History of MQL5.community development

The development of trading strategies primarily focuses on searching for patterns for entering and exiting the market, as well as maintaining positions. If we are able to formalize some patterns into rules for automated trading, then the trader faces the question of calculating the volume of positions, the size of the margins, as well as maintaining a safe level of mortgage funds for assuring open positions in an automated mode. In this article we will use the MQL5 language to construct simple examples of conducting these calculations.

The concept of diversification of assets on financial markets is quiet old, and has always attracted beginner traders. In this article, the author proposes a maximally simple approach to a construction of a multi-currency Expert Advisor, for an initial introduction to this direction of trading strategies.

The MQL5 programming language primarily targets the creation of automated trading systems and complex instruments of technical analyses. But aside from this, it allows us to create interesting information systems for tracking market situations, and provides a return connection with the trader. The article describes the MQL5 Standard Library components, and shows examples of their use in practice for reaching these objectives. It also demonstrates an example of using Google Chart API for the creation of charts.

In this article the author talks about evolutionary calculations with the use of a personally developed genetic algorithm. He demonstrates the functioning of the algorithm, using examples, and provides practical recommendations for its usage.

The article describes how to implement Interprocess Communication between MetaTrader 5 client terminals using named pipes. For the use of the named pipes, the CNamedPipes class is developed. For the test of its use and to measure the connection throughput, the tick indicator, the server and client scripts are presented. The use of named pipes is sufficient for real-time quotes.

The article examines the mechanism of creating a DLL module, using the popular programming language of ObjectPascal, within a Delphi programming environment. The materials, provided in this article, are designed to primarily target beginner programmers, who are working with problems, which breach the boundaries of the embedded programming language of MQL5, by connecting the outside DLL modules.