For stable trading, it is usually recommended to diversify both the traded instruments and the trading strategies. The same refers to machine learning models: it is easier to create several simpler models that one complex one. But it can be difficult to assemble these models into one ONNX model. In this article, we will consider one of the ensembles called the voting classifier. We will show you how easy it is to implement such an ensemble. ...
By using special data types 'matrix' and 'vector', it is possible to create the code which is very close to mathematical notation while avoiding the need to create nested loops or to mind correct indexing of arrays in calculations. In this article, we will see how to create, initialize, and use matrix and vector objects in MQL5. more...
Candlesticks are a very helpful technical tool if we use them correctly, as we can find a potential movement based on their patterns. Candlesticks can form specific patterns on the chart and these patterns can be divided into two types single-candle patterns and blended candle patterns (more than one candle). In this article, we will learn how we can use MQL5 to detect some of these patterns automatically in the MetaTrader 5 trading terminal, we ...
According to Janus theory, markets are driven by the interplay between prices and how traders react to them. When markets are trending, market participants show confidence by letting their profits ride. In an uptrend higher prices confirm participants' expectations of the trend, which in turn induces more buy-in. This has the effect of pushing prices even higher. more...
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 ...
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