MQL4 and MQL5 Programming Articles

In the previous chapter, we wrote classes for creating vertical and horizontal scrollbars. In this chapter, we will implement them. We will write a class for creating the list view element, a compound part of which will be a vertical scrollbar.

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.

This article is a continuation of the series of articles about deep neural networks. Here we will consider selecting samples (removing noise), reducing the dimensionality of input data and dividing the data set into the train/val/test sets during data preparation for training the neural network.

In this article, I will consider tracking property value modification, as well as removing and renaming graphical objects in the library.

If an indicator uses values of many other indicators for its calculations, it consumes a lot of memory. The article describes several methods of decreasing the memory consumption when using auxiliary indicators. Saved memory allows increasing the number of simultaneously used currency pairs, indicators and strategies in the client terminal. It increases the reliability of trade portfolio. Such a simple care about technical resources of your computer can turn into money resources at your deposit.

A new version of the graphics library for creating scientific charts (the CGraphic class) has been presented recently. This update of the developed library for creating graphical interfaces will introduce a version with a new control for creating charts. Now it is even easier to visualize data of different types.

In the previous articles of this series, we have seen two reinforced learning algorithms. Each of them has its own advantages and disadvantages. As often happens in such cases, next comes the idea to combine both methods into an algorithm, using the best of the two. This would compensate for the shortcomings of each of them. One of such methods will be discussed in this article.

After I wrote a previous article on semi-automatic Expert Advisor with GUI interface it turned out that it would be desirable to enhance interface with some new functionalities for more complex indicators and Expert Advisors. After getting acquainted with MQL5 standard library classes I implemented new widgets. This article describes a process of designing and implementing new MQL5 GUI widgets that can be used in indicators and Expert Advisors. The widgets presented in the article are CChartObjectSpinner, CChartObjectProgressBar and CChartObjectEditTable.

In this article, I will create the class of the abstract graphical object. This object is to serve as a basis for creating the class of standard graphical objects. Graphical objects feature multiple properties. Therefore, I will need to do a lot of preparatory work before actually creating the abstract graphical object class. This work includes setting the properties in the library enumerations.

The article dwells on the method of constructing charts, at which each bar consists of the equal number of ticks.

The article considers the methodology for developing trading algorithms, in which a consistent scientific approach is used to analyze possible price patterns and to build trading algorithms based on these patterns. Development ideals are demonstrated using examples.

Calls to user and technical indicators takes up very little space in the program code of automated trading systems. Often it’s simply a few code lines. But it often happens that it is these few lines of code which use up the largest portion of time, which needs to be spent on testing the Expert Advisor. Therefore, everything that is related to data calculations within an indicator, needs to be considered much more thoroughly than would seem at first glance. This article will talk precisely about this.

In this update of the library, the Table control (the CTable class) will be supplemented with new options. The lineup of controls in the table cells is expanded, this time adding text edit boxes and combo boxes. As an addition, this update also introduces the ability to resize the window of an MQL application during its runtime.

Efficient extraction and integration of long-term dependencies and short-term features remain an important task in time series analysis. Their proper understanding and integration are necessary to create accurate and reliable predictive models.

This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CGrid class. The CGrid class is an auxiliary control that acts as a container for other containers and controls using a grid layout.

Today's article shows intermediate MQL5 programmers how they can get more profit from their linear trading systems (Fixed Lot) by easily implementing the so-called technique of exponentiation. This is because the resulting equity curve growth is then geometric, or exponential, taking the form of a parabola. Specifically, we will implement a practical MQL5 variant of the Fixed Fractional position sizing developed by Ralph Vince.

In this article we will check the well-known statement that "The whole day trading depends on how the Asian session is traded".

What is social trading? It is a mutually beneficial cooperation of traders and investors whereby successful traders allow monitoring of their trading and potential investors take the opportunity to monitor their performance and copy trades of those who look more promising.

Working with data has become the main task for modern software - both for standalone and network applications. To solve this problem a specialized software were created. These are Database Management Systems (DBMS), that can structure, systematize and organize data for their computer storage and processing. As for trading, the most of analysts don't use databases in their work. But there are tasks, where such a solution would have to be handy. This article provides an example of indicators, that can save and load data from databases both with client-server and file-server architectures.

Trading Signals service recently introduced in MetaTrader 5 allows traders to copy trading operations of any signals provider. Users can select any signal, subscribe to it and all deals will be copied at their accounts. Signals providers can set their subscription prices and receive a fixed monthly fee from their subscribers.

In this article, we will consider the emission of indicators - a new approach to the market research. The calculation of emission is based on the intersection of different indicators: more and more points with different colors and shapes appear after each tick. They form numerous clusters like nebulae, clouds, tracks, lines, arcs, etc. These shapes help to detect the invisible springs and forces that affect the movement of market prices.

In this article, the author continues to familiarize the readers with the Lite_EXPERT2.mqh functions using real Expert Advisor implementation examples. The article deals with the idea of using floating pending orders and pending orders that vary dynamically from deal to deal which are determined based on Average True Range (ATR) indicator values.

The "area method" trading system works based on unusual interpretation of the RSI oscillator readings. The indicator that visualizes the area method, and the Expert Advisor that trades using this system are detailed here. The article is also supplemented with detailed findings of testing the Expert Advisor for various symbols, time frames and values of the area.

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.

The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes, based on a pre-built syntax tree.

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.

The article focuses on one-step-ahead forecasting for EURUSD using EViews software and a further evaluation of forecasting results using the programs in EViews. The forecast involves regression models and is evaluated by means of an Expert Advisor developed for MetaTrader 4.

The optimization process can require significant resources of your computer or even of the MQL5 Cloud Network test agents. This article comprises some simple ideas that I use for work facilitation and improvement of the MetaTrader 5 Strategy Tester. I got these ideas from the documentation, forum and articles.

This article is a continuation and development of my previous article "Visual Testing of Profitability of Indicators and Alerts". Having added some interactivity to the parameter changing process and having reworked the study objectives, I have managed to get a new tool that does not only show the prospective trade results based on the signals used but also allows you to immediately get a layout of deals, balance chart and the end result of trading by moving virtual sliders that act as controls for signal parameter values in the main chart.

This article considers the application of multiple regression analysis to macroeconomic statistics. It also gives an insight into the evaluation of the statistics impact on the currency exchange rate fluctuation based on the example of the currency pair EURUSD. Such evaluation allows automating the fundamental analysis which becomes available to even novice traders.

In this article, I will consider the toolkit for managing composite graphical objects - controls for managing an extended standard graphical object. Today, I will slightly digress from relocating a composite graphical object and implement the handler of change events on a chart featuring a composite graphical object. Besides, I will focus on the controls for managing a composite graphical object.

The article is intended for beginners in baking "multi-layered" cakes.