Shapley attribution of strategy filters in native MQL5: one unfiltered backtest that records every filter's verdict per trade contains all 2^n filter combinations exactly, and the report separates each filter's credit, its removal cost, its overlap with others and the share any random veto would have earned.
于2026-10-27 14:40:23 +00:00 更新
Economic calendar releases turned from categories into numbers in native MQL5: actual minus forecast standardised by each indicator's own dispersion, and anchored to the minute bar that actually moved by a server clock recovered from price. Includes the per-event response regression that says which releases move a symbol and which, payrolls among them, do not.
于2026-10-22 02:04:37 +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2026-10-18 01:09:19 +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2026-10-12 03:39:23 +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2026-09-30 19:01:52 +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2026-09-29 15:15:38 +00:00 更新
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.
于2026-09-24 16:48:26 +00:00 更新
Reconstructing the FX volatility smile in MQL5 from broker quotes, using Garman-Kohlhagen pricing and the delta-space conventions the FX market actually quotes in.
于2026-09-24 12:18:39 +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2026-09-23 19:29:49 +00:00 更新
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2026-09-20 10:16:41 +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