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Table of Contents IntroductionCriticism of common statistics for trading system evaluationThe behavior of common in testing of trading systemsRequirements for the testing criterion of the trading systemLinear RegressionCorrelationCoefficient of determination R^2The arcsine theorem and its contribution to the estimation of linear regressionCollecting the strategy equityCalculating the coefficient of determination R^2 using AlgLib ...
Interesting scripts were found (for MT5): ---------------- Pending orders UP - script for MetaTrader 5 The "Pending orders UP" script sets a grid of orders above the current price. Input Parameters Gap for pending orders UP from the current price (in pips) - the distance from the current price to place the first pending order.Step between orders UP (in pips) - distance between pending orders.Type ...
How to trade on an external cryptocurrency exchange via MetaTrader 5 [QUOTE] Not so long ago, the MQL5 language developers have introduced the updated functionality featuring the ability to develop custom symbols and charts. The broad traders' community has not yet had time to appreciate the power of this innovation, but even an easy and unobtrusive brainstorm shows an enormous potential hidden in the custom symbols. Together with other ...
Table of contentsIntroductionTypes of moving averages Moving Average technical indicatorExponential moving average (EMA) - based technical indicators Comparison of various types of moving averages Trading strategy specificationCreation of Expert AdviserExpert Adviser testing and performanceConclusion more...
Two Balance Equity indicators - ============ Equity Chart - indicator for MetaTrader 4 Modernization of the popular Equity indicator. The author of the original version: Igor Korepin. The necessity of the modernization is that the original indicator does not always work correctly with some instruments. For example, some brokers use the tickers with suffixes, prefixes. Also some CFD contracts and futures ...
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