Aleksey Nikolayev / Profilo
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6+ anni
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![Probability theory and mathematical statistics with examples (part I): Fundamentals and elementary theory](https://c.mql5.com/2/39/Probability_theory_1.png)
Trading is always about making decisions in the face of uncertainty. This means that the results of the decisions are not quite obvious at the time these decisions are made. This entails the importance of theoretical approaches to the construction of mathematical models allowing us to describe such cases in meaningful manner.
![Aleksey Nikolayev](https://c.mql5.com/avatar/2018/8/5B813025-B4F2.jpeg)
![Aleksey Nikolayev](https://c.mql5.com/avatar/2018/8/5B813025-B4F2.jpeg)
![Aleksey Nikolayev](https://c.mql5.com/avatar/2018/8/5B813025-B4F2.jpeg)
![Aleksey Nikolayev](https://c.mql5.com/avatar/2018/8/5B813025-B4F2.jpeg)
![Aleksey Nikolayev](https://c.mql5.com/avatar/2018/8/5B813025-B4F2.jpeg)
![Applying the probability theory to trading gaps](https://c.mql5.com/2/34/Gap_Probability.png)
In this article, we will apply the probability theory and mathematical statistics methods to creating and testing trading strategies. We will also look for optimal trading risk using the differences between the price and the random walk. It is proved that if prices behave like a zero-drift random walk (with no directional trend), then profitable trading is impossible.
![Applying the Monte Carlo method for optimizing trading strategies](https://c.mql5.com/2/32/Monte_Carlo.png)
Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article describes applying the Monte Carlo method to construct custom criteria for trading strategy optimization. In addition, the EA stability criteria are considered.
![Risk Evaluation in the Sequence of Deals with One Asset. Continued](https://c.mql5.com/2/30/Risk_estimation.png)
The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.
![Risk Evaluation in the Sequence of Deals with One Asset](https://c.mql5.com/2/29/Risk_estimation.png)
This article describes the use of methods of the theory of probability and mathematical statistics in the analysis of trading systems.