Codes
Fractal ZigZag pour MetaTrader 5
This indicator is MQL5 version of FractalZigZagNoRepaint, it displays swing highs and lows
Articles
Ordinal Encoding for Nominal Variables pour MetaTrader 5
In this article, we discuss and demonstrate how to convert nominal predictors into numerical formats that are suitable for machine learning algorithms, using both Python and MQL5
Applying Localized Feature Selection in Python and MQL5 pour MetaTrader 5
This article explores a feature selection algorithm introduced in the paper 'Local Feature Selection for Data Classification' by Narges Armanfard et al. The algorithm is implemented in Python to build binary classifier models that can be integrated with MetaTrader 5 applications for inference
Pattern Recognition Using Dynamic Time Warping in MQL5 pour MetaTrader 5
In this article, we discuss the concept of dynamic time warping as a means of identifying predictive patterns in financial time series. We will look into how it works as well as present its implementation in pure MQL5
Causal analysis of time series using transfer entropy pour MetaTrader 5
In this article, we discuss how statistical causality can be applied to identify predictive variables. We will explore the link between causality and transfer entropy, as well as present MQL5 code for detecting directional transfers of information between two variables
Eigenvectors and eigenvalues: Exploratory data analysis in MetaTrader 5 pour MetaTrader 5
In this article we explore different ways in which the eigenvectors and eigenvalues can be applied in exploratory data analysis to reveal unique relationships in data
Integrating Hidden Markov Models in MetaTrader 5 pour MetaTrader 5
In this article we demonstrate how Hidden Markov Models trained using Python can be integrated into MetaTrader 5 applications. Hidden Markov Models are a powerful statistical tool used for modeling time series data, where the system being modeled is characterized by unobservable (hidden) states. A
A feature selection algorithm using energy based learning in pure MQL5 pour 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 pour 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 pour 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 pour 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