This is a discussion on Metatrader 5 / Metatrader 4 for MQL5 / MQL4 articles preview within the General Discussion forums, part of the Trading Forum category; Piecewise linear representation of time series is a method of approximating a time series using linear functions over small intervals. ...
more...Piecewise linear representation of time series is a method of approximating a time series using linear functions over small intervals. In this article, we will discuss the algorithm of Bidirectional Piecewise Linear Representation of time series (BPLR), which was presented in the paper "Bidirectional piecewise linear representation of time series with application to collective anomaly detection". This method was proposed to solve problems related to finding anomalies in time series.
more...Volatility tends to peak around high-impact news events, creating significant breakout opportunities. In this article, we will outline the implementation process of a calendar-based breakout strategy in MQL5. We'll cover everything from creating a class to interpret and store calendar data, developing realistic backtests using this data, and finally, implementing execution code for live trading.
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