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MQL4 and MQL5 Programming Articles
Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.
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Other classes in DoEasy library (part 72): Tracking and recording chart object parameters in the collection
In this article, I will complete working with chart object classes and their collection. I will also implement auto tracking of changes in chart properties and their windows, as well as saving new
Tips from a professional programmer (Part II): Storing and exchanging parameters between an Expert Advisor, scripts and external programs
These are some tips from a professional programmer about methods, techniques and auxiliary tools which can make programming easier. We will discuss parameters which can be restored after terminal
Other classes in DoEasy library (part 71): Chart object collection events
In this article, I will create the functionality for tracking some chart object events — adding/removing symbol charts and chart subwindows, as well as adding/removing/changing indicators in chart
Swaps (Part I): Locking and Synthetic Positions
In this article I will try to expand the classic concept of swap trading methods. I will explain why I have come to the conclusion that this concept deserves special attention and is absolutely
Other classes in DoEasy library (part 70): Expanding functionality and auto updating the chart object collection
In this article, I will expand the functionality of chart objects and arrange navigation through charts, creation of screenshots, as well as saving and applying templates to charts. Also, I will
Tips from a professional programmer (Part I): Code storing, debugging and compiling. Working with projects and logs
These are some tips from a professional programmer about methods, techniques and auxiliary tools which can make programming easier
Combination scalping: analyzing trades from the past to increase the performance of future trades
The article provides the description of the technology aimed at increasing the effectiveness of any automated trading system. It provides a brief explanation of the idea, as well as its underlying
MVC design pattern and its possible application
The article discusses a popular MVC pattern, as well as the possibilities, pros and cons of its usage in MQL programs. The idea is to split an existing code into three separate components: Model, View
Other classes in DoEasy library (part 69): Chart object collection class
With this article, I start the development of the chart object collection class. The class will store the collection list of chart objects with their subwindows and indicators providing the ability to
Other classes in DoEasy library (part 68): Chart window object class and indicator object classes in the chart window
In this article, I will continue the development of the chart object class. I will add the list of chart window objects featuring the lists of available indicators
Neural networks made easy (Part 13): Batch Normalization
In the previous article, we started considering methods aimed at improving neural network training quality. In this article, we will continue this topic and will consider another approach — batch data
Other classes in DoEasy library (part 67): Chart object class
In this article, I will create the chart object class (of a single trading instrument chart) and improve the collection class of MQL5 signal objects so that each signal object stored in the collection
Brute force approach to pattern search (Part IV): Minimal functionality
The article presents an improved brute force version, based on the goals set in the previous article. I will try to cover this topic as broadly as possible using Expert Advisors with settings obtained
Other classes in DoEasy library (part 66): MQL5.com Signals collection class
In this article, I will create the signal collection class of the MQL5.com Signals service with the functions for managing signals. Besides, I will improve the Depth of Market snapshot object class
Neural networks made easy (Part 12): Dropout
As the next step in studying neural networks, I suggest considering the methods of increasing convergence during neural network training. There are several such methods. In this article we will
Prices and Signals in DoEasy library (part 65): Depth of Market collection and the class for working with MQL5.com Signals
In this article, I will create the collection class of Depths of Market of all symbols and start developing the functionality for working with the MQL5.com Signals service by creating the signal
Prices in DoEasy library (part 64): Depth of Market, classes of DOM snapshot and snapshot series objects
In this article, I will create two classes (the class of DOM snapshot object and the class of DOM snapshot series object) and test creation of the DOM data series
Machine learning in Grid and Martingale trading systems. Would you bet on it?
