Dive into MetaTrader 5's implementation of Dynamic Mode Decomposition (DMD), a revolutionary technique for analyzing complex data systems. Originally developed for fluid dynamics, this method breaks down data into modes, each with distinct oscillation frequencies and growth or decay rates, simplifying the analysis of dynamic systems. Explore MetaTrader 5's use of SVD-based and QR-based methods, focusing on the SVD approach. Learn to utilize DynamicModeDecomposition() for algorithmic trading, understanding key inputs, matrix configurations, and preprocessing options. Discover how DMD eigenvalues, modes, and amplitudes provide insights into market dynamics and aid in crafting robust trading strategies.

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