New article at mql5.com: Using Discriminant Analysis to Develop Trading Systems
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New article Using Discriminant Analysis to Develop Trading Systems is published at mql5.com:
When developing a trading system, there usually arises a problem of selecting the best combination of indicators and their signals. Discriminant analysis is one of the methods to find such combinations. The article gives an example of developing an EA for market data collection and illustrates the use of the discriminant analysis for building prognostic models for the FOREX market in Statistica software.
Author: ArtemGaleev