This article describes the machine learning technique applied to grid and martingale trading. Surprisingly, this approach has little to no coverage in the global network. After reading the article
Self-adapting algorithm (Part IV): Additional functionality and tests
I continue filling the algorithm with the minimum necessary functionality and testing the results. The profitability is quite low but the articles demonstrate the model of the fully automated
Useful and exotic techniques for automated trading
In this article I will demonstrate some very interesting and useful techniques for automated trading. Some of them may be familiar to you. I will try to cover the most interesting methods and will
Prices in DoEasy library (part 63): Depth of Market and its abstract request class
In the article, I will start developing the functionality for working with the Depth of Market. I will also create the class of the Depth of Market abstract order object and its descendants
Neural networks made easy (Part 11): A take on GPT
Perhaps one of the most advanced models among currently existing language neural networks is GPT-3, the maximal variant of which contains 175 billion parameters. Of course, we are not going to create
Prices in DoEasy library (part 62): Updating tick series in real time, preparation for working with Depth of Market
In this article, I will implement updating tick data in real time and prepare the symbol object class for working with Depth of Market (DOM itself is to be implemented in the next article)
Prices in DoEasy library (part 61): Collection of symbol tick series
Since a program may use different symbols in its work, a separate list should be created for each of them. In this article, I will combine such lists into a tick data collection. In fact, this will be
Prices in DoEasy library (part 60): Series list of symbol tick data
In this article, I will create the list for storing tick data of a single symbol and check its creation and retrieval of required data in an EA. Tick data lists that are individual for each used
Multilayer perceptron and backpropagation algorithm
The popularity of these two methods grows, so a lot of libraries have been developed in Matlab, R, Python, C++ and others, which receive a training set as input and automatically create an appropriate
Self-adapting algorithm (Part III): Abandoning optimization
It is impossible to get a truly stable algorithm if we use optimization based on historical data to select parameters. A stable algorithm should be aware of what parameters are needed when working on
Practical application of neural networks in trading (Part 2). Computer vision
The use of computer vision allows training neural networks on the visual representation of the price chart and indicators. This method enables wider operations with the whole complex of technical
Neural networks made easy (Part 10): Multi-Head Attention
We have previously considered the mechanism of self-attention in neural networks. In practice, modern neural network architectures use several parallel self-attention threads to find various
Developing a self-adapting algorithm (Part II): Improving efficiency
In this article, I will continue the development of the topic by improving the flexibility of the previously created algorithm. The algorithm became more stable with an increase in the number of
Brute force approach to pattern search (Part III): New horizons
This article provides a continuation to the brute force topic, and it introduces new opportunities for market analysis into the program algorithm, thereby accelerating the speed of analysis and
Finding seasonal patterns in the forex market using the CatBoost algorithm
The article considers the creation of machine learning models with time filters and discusses the effectiveness of this approach. The human factor can be eliminated now by simply instructing the model
The market and the physics of its global patterns
In this article, I will try to test the assumption that any system with even a small understanding of the market can operate on a global scale. I will not invent any theories or patterns, but I will
Neural networks made easy (Part 9): Documenting the work
We have already passed a long way and the code in our library is becoming bigger and bigger. This makes it difficult to keep track of all connections and dependencies. Therefore, I suggest creating
Developing a self-adapting algorithm (Part I): Finding a basic pattern
In the upcoming series of articles, I will demonstrate the development of self-adapting algorithms considering most market factors, as well as show how to systematize these situations, describe them
Neural networks made easy (Part 8): Attention mechanisms
In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I
Prices in DoEasy library (part 59): Object to store data of one tick
From this article on, start creating library functionality to work with price data. Today, create an object class which will store all price data which arrived with yet another tick
Using spreadsheets to build trading strategies
The article describes the basic principles and methods that allow you to analyze any strategy using spreadsheets (Excel, Calc, Google). The obtained results are compared with MetaTrader 5 tester
Timeseries in DoEasy library (part 58): Timeseries of indicator buffer data
In conclusion of the topic of working with timeseries organise storage, search and sort of data stored in indicator buffers which will allow to further perform the analysis based on values of the
Manual charting and trading toolkit (Part II). Chart graphics drawing tools
This is the next article within the series, in which I show how I created a convenient library for manual application of chart graphics by utilizing keyboard shortcuts. The tools used include straight