Automated Trading, Strategy Testing and Optimization Articles

The article is devoted to the practical application of the fuzzy logic concept for financial markets analysis. We propose the example of the indicator generating signals based on two fuzzy rules based on Envelopes indicator. The developed indicator uses several indicator buffers: 7 buffers for calculations, 5 buffers for the charts display and 2 color buffers.

The article provides a review of AutoElliottWaveMaker - the first development for Elliott Wave analysis in MetaTrader 5 that represents a combination of manual and automatic wave labeling. The wave analysis tool is written exclusively in MQL5 and does not include external dll libraries. This is another proof that sophisticated and interesting programs can (and should) be developed in MQL5.

The MQL5.com website remembers all of you quite well! How many of your threads are epic, how popular your articles are and how often your programs in the Code Base are downloaded – this is only a small part of what is remembered at MQL5.com. Your achievements are available in your profile, but what about the overall picture? In this article we will show the general picture of all MQL5.community members achievements.

If MQL5 language functional is not enough for fulfilling tasks, an MQL5 programmer has to use additional tools. He\she has to pass to another programming language and create an intermediate DLL. MQL5 has the possibility to present various data types and transfer them to API but, unfortunately, MQL5 cannot solve the issue concerning data extraction from the accepted pointer. In this article we will dot all the "i"s and show simple mechanisms of exchanging and working with complex data types.

Publish your interesting applications in the Market, and they will be immediately available to all traders who use MetaTrader 5 worldwide. The Market is a great opportunity to earn, with an immediate transfer to the account and convenient statistics to help you analyze purchases and downloads of demo versions of your products. All MQL5 programs in the Market are automatically encrypted for a specific buyer, allowing up to three activations, and do not require additional protection from your side.

This article discusses creation of Expert Advisors using the UML graphical language, which is used for visual modeling of object-oriented software systems. The main advantage of this approach is the visualization of the modeling process. The article contains an example that shows modeling of the structure and properties of an Expert Advisor using the Software Ideas Modeler.

Take a look at your trading terminal. What means of price presentation can you see? Bars, candlesticks, lines. We are chasing time and prices whereas we only profit from prices. Shall we only give attention to prices when analyzing the market? This article proposes an algorithm and a script for point and figure charting ("naughts and crosses") Consideration is given to various price patterns whose practical use is outlined in recommendations provided.

The technical analysis widely implements the indicators showing the basic quotes "more clearly" and allowing traders to perform analysis and forecast market prices movement. It's quite obvious that there is no sense in using the indicators, let alone applying them in creation of trading systems, unless we can solve the issues concerning initial quotes transformation and the obtained result credibility. In this article we show that there are serious reasons for such a conclusion.

If you don't know how trade classes are constructed, and are scared of the words "Object Oriented Programming", then this article is for you. In fact, you do not need to know the details to write your own module of trading signals. Just follow some simple rules. All the rest will be done by the MQL5 Wizard, and you will get a ready-to-use trading robot!

The article is intended to get its readers acquainted with the Box-Cox transformation. The issues concerning its usage are addressed and some examples are given allowing to evaluate the transformation efficiency with random sequences and real quotes.