Codes
mt-R for MetaTrader 5
Libraries for the interaction of МТ4/5 with R
BandsFilter for MetaTrader 4
Полосы Боллинджера на основе цифровых фильтров
Articles
Random Forests Predict Trends for MetaTrader 5
This article considers using the Rattle package for automatic search of patterns for predicting long and short positions of currency pairs on Forex. This article can be useful both for novice and experienced traders
Econometrics EURUSD One-Step-Ahead Forecast for MetaTrader 4
The article focuses on one-step-ahead forecasting for EURUSD using EViews software and a further evaluation of forecasting results using the programs in EViews. The forecast involves regression models and is evaluated by means of an Expert Advisor developed for MetaTrader 4
Analyzing the Indicators Statistical Parameters for MetaTrader 5
The technical analysis widely implements the indicators showing the basic quotes "more clearly" and allowing traders to perform analysis and forecast market prices movement. It's quite obvious that there is no sense in using the indicators, let alone applying them in creation of trading systems
Forum
Econometrics: let's discuss the CU balance sheet.
I should point out straight away that I don't understand the tester results very well, so I use a different balance specification. I suggest to discuss. So, let's take EURUSD H1 from 19.03.2012 to 28.04.2012. Here is the chart: A certain trading system, making 47 trades, got the results (horizontal
Forget random quotes
Random wandering, the efficient market and other nonsense with the word random. Please read here. I hope we never have to calculate probability and normal distribution law in this forum again. Long live trends, well maybe muddied by free market believing idiots
Econometrics: bibliography
If you Google the word " econometrics ", you will get a huge list of literature, which is difficult to understand even for an expert. One book says one thing, another - another, the third - just a compilation of the first two with some inaccuracies. But the "from the books" approach combines not
I would like to share the link
I would like to share a link to a very interesting high level resource. The resource is open, has an extensive archive with a good keyword search. In addition, you can subscribe to the newsletter. In this thread I propose to discuss interesting articles from this resource. New 5-6 articles come
Econometrics: why co-integration is needed
Attempts to overcome the non-stationarity of the quotient are undertaken all the time in econometrics . One such approach is the use of the cointegration property. In 1987, Engle and Grainger suggested that the combination of two differentially stationary series (I(1)) is stationary, i.e. I(0). It
Remembering veterans: Box and Jenkins
In 1974, 38 years ago, the legendary book "Time Series Analysis" by Box and Jenkins was published. This book has had and continues to have a huge impact on time series analysis and forecasting. To this day, US government agencies are still making forecasts using a modification of this model
Econometrics: one step ahead forecast
Article #2 with a similar title has been published. This article is a continuation of the other article #1. These articles are a brief overview of econometrics. Using these articles I propose the following to forum members: to work collectively on creating econometric models for predicting the
ERUUSD spectra - is this proof of non-stationarity?
I am attaching the spectra of the quotation ranges for H1. Two sequential in time and then a common one for them. Nothing in common. And that's on a short time frame