Indicator for Spindles Charting
The article regards spindle chart plotting and its usage in trading strategies and experts. First let's discuss the chart's appearance, plotting and connection with japanese candlestick chart. Next we analyze the indicator's implementation in the source code in the MQL5 language. Let's test the expert based on indicator and formulate the trading strategy.
How to use ONNX models in MQL5
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.
Transferring an Indicator Code into an Expert Advisor Code. Conclusion
This is the final article, devoted to transferring an indicator code into an Expert Advisor code. Here the author transforms on a certain example a code of an Expert Advisor so, that this EA is presented in a single file without calling custom indicators.
Learn how to design a trading system by Parabolic SAR
In this article, we will continue our series about how to design a trading system using the most popular indicators. In this article, we will learn about the Parabolic SAR indicator in detail and how we can design a trading system to be used in MetaTrader 5 using some simple strategies.
MVC design pattern and its application (Part 2): Diagram of interaction between the three components
This article is a continuation and completion of the topic discussed in the previous article: the MVC pattern in MQL programs. In this article, we will consider a diagram of possible interaction between the three components of the pattern.
Neural networks made easy (Part 5): Multithreaded calculations in OpenCL
We have earlier discussed some types of neural network implementations. In the considered networks, the same operations are repeated for each neuron. A logical further step is to utilize multithreaded computing capabilities provided by modern technology in an effort to speed up the neural network learning process. One of the possible implementations is described in this article.
Trademinator 3: Rise of the Trading Machines
In the article "Dr. Tradelove..." we created an Expert Advisor, which independently optimizes parameters of a pre-selected trading system. Moreover, we decided to create an Expert Advisor that can not only optimize parameters of one trading system underlying the EA, but also select the best one of several trading systems. Let's see what can come of it...
Creating Documentation Based on MQL5 Source Code
This article considers creation of documentation for MQL5 code starting with the automated markup of required tags. It also provides the description of how to use the Doxygen software, how to properly configure it and how to receive results in different formats, including html, HtmlHelp and PDF.
Price series discretization, random component and noise
We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements? Discretization of an audio signal at regular intervals is an acceptable solution because an audio signal is a function that changes over time. The signal itself is an amplitude which depends on time. This signal property is fundamental.
Creating an EA that works automatically (Part 12): Automation (IV)
If you think automated systems are simple, then you probably don't fully understand what it takes to create them. In this article, we will talk about the problem that kills a lot of Expert Advisors. The indiscriminate triggering of orders is a possible solution to this problem.
Building a Spectrum Analyzer
This article is intended to get its readers acquainted with a possible variant of using graphical objects of the MQL5 language. It analyses an indicator, which implements a panel of managing a simple spectrum analyzer using the graphical objects. The article is meant for readers acquianted with basics of MQL5.
Multiple indicators on one chart (Part 06): Turning MetaTrader 5 into a RAD system (II)
In my previous article, I showed you how to create a Chart Trade using MetaTrader 5 objects and thus to turn the platform into a RAD system. The system works very well, and for sure many of the readers might have thought about creating a library, which would allow having extended functionality in the proposed system. Based on this, it would be possible to develop a more intuitive Expert Advisor with a nicer and easier to use interface.
Graphics in DoEasy library (Part 81): Integrating graphics into library objects
It is time to start the integration of the already created objects into the previously created library objects. This will ultimately endow each library object with its own graphical object allowing users to interact with the program.
Graphical Interfaces VIII: the File Navigator Control (Chapter 3)
In the previous chapters of the eighth part of the series, our library has been reinforced by several classes for developing mouse pointers, calendars and tree views. The current article deals with the file navigator control that can also be used as part of an MQL application graphical interface.
Handling ZIP Archives in Pure MQL5
The MQL5 language keeps evolving, and its new features for working with data are constantly being added. Due to innovation it has recently become possible to operate with ZIP archives using regular MQL5 tools without getting third party DLL libraries involved. This article focuses on how this is done and provides the CZip class, which is a universal tool for reading, creating and modifying ZIP archives, as an example.
Everything you need to learn about the MQL5 program structure
Any Program in any programming language has a specific structure. In this article, you will learn essential parts of the MQL5 program structure by understanding the programming basics of every part of the MQL5 program structure that can be very helpful when creating our MQL5 trading system or trading tool that can be executable in the MetaTrader 5.
Growing Neural Gas: Implementation in MQL5
The article shows an example of how to develop an MQL5-program implementing the adaptive algorithm of clustering called Growing neural gas (GNG). The article is intended for the users who have studied the language documentation and have certain programming skills and basic knowledge in the area of neuroinformatics.
How to Write Fast Non-Redrawing ZigZags
A rather universal approach to writing indicators of the ZigZag type is proposed. The method includes a significant part of ZigZags already described and allows you to create new ones relatively easily.
Graphical Interfaces XI: Refactoring the Library code (build 14.1)
As the library grows, its code must be optimized again in order to reduce its size. The version of the library described in this article has become even more object-oriented. This made the code easier to learn. A detailed description of the latest changes will allow the readers to develop the library independently based on their own needs.
Multiple indicators on one chart (Part 04): Advancing to an Expert Advisor
In my previous articles, I have explained how to create an indicator with multiple subwindows, which becomes interesting when using custom indicators. This time we will see how to add multiple windows to an Expert Advisor.
