Creating a robust trading robot cannot be done without an understanding of the mechanisms of the MetaTrader 5 trading system. The client terminal receives the information about the positions, orders, and deals from the trading server. To handle this data properly using the MQL5, it's necessary to have a good understanding of the interaction between the MQL5-program and the client terminal.
Is it possible to trade on a real MetaTrader 5 account today? How to organize such trading? The article contains the theory of these questions and the working codes used for copying trades from the MetaTrader 5 terminal to MetaTrader 4. The article will be useful both for the developers of Expert Advisors and for practicing traders.
In the following article I am describing a process of implementing Moving Mini-Max indicator based on a paper by Z.G.Silagadze 'Moving Mini-max: a new indicator for technical analysis'. The idea of the indicator is based on simulation of quantum tunneling phenomena, proposed by G. Gamov in the theory of alpha decay.
Using the object-oriented approach in MQL5 greatly simplifies the creation of multi-currency/multi-system /multi-time-frame Expert Advisors. Just imagine, your single EA trades on several dozens of trading strategies, on all of the available instruments, and on all of the possible time frames! In addition, the EA is easily tested in the tester, and for all of the strategies, included in its composition, it has one or several working systems of money management.