文章
Eigenvectors and eigenvalues: Exploratory data analysis in MetaTrader 5 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 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 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 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 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 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
Implementation of the Augmented Dickey Fuller test in MQL5 MetaTrader 5
In this article we demonstrate the implementation of the Augmented Dickey-Fuller test, and apply it to conduct cointegration tests using the Engle-Granger method
Filtering and feature extraction in the frequency domain MetaTrader 5
In this article we explore the application of digital filters on time series represented in the frequency domain so as to extract unique features that may be useful to prediction models
MQL5 中的组合对称交叉验证 MetaTrader 5
在本文中，我们介绍使用纯 MQL5 语言实现组合对称交叉验证的情况，以衡量使用策略测试器的慢速完全算法优化策略后可能出现的过拟合程度。
在MQL5中置换价格柱 MetaTrader 5
在这篇文章中，我们提出了一种置换价格柱的算法，并详细说明了如何使用置换测试来识别策略性能被编造来欺骗 EA 交易的潜在买家的情况。