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ayantrader/ 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

Updated 2026-08-14 00:10:17 +00:00

ayantrader/ 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

Updated 2026-08-14 00:09:53 +00:00

ayantrader/ boss

MQL5 0 0

The repo hosts Bag-of-SFA-Symbols classifier from scratch in pure MQL5, turning price windows into words and bags of words into a regime classifier. Benchmarked against Dynamic Time Warping on BTCUSD, the BOSS ensemble wins on clean accuracy and runs about twenty times faster.

article classification metatrader5 mql5 regime-detection sfa time-series

Updated 2026-08-14 00:09:45 +00:00

ayantrader/ BOCPD

MQL5 0 0

Bayesian Online Change-Point Detection (BOCPD) in MQL5: One Regime-Break Signal, Three Ways to Use It

article bayesian change-point-detection metatrader5 mql5 quant regime-detection

Updated 2026-08-14 00:09:42 +00:00