Codes
Examples from the book "Neural networks for algorithmic trading with MQL5" for MetaTrader 5
The book "Neural networks in algorithmic trading with MQL5" is a comprehensive guide, covering both the theoretical foundations of artificial intelligence and neural networks and practical aspects of their application in financial trading using the MQL5 programming language
MQL5 Programming for Traders – Source Codes from the Book. Part 7 for MetaTrader 5
The final seventh part of the book discusses the advanced capabilities of the MQL5 API, which will be useful when developing programs for MetaTrader 5. These include custom financial symbols, built-in economic calendar events, and general-purpose technologies such as networking, databases, and
MQL5 Programming for Traders – Source Codes from the Book. Part 6 for MetaTrader 5
In Part 6 of the "MQL5 Programming for Traders", we will study a key component of the MQL5 language – trading automation. We will start with a description of the fundamental entities, such as financial instrument specifications and trading account settings. These are prerequisites for creating
MQL5 Programming for Traders – Source Codes from the Book. Part 5 for MetaTrader 5
In Part 5 of the book, we'll delve deeper into the APIs associated with algorithmic trading, including financial data analysis and processing, chart visualization, automation, and user interactions
MQL5 Programming for Traders – Source Codes from the Book. Part 4 for MetaTrader 5
In the fourth part of the book, we will focus on mastering built-in functions (MQL5 API) and will gradually delve into specialized subsystems. Any MQL5 program can utilize a plethora of technologies and functionalities. Therefore, it makes sense to begin with the most simple and useful functions
MQL5 Programming for Traders – Source Codes from the Book. Part 3 for MetaTrader 5
Part 3 "Object Oriented Programming in MQL5" offers an immersion into the world of object-oriented programming (OOP) in the MQL5 language. Software development often involves the complexity related to the management of multiple entities, requiring advanced technology to improve programming
MQL5 Programming for Traders – Source Codes from the Book. Part 2 for MetaTrader 5
Part 2 "MQL5 programming fundamentals" is an introduction to the key concepts of this programming language. This part of the book is devoted to data types, identifiers, variables, expressions, and operators. You will learn how to combine different instructions to form the program logic
MQL5 Programming for Traders – Source Codes from the Book. Part 1 for MetaTrader 5
The first chapter of the book introduces the MQL5 language and development environment. One of the new features introduced in the MQL5 language compared to MQL4 (MetaTrader 4 language) is support for object-oriented programming (OOP), which makes it similar to C++
Zigzag R for MetaTrader 4
An optimized version of the Zigzag indicator, which was included in the MT4 delivery of 2005 (and in MT3.83)
RegularExpressions in MQL4 for working with regular expressions for MetaTrader 4
Regular expressions provide a formal language for quick and flexible processing of texts. Each regular expression is a pattern (mask), for which the regular expression engine tries to find matches in the source text. A pattern consists of one or more character literals, operators, or constructs
Articles
Working with ONNX models in float16 and float8 formats for MetaTrader 5
Data formats used to represent machine learning models play a crucial role in their effectiveness. In recent years, several new types of data have emerged, specifically designed for working with deep learning models. In this article, we will focus on two new data formats that have become widely
Regression models of the Scikit-learn Library and their export to ONNX for MetaTrader 5
In this article, we will explore the application of regression models from the Scikit-learn package, attempt to convert them into ONNX format, and use the resultant models within MQL5 programs. Additionally, we will compare the accuracy of the original models with their ONNX versions for both float
Launching MetaTrader VPS: A step-by-step guide for first-time users for MetaTrader 5
Everyone who uses trading robots or signal subscriptions sooner or later recognizes the need to rent a reliable 24/7 hosting server for their trading platform. We recommend using MetaTrader VPS for several reasons. You can conveniently pay and manage the subscription through your MQL5.community
Classification models in the Scikit-Learn library and their export to ONNX for MetaTrader 5
In this article, we will explore the application of all classification models available in the Scikit-Learn library to solve the classification task of Fisher's Iris dataset. We will attempt to convert these models into ONNX format and utilize the resulting models in MQL5 programs. Additionally, we
ALGLIB numerical analysis library in MQL5 for MetaTrader 5
The article takes a quick look at the ALGLIB 3.19 numerical analysis library, its applications and new algorithms that can improve the efficiency of financial data analysis
Evaluating ONNX models using regression metrics for MetaTrader 5
