Articles with MQL5 programming examples

In this article we will implement an algorithm that applies the Box and Jenkins Autoregressive Integrated Moving Average model by using Powells method of function minimization. Box and Jenkins stated that most time series could be modeled by one or both of two frameworks.

In the current article, I will study and test the most powerful optimization algorithm - harmonic search (HS) inspired by the process of finding the perfect sound harmony. So what algorithm is now the leader in our rating?

Continued from the part 1 in the series, now we proceed to implement as a simple DLL then test with MetaTrader 5. This will prepare us well before developing a full-fledge OpenCL as DLL support in the following part to come.

Bulit-in OpenCL support in MetaTrader 5 still has a major problem especially the one about device selection error 5114 resulting from unable to create an OpenCL context using CL_USE_GPU_ONLY, or CL_USE_GPU_DOUBLE_ONLY although it properly detects GPU. It works fine with directly using of ordinal number of GPU device we found in Journal tab, but that's still considered a bug, and users should not hard-code a device. We will solve it by recreating an OpenCL support as DLL with C++ on Linux. Along the journey, we will get to know OpenCL from concept to best practices in its API usage just enough for us to put into great use later when we deal with DLL implementation in C++ and consume it with MQL5.

In this article, I will implement the functionality of scrolling the contents of the container using the buttons of the horizontal scrollbar.

In this article, I will continue the development of the ScrollBar control and start implementing the mouse interaction functionality. In addition, I will expand the lists of mouse state flags and events.

Machine learning has become a popular method for strategy development. Whilst there has been more emphasis on maximizing profitability and prediction accuracy , the importance of processing the data used to build predictive models has not received a lot of attention. In this article we consider using the concept of entropy to evaluate the appropriateness of indicators to be used in predictive model building as documented in the book Testing and Tuning Market Trading Systems by Timothy Masters.

In this article, I will start developing the ScrollBar auxiliary control element and its derivative objects — vertical and horizontal scrollbars. A scrollbar is used to scroll the content of the form if it goes beyond the container. Scrollbars are usually located at the bottom and to the right of the form. The horizontal one at the bottom scrolls content left and right, while the vertical one scrolls up and down.

We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.

In this article, I will develop display styles and description text for the progress bar of the ProgressBar control.

In this article, we will study the algorithm of an artificial bee colony and supplement our knowledge with new principles of studying functional spaces. In this article, I will showcase my interpretation of the classic version of the algorithm.

In this article, I will continue the development of the ProgressBar control. In particular, I will create the functionality for managing the progress bar and visual effects.

In this article, I will complete the development of the ToolTip control and start the development of the ProgressBar WinForms object. While working on objects, I will develop universal functionality for animating controls and their components.

In this article, I will start developing the Tooltip control, as well as new graphical primitives for the library. Naturally, not every element has a tooltip, but every graphical object has the ability to set it.

In this article, I will revise the logic of specifying the base and main objects for all WinForms library objects, develop a new Hint base object and several of its derived classes to indicate the possible direction of moving the separator.

In this article, I will add new mouse events relative to the boundaries of the working areas of WinForms objects and fix some shortcomings in the functioning of the TabControl and SplitContainer controls.

In the current article, I will implement the ability to change the properties and appearance of the newly created SplitContainer control.

In this article, I will create the class of an auxiliary panel separator object for the SplitContainer control.

In the current article, I will start developing the SplitContainer control from the MS Visual Studio toolkit. This control consists of two panels separated by a vertical or horizontal movable separator.