Developing a trading Expert Advisor from scratch (Part 18): New order system (I)
This is the first part of the new order system. Since we started documenting this EA in our articles, it has undergone various changes and improvements while maintaining the same on-chart order system model.
DoEasy. Controls (Part 1): First steps
This article starts an extensive topic of creating controls in Windows Forms style using MQL5. My first object of interest is creating the panel class. It is already becoming difficult to manage things without controls. Therefore, I will create all possible controls in Windows Forms style.
Evaluating ONNX models using regression metrics
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.
Learn how to design a trading system by Bull's Power
Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator as we will learn in this article about a new technical indicator and how we can design a trading system by it and this indicator is the Bull's Power indicator.
Statistical Estimations
Estimation of statistical parameters of a sequence is very important, since most of mathematical models and methods are based on different assumptions. For example, normality of distribution law or dispersion value, or other parameters. Thus, when analyzing and forecasting of time series we need a simple and convenient tool that allows quickly and clearly estimating the main statistical parameters. The article shortly describes the simplest statistical parameters of a random sequence and several methods of its visual analysis. It offers the implementation of these methods in MQL5 and the methods of visualization of the result of calculations using the Gnuplot application.
Using Discriminant Analysis to Develop Trading Systems
When developing a trading system, there usually arises a problem of selecting the best combination of indicators and their signals. Discriminant analysis is one of the methods to find such combinations. The article gives an example of developing an EA for market data collection and illustrates the use of the discriminant analysis for building prognostic models for the FOREX market in Statistica software.
How to Make the Detection and Recovery of Errors in an Expert Advisor Code Easier
In Export Advisors development, the questions of code errors detection and recovery are very important. The peculiarity is that a not detected in time error may ruin a precious idea of a trading system already on the stage of its first testings. That is why any sensible EA developer takes into account such problems from the very beginning. This article dwells on some approaches, helping in this difficult matter.
MetaTrader 4 Working under Antiviruses and Firewalls
The most of traders use special programs to protect their PCs. Unfortunately, these programs don't only protect computers against intrusions, viruses and Trojans, but also consume a significant amount of resources. This relates to network traffic, first of all, which is wholly controlled by various intelligent antiviruses and firewalls.
The reason for writing this article was that traders complained of slowed MetaTrader 4 Client Terminal when working with Outpost Firewall. We decided to make our own research using Kaspersky Antivirus 6.0 and Outpost Firewall Pro 4.0.
Pair trading
In this article, we will consider pair trading, namely what its principles are and if there are any prospects for its practical application. We will also try to create a pair trading strategy.
Show Must Go On, or Once Again about ZigZag
About an obvious but still substandard method of ZigZag composition, and what it results in: the Multiframe Fractal ZigZag indicator that represents ZigZags built on three larger ons, on a single working timeframe (TF). In their turn, those larger TFs may be non-standard, too, and range from M5 to MN1.
Developing a trading Expert Advisor from scratch (Part 31): Towards the future (IV)
We continue to remove separate parts from our EA. This is the last article within this series. And the last thing to be removed is the sound system. This can be a bit confusing if you haven't followed these article series.
Graphical Interfaces VIII: The Tree View Control (Chapter 2)
The previous chapter of part VIII on graphical interfaces has focused on the elements of static and drop-down calendar. The second chapter will be dedicated to an equally complex element — a tree view, that is included in every complete library used for creating graphical interfaces. A tree view implemented in this article contains multiple flexible settings and modes, thus allowing to adjust this element of control to your needs.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 2): Indicator Signals: Multi Timeframe Parabolic SAR Indicator
The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than 1 symbol pair only from one symbol chart. This time we will use only 1 indicator, namely Parabolic SAR or iSAR in multi-timeframes starting from PERIOD_M15 to PERIOD_D1.
Brute force approach to pattern search (Part II): Immersion
In this article we will continue discussing the brute force approach. I will try to provide a better explanation of the pattern using the new improved version of my application. I will also try to find the difference in stability using different time intervals and timeframes.
LibMatrix: Library of Matrix Algebra (Part One)
The author familiarizes the readers with a simple library of matrix algebra and provides descriptions and peculiarities of the main functions.
Tracing, Debugging and Structural Analysis of Source Code
The entire complex of problems of creating a structure of an executed code and its tracing can be solved without serious difficulties. This possibility has appeared in MetaTrader 5 due to the new feature of the MQL5 language - automatic creation of variables of complex type of data (structures and classes) and their elimination when going out of local scope. The article contains the description of the methodology and the ready-made tool.
Creating an EA that works automatically (Part 06): Account types (I)
Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. Our EA in its current state can work in any situation but it is not yet ready for automation. We still have to work on a few points.
Interview with Juan Pablo Alonso Escobar (ATC 2012)
"Everyone who is struggling with programming and who were not able to participate in this year's competition, know that it becomes a lot easier in time", said Juan Pablo Alonso Escobar (JPAlonso), the hero of today's interview.
Graphics in DoEasy library (Part 94): Moving and deleting composite graphical objects
In this article, I will start the development of various composite graphical object events. We will also partially consider moving and deleting a composite graphical object. In fact, here I am going to fine-tune the things I implemented in the previous article.
How to create a custom indicator (Heiken Ashi) using MQL5
In this article, we will learn how to create a custom indicator using MQL5 based on our preferences, to be used in MetaTrader 5 to help us read charts or to be used in automated Expert Advisors.