Regression is a task of predicting a real value from an unlabeled example. The so-called regression metrics are used to assess the accuracy of regression model predictions
Matrices and vectors in MQL5: Activation functions for MetaTrader 5
Here we will describe only one of the aspects of machine learning - activation functions. In artificial neural networks, a neuron activation function calculates an output signal value based on the values of an input signal or a set of input signals. We will delve into the inner workings of the
Wrapping ONNX models in classes for MetaTrader 5
Object-oriented programming enables creation of a more compact code that is easy to read and modify. Here we will have a look at the example for three ONNX models
An example of how to ensemble ONNX models in MQL5 for MetaTrader 5
ONNX (Open Neural Network eXchange) is an open format built to represent neural networks. In this article, we will show how to use two ONNX models in one Expert Advisor simultaneously
How to use ONNX models in MQL5 for MetaTrader 5
ONNX (Open Neural Network Exchange) is an open format built to represent machine learning models. In this article, we will consider how to create a CNN-LSTM model to forecast financial timeseries. We will also show how to use the created ONNX model in an MQL5 Expert Advisor
Forum
Discussing the article: "MQL5 Wizard Techniques you should know (Part 21): Testing with Economic Calendar Data"
Check out the new article: MQL5 Wizard Techniques you should know (Part 21): Testing with Economic Calendar Data . Economic Calendar Data is not available for testing with Expert Advisors within Strategy Tester, by default. We look at how Databases could help in providing a work around this
Discussing the article: "Master MQL5 from beginner to pro (Part II): Basic data types and use of variable"
Check out the new article: Master MQL5 from beginner to pro (Part II): Basic data types and use of variable . This is a continuation of the series for beginners. In this article, we'll look at how to create constants and variables, write dates, colors, and other useful data. We will learn how to
Discussing the article: "Data Science and ML (Part 23): Why LightGBM and XGBoost outperform a lot of AI models?"
Check out the new article: Data Science and ML (Part 23): Why LightGBM and XGBoost outperform a lot of AI models? . These advanced gradient-=boosted decision tree techniques offer superior performance and flexibility, making them ideal for financial modeling and algorithmic trading. Learn how to
Discussing the article: "Population optimization algorithms: Artificial Multi-Social Search Objects (MSO)"
Check out the new article: Population optimization algorithms: Artificial Multi-Social Search Objects (MSO) . This is a continuation of the previous article considering the idea of social groups. The article explores the evolution of social groups using movement and memory algorithms. The results
New MetaTrader 5 Platform Build 4350: More analytical objects in the Web platform and Welcome page in MetaEditor
The MetaTrader 5 platform update will be released on Friday, May 31, 2024. In this update, we have introduced new analytical objects to the web platform. Now, you can utilize the ruler to measure time and prices, draw shapes (rectangle, ellipse, triangle, and circle), and add labels to your charts
Discussing the article: "Population optimization algorithms: Evolution of Social Groups (ESG)"
Check out the new article: Population optimization algorithms: Evolution of Social Groups (ESG) . We will consider the principle of constructing multi-population algorithms. As an example of this type of algorithm, we will have a look at the new custom algorithm - Evolution of Social Groups (ESG)
Discussing the article: "Neural networks made easy (Part 71): Goal-Conditioned Predictive Coding GCPC)"
Check out the new article: Neural networks made easy (Part 71): Goal-Conditioned Predictive Coding GCPC) . In previous articles, we discussed the Decision Transformer method and several algorithms derived from it. We experimented with different goal setting methods. During the experiments, we worked
Discussing the article: "Integrate Your Own LLM into EA (Part 3): Training Your Own LLM with CPU"
Check out the new article: Integrate Your Own LLM into EA (Part 3): Training Your Own LLM with CPU . With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our
Discussing the article: "Bill Williams Strategy with and without other Indicators and Predictions"
Check out the new article: Bill Williams Strategy with and without other Indicators and Predictions . In this article, we will take a look to one the famous strategies of Bill Williams, and discuss it, and try to improve the strategy with other indicators and with predictions. Bill Williams has a
Discussing the article: "Modified Grid-Hedge EA in MQL5 (Part IV): Optimizing Simple Grid Strategy (I)"
Check out the new article: Modified Grid-Hedge EA in MQL5 (Part IV): Optimizing Simple Grid Strategy (I) . In this fourth part, we revisit the Simple Hedge and Simple Grid Expert Advisors (EAs) developed earlier. Our focus shifts to refining the Simple Grid EA through mathematical analysis and a