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Monte Carlo Permutation Tests in MetaTrader 5

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by , 10-22-2023 at 02:22 AM (412 Views)
      
   
.. in this article we will demonstrate a permutation test involving randomly permuted price data using MetaTrader 5. We will present code for permuting price series , as well as a script that automates the initial steps when preparing to conduct a permutation test of a complete EA.
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