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• INVESTIGATION OF STRUCTURAL CHARACTERISTICS OF DISTRIBUTED COMPUTING SYSTEMS BASED ON GRAPHS WITH MULTIPLE EDGES OF DIFFERENT TYPES

  E.R. Muntyan , E.V. Melnik

  2021-08-11

  Abstract ▼

  The article considers the issues of fault-tolerant computing systems (CS) development in
  terms of their structure and redundancy. It is necessary to take into account a great amount of
  factors, which have an impact on performance, reliability and fault tolerance, during the distributed
  CS development. For distributed CS such factors contain, among other things, structural characteristics.
  The dependency graphs of processor nodes (PN)nonfailure operating probability of
  distributed CS against system structural characteristics are presented in the article. The application
  of advanced redundancy methods, such as performance redundancy, increases the complexity
  of structure design problem. In the case of performance redundancy, instead of adding redundant
  nodes to the system, it is proposed to use redundant computational resources among the involved
  processor nodes. If a node fails, its tasks are reallocated to a free reserve of nodes, which are able
  to work. To implement this method of system redundancy, the organization of a multi-program
  operation mode is required, when some tasks can be performed simultaneously on each node.
  Need for multi-program operation mode providing leads to increasing the number of system configurations, which have to be analyzed on the design stage and in the case of reconfigurations
  when a failure takes place. To reduce the labour intensity of a configuration analysis an approach
  based on graphs with multiple edges of different types is proposed. The use of models based on
  such graphs makes it possible to represent the structure of CS taking into account a multi-program
  operation mode and at the same time significantly reduce the computational time of basic characteristics
  by means of applying relations in the form of a vector, which allows to integrate some
  relations of different types.

• IMPLEMENTATION OF A TRADING ADVISOR FOR THE METATRADER 5 MULTI-MARKET PLATFORM

  Т.N. Kondratieva, I.F. Razveeva, Е.R. Muntyan

  2022-11-01

  Abstract ▼

  The article describes the process of creating a flexible trading strategy for algorithmic trading
  in a specialized development environment MQL5 IDE in the MetaTrader 5 multi-asset platform.
  The advantages and expediency of using the MetaTrader 5, MetaTrader 4 platforms and
  their respective trading applications Trade Assistant, Forex Trade Manager, Trade Time Manager,
  CAP Gold Albatross EA and Fast Copy are shown. A comparative analysis of the existing implementations
  of trading advisors based on various indicators, as well as those created using intelligent
  technologies, has been carried out. In the previously implemented trading advisors, for predicting
  the prices of the volatility of financial assets, flexible learning algorithms, compensatory
  fuzzy logic models, and technical analysis tools are mainly used, which entails high time costs, in
  conditions of high financial market volatility. To solve this problem, the authors propose an integrated
  approach based on the use of technical analysis tools built into the MetaTrader 5 multimedia
  platform and the trading strategy automation algorithm, which makes it possible to obtain a
  forecast of a given accuracy for the selected instrument in real time. The paper substantiates the
  need to introduce elements of automatic trading when analyzing the quotes of financial instruments
  and managing a trading account in order to avoid mechanical, analytical, organizational
  and psychological mistakes made by traders. The study shows step by step the process of creating,
  debugging, testing, optimizing and executing the implemented trading advisor. An algorithm for
  automating a trading strategy has been developed and its block diagram has been presented.
  The initial data for the trading strategy automation algorithm are determined, and the mathematical
  apparatus for calculating indicators of limit orders of the TakeProfit and StopLoss types is
  described. Since exchange trading is associated with many risks, we analyzed the impact of different
  values of lots of TakeProfit and StopLoss limit orders on possible profit and drawdown limit
  (loss). As a result, the EA worked correctly in real time without human intervention for eightweeks using two trading strategies. The results of testing the developed software allow us to draw
  the following conclusions: when the EA shows a high degree of recommendation, the actual financial
  assets show high efficiency.

• IMPLEMENTATION OF AN EFFECTIVE METHOD OF TECHNICAL ANALYSIS FOR DETERMINING THE MARKET TREND ON THE METATRADER 5 PLATFORM

  T.N. Kondratieva, I.F. Razveeva, G.S. Onore, E. R. Muntyan

  2023-02-17

  Abstract ▼

  The article discusses the possibilities of using effective methods of technical analysis to determine
  the trend direction of financial assets on the multi-market platform MetaTrader 5.
  The advantages and expediency of using technical analysis methods in various areas of financial
  markets are shown by examples of works by Russian and foreign authors. In order to determine
  the direction and strength of the trend, the insufficiency of the use of such technical indicators as
  Bollinger bands (BB), MACD, MA, EMA, constructed according to various laws of the distribution
  of prices of financial assets, is justified. Graphical analysis tools are considered as a special case
  of technical analysis, characterized by special visibility and visualization of the process under
  study. The article provides examples of technical analysis figures, shows them to belong to the
  basic types of graphical analysis. The concept of a modern trading strategy – innovative trading is
  considered, a comparative analysis of the trading strategy, its opportunities and risks is carried out. The paper describes the developed software module in the form of a trading indicator on the
  MetaTrader 5 platform in Meta Quotes Language 5 (MQL5) in combination with a script in the
  high-level Python language for algotrading using technical analysis methods. The indicator is
  based on the construction of support and resistance lines to determine the direction and strength
  of the trend. An algorithm for determining the direction and strength of the trend with technical
  analysis tools has been developed, which as a result will improve the accuracy of the trend direction
  forecast by integrating a technical indicator into the system. For the experimental part of the
  process, a financial instrument was used – the EUR/USD currency pair, the total study period was
  six months. As a result, the algorithm worked correctly in real time without human intervention for
  twenty-four weeks. Based on the test results, it is possible to judge the prospects of research in this
  area for solving a large range of applied problems of financial mathematics and analytics.
  The application of the created indicator can be extended to any trading operations on various
  financial instruments and their combinations.