Price Increment source code - indicator for MetaTrader 4 The indicator calculates the price change on each bar and displays a histogram in the additional indicator window. Outputs 3 types of data: absolute price change, percentage and logarithmic.
Fallacies, Part 1: Money Management is Secondary and Not Very Important In this article we will discuss very simple things that can very often be deceptive - the graphs of an account balance in the testing report. In reports of strategy testing by beginners we can often see exponential balance/equity graphs and multibillion results by the end of the testing period. Such results usually invoke skeptical comments of experienced EA writers ...
Fallacies, Part 2. Statistics Is a Pseudo-Science, or a Chronicle of Nosediving Bread And Butter The first part of the article heading is a quotation from the post by SergNF dated April 17, 2008 14:04, https://www.mql5.com/ru/forum/108164. Well, even the most strict mathematics turns into a pseudo-science when used by a "researcher" that decides to play with attractive formulas without any practical application. The skepticism ...
Custom symbols in MetaTrader 5 offer new opportunities for developing trading systems and analyzing any financial markets. Now traders are able to plot charts and test trading strategies on an unlimited number of financial instruments. To do this, they only need to create their custom symbol based on a tick or minute history. Custom symbols can be used to test any trading robot from the Market or the free source code library. Apart from ...
Contents Introduction1. Sample selection 2. Dimensionality reduction 2.1. Principal component analysis (PCA)2.2. Independent component analysis (ICA)2.3. Probabilistic principal component analysis (PPCA)2.4. Autoencoder (nonlinear PCA) 2.5. Inverse nonlinear PCA (NLPCA)3. Dividing the data set into the train/valid/test setsConclusionApplication more...
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