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Something interesting

This is a discussion on Something interesting within the General Discussion forums, part of the Trading Forum category; In 1942, Ralph Hartley proposed an analogue of the Fourier transform in his article " A More Symmetrical Fourier Analysis ...

      
   
  1. #231
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    Discrete Hartley transform

    In 1942, Ralph Hartley proposed an analogue of the Fourier transform in his article "A More Symmetrical Fourier Analysis Applied to Transmission Problems".
    Just like Fourier transform (FT), Hartley transform (HT) turns the original signal into a sum of trigonometric functions. But there is one significant difference between them. FT converts real values to complex numbers, while HT provides only real results. Because of this difference, the Hartley transform did not become popular - scientists and technicians did not see any advantages in it and continued to use the usual Fourier transform. In 1983, Ronald Bracewell presented a discrete version of the Hartley transform.
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    How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 5): Bollinger Bands On Keltner Channel — Indicators Signal

    The definition of a multi-currency Expert Advisor in this article is an Expert Advisor or trading robot that can trade (open orders, close orders and manage orders, for example: Trailing Stop Loss and Trailing Profit) for more than 1 symbol pair from only one symbol chart, where in this article Expert Advisor will trade for 30 pairs.

    In this article we will use signals from two indicators, in this case Bollinger Bands® On Keltner Channel.
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    Integrating ML models with the Strategy Tester (Conclusion): Implementing a regression model for price prediction

    In the previous article, we completed the implementation of a CSV file management class for storing and retrieving data related to financial markets. Having created the infrastructure, we are now ready to use this data to build and train a machine learning model.


    Our task in this article is to implement a regression model that can predict the closing price of a financial asset within a week. This forecast will allow us to analyze market behavior and make informed decisions when trading financial assets.
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    Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies

    In the previous article, we started developing a multi-currency EA that works simultaneously with various trading strategies. At the first stage there were only two different strategies. They represented the implementation of the same trading idea, worked on the same trading instrument (symbol) and chart period (timeframe). They differed from each other only in the numerical values of the parameters.

    We are now only interested in testing the suitability of this approach, and not the efficiency of its implementation. Therefore, within the framework of this article, we will try to develop at least some working implementation of this approach, which later will help us build a more beautiful one from an architectural point of view since we will already have knowledge on how to avoid mistakes.
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    Developing a multi-currency Expert Advisor (Part 3): Architecture revision

    In the previous articles, we started developing a multi-currency EA that works simultaneously with various trading strategies. The solution provided in the second article is already significantly different from the one presented in the first one. This indicates that we are still in search of the best options.

    Let's try to look at the developed system as a whole, abstracting from the small details of the implementation, in order to understand ways to improve it. To do this, let us trace the albeit short, but still noticeable evolution of the system.
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