Yury Reshetov / Profile

The mathematical proof of not only the possibility but also the necessity of a libertarian economy - the free market. Since the theorem is constructive, it may be used as a mathematical basis for libertarian economic theories that do not contradict

These are the pies. See https://www.mql5.com/ru/forum/6337/page4 Renat : We have already achieved a great speed boost in the development version (it is for internal development) in the Open Price mode and solved the issue of speed difference between

I am now completing the article titled "Why is the neural network retrained? Created an EA for it, which uses an algorithm that corrects and makes it difficult to retrain the network. It needs to be tested on different instruments, timeframes

Arbitrage on three currency pairs as a continuation of the already mentioned topics: https://www.mql5.com/ru/forum/111484/page5 and https://www.mql5.com/ru/forum/128859/page98 Algorithm: We enter the market on the arbitrage condition (we open three

Almost every month there is a thread on this forum in which another whiner, gundos or luder states that technical analysis is self-defeating. To disprove this hypothesis once and for all, I have developed and configured a program that performs

Continuing the theme: Where is the line between fitting and real patterns? TSR is an abbreviation for Trading Systems Recovery I'm posting without a description of the theory and without screenshots. Screenshots will be in Code Base And I will warn

Betting system with non-negative expectation Let there be two mutually exclusive events A and B with corresponding probabilities: p(A) = 1 - p(B). Rules of the game: if a player bets on an event and this event falls out, his winnings are equal to

Another experiment. Many people prefer to trade on Forex because stock and futures markets have their own features and subtleties you need to know. What most discourages from trading in the stock market is the large set of financial instruments: from

Happy Holidays and Happy New Year to all! I have more or less finished my previous development. I am putting it out there for the local residents to judge

Description: The Expert Advisor calculates everything by itself, i.e. where to open and with which lot. It calculates optimally, so that either to quickly gain positive spreads and close in the black, or, if something goes wrong, to calmly sit out

As we know, markets are non-stationary. It is very easy to prove this: we take a market model for some financial instrument and fit it to a certain section of historical data, approximate it as closely as possible (approximate it). We obtain an

As always, one is good, the other you know. 1. The good news: Dub's theorem, is a special case. It could even be called a tautology, because: "A martingale cannot in any way be made non-martingale if it cannot in any way be made

The code and description of the library can be found in the article: Using Neural Networks in MetaTrader Thanks to the author! The library proved to be working. Here are the first results: First results The last 251 trades are history-fitting. All

Testing a martingale-based TS (the essence of the TA is a trade secret). The trial is open and is conducted in two stages: 1. On demo account 2. On cent account In both cases, you need to double the deposit in a short period of time. Be forewarned

Mathemat писал(а) >> Do you have any real ideas on how to account for non-stationarity in the tester? gip wrote >> So it is not very complicated. It requires some work, but by and large the problem is solvable. But for some reason not

As you know, many TS are well-fit on a representative sample and drain on forward tests. Such systems should not be used in trading. Today I analyzed different TS I have and this is what I found out: The signs of a working system is that it optimises

Many people may have heard of or even be familiar with the contents of J.L. Dub's book Probabilistic Processes. Chapter VII of the book, devoted to martingales, says that one cannot profit from pure martingales (a martingale is a fair game, i.e. with

Stock Strategies Builder is designed for the selection of trading strategies in fully automatic mode. Also Stock Strategies Builder creates a ready code of an Expert Advisor (mechanical trading system) in MQL4 language for MetaTrader4 trading

I built a multi-currency EA out of purely theoretical interest. I did not even suspect that it would not behave exactly as it was supposed to in theory. Because it acts incorrectly, i.e. it sells when the price is falling and closes short (i.e. buys)

Rules: 1. Start of the championship on 28 April 2008. 2. Closing of the championship on 17 May 2008. 3. Winners and losers are determined on the basis of equity on the accounts at the end of the trading session on 17 May 2008. 4. All interested