Articles on the MQL5 programming and use of trading robots

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Expert Advisors created for the MetaTrader platform perform a variety of functions implemented by their developers. Trading robots can track financial symbols 24 hours a day, copy deals, create and send reports, analyze news and even provide specific custom graphical interface.

The articles describe programming techniques, mathematical ideas for data processing, tips on creating and ordering of trading robots.

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Risk and capital management using Expert Advisors

Risk and capital management using Expert Advisors

This article is about what you can not see in a backtest report, what you should expect using automated trading software, how to manage your money if you are using expert advisors, and how to cover a significant loss to remain in the trading activity when you are using automated procedures.
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Neural networks made easy (Part 20): Autoencoders

Neural networks made easy (Part 20): Autoencoders

We continue to study unsupervised learning algorithms. Some readers might have questions regarding the relevance of recent publications to the topic of neural networks. In this new article, we get back to studying neural networks.
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Learn how to design a trading system by Accelerator Oscillator

Learn how to design a trading system by Accelerator Oscillator

A new article from our series about how to create simple trading systems by the most popular technical indicators. We will learn about a new one which is the Accelerator Oscillator indicator and we will learn how to design a trading system using it.
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MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.
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Learn how to design a trading system by Awesome Oscillator

Learn how to design a trading system by Awesome Oscillator

In this new article in our series, we will learn about a new technical tool that may be useful in our trading. It is the Awesome Oscillator (AO) indicator. We will learn how to design a trading system by this indicator.
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Learn how to design a trading system by Relative Vigor Index

Learn how to design a trading system by Relative Vigor Index

A new article in our series about how to design a trading system by the most popular technical indicator. In this article, we will learn how to do that by the Relative Vigor Index indicator.
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Learn how to design a trading system by DeMarker

Learn how to design a trading system by DeMarker

Here is a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will present how to create a trading system by the DeMarker indicator.
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Neural networks made easy (Part 19): Association rules using MQL5

Neural networks made easy (Part 19): Association rules using MQL5

We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.
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Developing a trading Expert Advisor from scratch (Part 21): New order system (IV)

Developing a trading Expert Advisor from scratch (Part 21): New order system (IV)

Finally, the visual system will start working, although it will not yet be completed. Here we will finish making the main changes. There will be quite a few of them, but they are all necessary. Well, the whole work will be quite interesting.
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Learn how to design a trading system by VIDYA

Learn how to design a trading system by VIDYA

Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).
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Neural networks made easy (Part 18): Association rules

Neural networks made easy (Part 18): Association rules

As a continuation of this series of articles, let's consider another type of problems within unsupervised learning methods: mining association rules. This problem type was first used in retail, namely supermarkets, to analyze market baskets. In this article, we will talk about the applicability of such algorithms in trading.
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Data Science and Machine Learning — Neural Network (Part 02): Feed forward NN Architectures Design

Data Science and Machine Learning — Neural Network (Part 02): Feed forward NN Architectures Design

There are minor things to cover on the feed-forward neural network before we are through, the design being one of them. Let's see how we can build and design a flexible neural network to our inputs, the number of hidden layers, and the nodes for each of the network.
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Developing a trading Expert Advisor from scratch (Part 20): New order system (III)

Developing a trading Expert Advisor from scratch (Part 20): New order system (III)

We continue to implement the new order system. The creation of such a system requires a good command of MQL5, as well as an understanding of how the MetaTrader 5 platform actually works and what resources it provides.
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Developing a trading Expert Advisor from scratch (Part 19): New order system (II)

Developing a trading Expert Advisor from scratch (Part 19): New order system (II)

In this article, we will develop a graphical order system of the "look what happens" type. Please note that we are not starting from scratch this time, but we will modify the existing system by adding more objects and events on the chart of the asset we are trading.
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Metamodels in machine learning and trading: Original timing of trading orders

Metamodels in machine learning and trading: Original timing of trading orders

Metamodels in machine learning: Auto creation of trading systems with little or no human intervention — The model decides when and how to trade on its own.
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Learn how to design a trading system by Bull's Power

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.
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Learn how to design a trading system by Bear's Power

Learn how to design a trading system by Bear's Power

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator here is a new article about learning how to design a trading system by Bear's Power technical indicator.
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Data Science and Machine Learning — Neural Network (Part 01): Feed Forward Neural Network demystified

Data Science and Machine Learning — Neural Network (Part 01): Feed Forward Neural Network demystified

Many people love them but a few understand the whole operations behind Neural Networks. In this article I will try to explain everything that goes behind closed doors of a feed-forward multi-layer perception in plain English.
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Experiments with neural networks (Part 1): Revisiting geometry

Experiments with neural networks (Part 1): Revisiting geometry

In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders.
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Learn how to design a trading system by Force Index

Learn how to design a trading system by Force Index

Welcome to a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will learn about a new technical indicator and how to create a trading system using the Force Index indicator.
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Neural networks made easy (Part 17): Dimensionality reduction

Neural networks made easy (Part 17): Dimensionality reduction

In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.
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Developing a trading Expert Advisor from scratch (Part 18): New order system (I)

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.
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Learn how to design a trading system by Chaikin Oscillator

