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.. in this article we will demonstrate a permutation test involving randomly permuted price data using MetaTrader 5. We will present code for permuting price series , as well as a script that automates the initial steps when preparing to conduct a permutation test of a complete EA.
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Since the introduction of Matrices and Vectors MQL5 language has become more versatile and flexible when it comes to data storage and computations, these arrays which are in the form of objects which are accompanied by many built-in mathematical functions that once required manual implementations.