How can I implement the Student-T Test or the Wilcoxon Test in the Expert Advisor

[yacoov]

Hi

I am looking for a sample code or how to implement Student-T Test http://en.wikipedia.org/wiki/Student's_t-test or Wicoxon Test https://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

in my EA in order to improve the probability of my expert advisor.There are some great articles about performance metrics in MQL4 and MQL5 website, but I have not stumbled upon anything with

Student-T Test or Wicoxon Test, can anyone help please?

[blackmore]

yacoov:

Hi

I am looking for a sample code or how to implement Student-T Test https://en.wikipedia.org/wiki/Student's_t-test or Wicoxon Test https://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

in my EA in order to improve the probability of my expert advisor.There are some great articles about performance metrics in MQL4 and MQL5 website, but I have not stumbled upon anything with

Student-T Test or Wicoxon Test, can anyone help please?

This speaks for itself. I too, cant find any other than those "great" stat/math-based articles, written in so complicated fashion.

Was wondering why even binomial was not touch on, no bayesian subjects, etc,? These two tests above are way better, easier, to cross-reference probability measures of trades, and also profitability of an EA.

Unfortunately, there aren't.