL5 knowledge, using the articles published on the website and forum comments.

Metamodels in machine learning: Auto creation of trading systems with little or no human intervention — The model decides when and how to trade on its own.

Decision trees imitate the way humans think to classify data. Let's see how to build trees and use them to classify and predict some data. The main goal of the decision trees algorithm is to separate the data with impurity and into pure or close to nodes.

How to access online data via MetaTrader 5? There are a lot of websites and places on the web, featuring a huge amount information. What you need to know is where to look and how best to use this information.

Alan Andrews is one of the most famous "educators" of the modern world in the field of trading. His "pitchfork" is included in almost all modern quote analysis programs. But most traders do not use even a fraction of the opportunities that this tool provides. Besides, Andrews' original training course includes a description not only of the pitchfork (although it remains the main tool), but also of some other useful constructions. The article provides an insight into the marvelous chart analysis methods that Andrews taught in his original course. Beware, there will be a lot of images.

Markov chains are a powerful mathematical tool that can be used to model and forecast time series data in various fields, including finance. In financial time series modelling and forecasting, Markov chains are often used to model the evolution of financial assets over time, such as stock prices or exchange rates. One of the main advantages of Markov chain models is their simplicity and ease of use.

Knowing how to input data from the Web into an Expert Advisor is not so obvious. It is not so easy to do without understanding all the possibilities offered by MetaTrader 5.