Entropy pooling in native MQL5: history reweighted by relative entropy instead of cut by a lookback window, with volatility conditioning under a scenario budget, views on volatility, tails and correlation, and an expected-shortfall sizing EA with walk-forward evidence against rolling windows and kernels.
于2026-09-15 09:56:10 +00:00 更新
A per-quote market activity gauge in native MQL5: autoregressive conditional durations on the waits between quote changes, with the time-of-day rhythm removed, plus the evidence on whether activity improves short-horizon volatility forecasts beyond live price movement.
于2026-09-14 06:08:33 +00:00 更新
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.
于2026-09-07 09:11:20 +00:00 更新
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
于2026-08-22 23:48:18 +00:00 更新
Kronos is a pretrained transformer that forecasts candlesticks the way a language model predicts words.
于2026-08-20 19:56:32 +00:00 更新
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.
于2026-08-14 00:10:43 +00:00 更新
Toeplitz Inverse Covariance Clustering in native MQL5: sparse per-regime precision matrices, non-repainting regime ribbon and dependency graph panel.
于2026-08-14 00:10:17 +00:00 更新
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.
于2026-08-14 00:09:58 +00:00 更新
Symbolic Aggregate Approximation (SAX) in MQL5: Historical Analog Search and Forecasting
于2026-08-14 00:09:56 +00:00 更新
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.
于2026-08-14 00:09:56 +00:00 更新
An MQL5 indicator that recovers the market's own probability distribution from an option chain using the Breeden-Litzenberger identity.
于2026-08-14 00:09:54 +00:00 更新
Porting Daniel Bloch's Relative Moving Average framework into a complete MetaTrader 5 system
于2026-08-14 00:09:53 +00:00 更新
Ordinal Pattern Transition Networks in MQL5
于2026-08-14 00:09:52 +00:00 更新