In the article Calculating the Hurst Exponent , we were introduced to the concept of fractal analysis and how it can be applied to financial markets. In that article the author described the rescaled range method (R/S) of estimating the Hurst Exponent. In this article we take a different approach by demonstrating the implementation of the Generalized Hurst Exponet (GHE) to classify the nature of a series. We will focus on using the GHE to identify forex symbols that exhibit a tendency to ...
The article considers the practical application of quantization in the construction of tree models No complex mathematical equations are used. This is the second part of the article "Quantization and other methods of preprocessing input data in machine learning", so I strongly recommend starting your acquaintance with it. Here we will talk about the following: In the first part, we will consider the methods for preprocessing sample data implemented in MQL5.In the second ...
The Multi-currency Expert Advisor is a automated trading that can open, close, and manage orders for more than one symbol pair from a single symbol chart. This article focuses on the Expert Advisor trading for 30 pairs and using the ZigZag indicator, which is filtered with the Awesome Oscillator or filters each other's signals. more...
Regression is a task of predicting a real value from an unlabeled example. A well-known example of regression is estimating the value of a diamond based on such characteristics as size, weight, color, clarity, etc. The so-called regression metrics are used to assess the accuracy of regression model predictions. Despite similar algorithms, regression metrics are semantically different from similar loss functions. more...
Part 5 of our series will introduce you to the fascinating world of MQL5, designed especially for complete novices looking for a gentle introduction to the intricacies of array functions. This section aims to dismantle the misconceptions that are frequently associated with array functions, guaranteeing that each line of code is not only understood but comprehended thoroughly. Regardless of prior coding experience, I sincerely believe that everyone should have the opportunity to learn about the MQL5 ...
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