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PDV
MQL5 0 0
Path-dependent volatility in native MQL5: the Guyon-Lekeufack model as four exponential accumulators updated in O(1) per bar, splitting volatility into a trend component and an activity component. Includes the out-of-sample evidence against GARCH(1,1) and the ablation that prices what the sign of the path is worth.
Modificado 2026-09-07 09:11:20 +00:00
OnlineFDR
MQL5 0 0
Online false discovery rate control in native MQL5: LORD3, LORD++ and SAFFRON gating a live stream of trading signals, with the calibration and dependence evidence that says whether the guarantee actually holds.
Modificado 2026-09-06 00:13:43 +00:00
Reconcile
MQL5 0 0
Forecast reconciliation in native MQL5: one projection engine that makes a timeframe hierarchy and a currency-triangle graph coherent, with five weighting schemes and walk-forward Diebold-Mariano evidence.
Modificado 2026-08-26 04:59:26 +00:00
MiniRocket
MQL5 0 0
MiniRocket in native MQL5: 84 fixed convolution kernels and a ridge classifier in the dual, with a leak-free audit harness whose controls prove the measurement works before it is trusted
Modificado 2026-08-22 23:48:18 +00:00
kronos-mql5
MQL5 1 1
Kronos is a pretrained transformer that forecasts candlesticks the way a language model predicts words.
forecasting foundation-model machine-learning metatrader5 mql5 transformer
Modificado 2026-08-20 19:56:32 +00:00
NetworkMomentum
MQL5 0 0
We implement a research paper's network-momentum trend-following strategy entirely in MQL5. The EA detects lead-lag relationships between markets with Derivative Dynamic Time Warping, learns a weighted network by convex optimization, and trades the momentum that spills across it.
article dtw graph-learning lead-lag metatrader5 momentum mql5
Modificado 2026-08-14 00:10:43 +00:00
TICC
MQL5 0 0
Toeplitz Inverse Covariance Clustering in native MQL5: sparse per-regime precision matrices, non-repainting regime ribbon and dependency graph panel.
admm article graphical-lasso metatrader5 mql5 precision-matrix regime-detection
Modificado 2026-08-14 00:10:17 +00:00
Survival
MQL5 0 0
Survival analysis applied to MetaTrader 5 deal history: Kaplan-Meier and hazard curves that answer how long a trade lasts and when it is most likely to die, not just how often it wins.
article kaplan-meier metatrader5 mql5 survival-analysis trade-analysis
Modificado 2026-08-14 00:09:58 +00:00
SAX
MQL5 0 0
Symbolic Aggregate Approximation (SAX) in MQL5: Historical Analog Search and Forecasting
analog-search article metatrader5 mql5 symbolic-representation time-series
Modificado 2026-08-14 00:09:56 +00:00
SFA
MQL5 0 0
Symbolic Fourier Approximation in MQL5: a Fourier front end with MCB binning for historical analog search, measured head to head against SAX on identical windows.
analog-search article fourier metatrader5 mql5 symbolic-representation time-series
Modificado 2026-08-14 00:09:56 +00:00
RND
MQL5 1 0
An MQL5 indicator that recovers the market's own probability distribution from an option chain using the Breeden-Litzenberger identity.
article metatrader5 mql5 options probability risk-neutral-density
Modificado 2026-08-14 00:09:54 +00:00
RMA
MQL5 0 0
Porting Daniel Bloch's Relative Moving Average framework into a complete MetaTrader 5 system
article expert-advisor metatrader5 moving-average mql5 regime-detection
Modificado 2026-08-14 00:09:53 +00:00
OPTN
MQL5 0 0
Ordinal Pattern Transition Networks in MQL5
article complex-networks metatrader5 mql5 ordinal-patterns time-series
Modificado 2026-08-14 00:09:52 +00:00
IntrinsicTime
MQL5 1 1
Intrinsic time and the directional-change operator in MQL5: scaling laws verified on live ticks, and the Alpha Engine coastline trader built on top of them.
article directional-change high-frequency intrinsic-time metatrader5 mql5
Modificado 2026-08-14 00:09:49 +00:00
Implied-Volatility-MQL5
MQL5 0 0
Implied Volatility Surface implemented in MQL5 DirectX
article directx implied-volatility metatrader5 mql5 options
Modificado 2026-08-14 00:09:48 +00:00