Mathematical expectation in trading is one of the indicators used to evaluate a trading strategy efficiency. In 1738, Daniel Bernoulli published his work "Specimen theoriae novae de mensura sortis" (Exposition of a New Theory on the Measurement of Risk). In this work, he derived the moral expectation equation. The main difference between moral expectation and mathematical expectation is that moral expectation depends on the player's capital and implicitly ...
Method for creating custom indicators whose drawings are made using the class CCanvas from standard library. The topics of this article are listed below: Reasons for using CanvasChart window propertiesUnderstanding the chart window propertiesChart properties viewer indicatorCoordinates conversionDRAW_FILLING with transparencyExtending the method to work in subwindow indicators ...
Among all the considered models, CNN-LSTM models have generated the best results during the experiments. In this article, we will consider how to create such a model to forecast financial timeseries and how to use the created ONNX model in an MQL5 Expert Advisor. more...
In the previous article, we saw how category theory can be potent in complex systems via its concepts of products, coproducts, and the universal property, examples of applications of which in finance and algorithmic trading were shared. Here, we will delve deeper into spans, experiments, and compositions. more...
In previous articles: Creating an EA that works automatically (Part 06): Account types (I) and Creating an EA that works automatically (Part 07): Account types (II), we were focusing on the importance of being careful when designing an EA that trades automatically. Before we can really understand how the EA code for automation should work, we need to understand how it interacts with the trade server. more...
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