Automated Trading, Strategy Testing and Optimization Articles

There are lots of chart types that provide information on the current market situation. Many of them, such as Point and Figure chart, are the legacy of the remote past. The article describes an example of Point and Figure charting using a real time indicator.

The article examines the possibility of creating an advanced ZigZag indicator. The idea of identifying nodes is based on the use of the Envelopes indicator. We assume that we can find a certain combination of input parameters for a series of Envelopes, whereby all ZigZag nodes lie within the confines of the Envelopes bands. Consequently, we can try to predict the coordinates of the new node.

It is time to briefly summarize the information provided in the previous articles on position properties. In this article, we will create a few additional functions to get the properties that can only be obtained after accessing the history of deals. We will also get familiar with data structures that will allow us to access position and symbol properties in a more convenient way.

The article focuses on standard MQL5 functions for working with time, as well as programming techniques and practically useful functions for working with time that are required when creating Expert Advisors and indicators. Particular attention is paid to the general theory of time measurement. This article should be of interest primarily to novice MQL5 programmers.

This article is intended primarily for the programmers who have already learned the language but have not fully mastered the program development yet. It reveals some debugging techniques and presents a combined experience of the author and many other programmers.

In continuation of our work on the Expert Advisor from the previous article of the series called "MQL5 Cookbook: Analyzing Position Properties in the MetaTrader 5 Strategy Tester", we will enhance it with a whole lot of useful functions, as well as improve and optimize the existing ones. The Expert Advisor will this time have external parameters that can be optimized in the MetaTrader 5 Strategy Tester and will in some ways resemble a simple trading system.

The article covers everything you can do with strings in MQL5. It should be of interest primarily to novice MQL5 programmers, while experienced developers will have a good opportunity to summarize and systematize their knowledge.

It will soon be a year and a half since the MQL5 Cloud Network has been launched. This leading edge event ushered in a new era of algorithmic trading - now with a couple of clicks, traders can have hundreds and thousands of computing cores at their disposal for the optimization of their trading strategies.

Since its founding, the store of trading robots and technical indicators MQL5 Market has already attracted more than 250 developers who have published 580 products. The first quarter of 2013 has turned out to be quite successful for some MQL5 Market sellers who have managed to make handsome profit by selling their products.

We will present a modified version of the Expert Advisor from the previous article "MQL5 Cookbook: Position Properties on the Custom Info Panel". Some of the issues we will address include getting data from bars, checking for new bar events on the current symbol, including a trade class of the Standard Library to a file, creating a function to search for trading signals and a function for executing trading operations, as well as determining trade events in the OnTrade() function.