In the previous article I put a small indicator under the MetaEditor profiler and let two columns of numbers tell me where its time was going. The profiler answers one question well: where is this program slow? It has nothing to say about a different and often costlier question, the one where the program is fast enough but simply wrong. A line draws smoothly, the terminal reports no error, and yet the values it plots are quietly incorrect. For that class of problem MetaEditor ships a separate ...
We will look inside the code that transforms a set of neural networks into a thinking, feeling, and evolving trading collective. This is the story of how machine learning has moved beyond simple prediction and entered the realm of creating a digital ecosystem capable of reflection and adaptation. Welcome to the cutting edge of algorithmic trading, where code does not merely execute - it becomes conscious. more...
In this article I build a diagnostic tool—not a strategy—that captures execution metrics on your account. It helps answer one question with numbers: "Is my live result falling short because of the strategy, or because of execution?" The tool is an EA called Execution Quality Monitor. This tool does not measure the broker in isolation. It measures the entire execution path (terminal/PC/VPS, network, broker gateway, venue liquidity), so poor results can come from any link. There ...
The preceding articles in this Feature Engineering for ML series derived features from price geometry (Part 1), from the trading calendar (Part 3), from the bid-ask spread and price impact (Parts 5–6), from the information content of the trade-direction sequence (Part 7), and, most recently, from the timing of regime changes themselves (Part 10). This eleventh installment returns to price geometry, but at a coarser structural level: the swing highs and swing lows that define support, resistance, ...
To successfully implement a grid strategy, it is necessary to carefully analyze the market situation and determine the optimal grid parameters. In this article, we will take a detailed look at the basic principles of the grid strategy, as well as its advantages and disadvantages. We will delve into the mathematical calculations underlying it, analyze various approaches to grid construction, and explore ways to optimize the grid strategy to maximize profits. more...
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