Learn how to design a trading system by Chaikin Oscillator

Welcome to our new article from our series about learning how to design a trading system by the most popular technical indicator. Through this new article, we will learn how to design a trading system by the Chaikin Oscillator indicator.
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Developing a trading Expert Advisor from scratch (Part 17): Accessing data on the web (III)

Developing a trading Expert Advisor from scratch (Part 17): Accessing data on the web (III)

In this article we continue considering how to obtain data from the web and to use it in an Expert Advisor. This time we will proceed to developing an alternative system.
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Data Science and Machine Learning (Part 06): Gradient Descent

Data Science and Machine Learning (Part 06): Gradient Descent

The gradient descent plays a significant role in training neural networks and many machine learning algorithms. It is a quick and intelligent algorithm despite its impressive work it is still misunderstood by a lot of data scientists let's see what it is all about.
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Automated grid trading using limit orders on Moscow Exchange (MOEX)

Automated grid trading using limit orders on Moscow Exchange (MOEX)

The article considers the development of an MQL5 Expert Advisor (EA) for MetaTrader 5 aimed at working on MOEX. The EA is to follow a grid strategy while trading on MOEX using MetaTrader 5 terminal. The EA involves closing positions by stop loss and take profit, as well as removing pending orders in case of certain market conditions.
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Neural networks made easy (Part 16): Practical use of clustering

Neural networks made easy (Part 16): Practical use of clustering

In the previous article, we have created a class for data clustering. In this article, I want to share variants of the possible application of obtained results in solving practical trading tasks.
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Developing a trading Expert Advisor from scratch (Part 16): Accessing data on the web (II)

Developing a trading Expert Advisor from scratch (Part 16): Accessing data on the web (II)

Knowing how to input data from the Web into an Expert Advisor is not so obvious. It is not so easy to do without understanding all the possibilities offered by MetaTrader 5.
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Neural networks made easy (Part 15): Data clustering using MQL5

Neural networks made easy (Part 15): Data clustering using MQL5

We continue to consider the clustering method. In this article, we will create a new CKmeans class to implement one of the most common k-means clustering methods. During tests, the model managed to identify about 500 patterns.
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Learn how to design a trading system by Standard Deviation

Learn how to design a trading system by Standard Deviation

Here is a new article in our series about how to design a trading system by the most popular technical indicators in MetaTrader 5 trading platform. In this new article, we will learn how to design a trading system by Standard Deviation indicator.
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Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Today we will add some more resources to our EA. This interesting article can provide some new ideas and methods of presenting information. At the same time, it can assist in fixing minor flaws in your projects.
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MQL5 Wizard techniques you should know (Part 02): Kohonen Maps

MQL5 Wizard techniques you should know (Part 02): Kohonen Maps

These series of articles will proposition that the MQL5 Wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 Wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.
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Neural networks made easy (Part 14): Data clustering

Neural networks made easy (Part 14): Data clustering

It has been more than a year since I published my last article. This is quite a lot time to revise ideas and to develop new approaches. In the new article, I would like to divert from the previously used supervised learning method. This time we will dip into unsupervised learning algorithms. In particular, we will consider one of the clustering algorithms—k-means.
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Learn how to design a trading system by Williams PR

Learn how to design a trading system by Williams PR

A new article in our series about learning how to design a trading system by the most popular technical indicators by MQL5 to be used in the MetaTrader 5. In this article, we will learn how to design a trading system by the Williams' %R indicator.
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Developing a trading Expert Advisor from scratch (Part 11): Cross order system

Developing a trading Expert Advisor from scratch (Part 11): Cross order system

In this article we will create a system of cross orders. There is one type of assets that makes traders' life very difficult for traders — futures contracts. But why do they make life difficult?
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Developing a trading Expert Advisor from scratch (Part 10): Accessing custom indicators

Developing a trading Expert Advisor from scratch (Part 10): Accessing custom indicators

How to access custom indicators directly in an Expert Advisor? A trading EA can be truly useful only if it can use custom indicators; otherwise, it is just a set of codes and instructions.
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Data Science and Machine Learning (Part 05): Decision Trees

Data Science and Machine Learning (Part 05): Decision Trees

Decision trees imitate the way humans think to classify data. Let's see how to build trees and use them to classify and predict some data. The main goal of the decision trees algorithm is to separate the data with impurity and into pure or close to nodes.
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Developing a trading Expert Advisor from scratch (Part 9): A conceptual leap (II)

Developing a trading Expert Advisor from scratch (Part 9): A conceptual leap (II)

In this article, we will place Chart Trade in a floating window. In the previous part, we created a basic system which enables the use of templates within a floating window.
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Learn how to design a trading system by Ichimoku

Learn how to design a trading system by Ichimoku

Here is a new article in our series about how to design a trading system b the most popular indicators, we will talk about the Ichimoku indicator in detail and how to design a trading system by this indicator.
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MQL5 Wizard techniques you should know (Part 01): Regression Analysis

MQL5 Wizard techniques you should know (Part 01): Regression Analysis

Todays trader is a philomath who is almost always (either consciously or not...) looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. This clearly places a premium on the trader's time and the need to avoid mistakes. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.