Channels. Advanced Models. Wolfe Waves
The article describes rules of marking patterns of Wolfe Waves. You will find here details of constructing and rules of accurate marking, which help to find correct formations of waves quickly and correctly.
Rebuy algorithm: Multicurrency trading simulation
In this article, we will create a mathematical model for simulating multicurrency pricing and complete the study of the diversification principle as part of the search for mechanisms to increase the trading efficiency, which I started in the previous article with theoretical calculations.
Connection of Expert Advisor with ICQ in MQL5
This article describes the method of information exchange between the Expert Advisor and ICQ users, several examples are presented. The provided material will be interesting for those, who wish to receive trading information remotely from a client terminal, through an ICQ client in their mobile phone or PDA.
Trader's Kit: Decorating Indicators
In this article you will find main tasks when decorating indicators, their solution and automation.
Better Programmer (Part 04): How to become a faster developer
Every developer wants to be able to write code faster, and being able to code faster and effective is not some kind of special ability that only a few people are born with. It's a skill that can be learned by every coder, regardless of years of experience on the keyboard.
MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes
Whatever trading strategy you use, there will always be a question of what parameters to choose to ensure future profits. This article gives an example of an Expert Advisor with a possibility to optimize multiple symbol parameters at the same time. This method is intended to reduce the effect of overfitting parameters and handle situations where data from a single symbol are not enough for the study.
Using cryptography with external applications
In this article, we consider encryption/decryption of objects in MetaTrader and in external applications. Our purpose is to determine the conditions under which the same results will be obtained with the same initial data.
Data Science and Machine Learning (Part 02): Logistic Regression
Data Classification is a crucial thing for an algo trader and a programmer. In this article, we are going to focus on one of classification logistic algorithms that can probability help us identify the Yes's or No's, the Ups and Downs, Buys and Sells.
Non-standard Automated Trading
Successful and comfortable trading using MT4 platform without detailed market analysis - is it possible? Can such trading be implemented in practice? I suppose, yes. Especially in terms of the automated trading!
MQL5 Wizard techniques you should know (Part 06): Fourier Transform
The Fourier transform introduced by Joseph Fourier is a means of deconstructing complex data wave points into simple constituent waves. This feature could be resourceful to traders and this article takes a look at that.
Using Skype to Send Messages from an Expert Advisor
The article deals with the ways of how to send internal messages and SMSes from an Expert Advisor to mobile phones using Skype.
Testing different Moving Average types to see how insightful they are
We all know the importance of the Moving Average indicator for a lot of traders. There are other Moving average types that can be useful in trading, we will identify these types in this article and make a simple comparison between each one of them and the most popular simple Moving average type to see which one can show the best results.
Working with GSM Modem from an MQL5 Expert Advisor
There is currently a fair number of means for a comfortable remote monitoring of a trading account: mobile terminals, push notifications, working with ICQ. But it all requires Internet connection. This article describes the process of creating an Expert Advisor that will allow you to stay in touch with your trading terminal even when mobile Internet is not available, through calls and text messaging.
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.
How to choose an Expert Advisor: Twenty strong criteria to reject a trading bot
This article tries to answer the question: how can we choose the right expert advisors? Which are the best for our portfolio, and how can we filter the large trading bots list available on the market? This article will present twenty clear and strong criteria to reject an expert advisor. Each criterion will be presented and well explained to help you make a more sustained decision and build a more profitable expert advisor collection for your profits.
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.
Automated Trading Championship: The Reverse of the Medal
Automated Trading Championship based on online trading platform MetaTrader 4 is being conducted for the third time and accepted by many people as a matter-of-course yearly event being waited for with impatience. However, this competition specifies strict requirements to the Participants. This is precisely the topic we're going to discuss in this article.
Graphics in DoEasy library (Part 91): Standard graphical object events. Object name change history
In this article, I will refine the basic functionality for providing control over graphical object events from a library-based program. I will start from implementing the functionality for storing the graphical object change history using the "Object name" property as an example.
Cycle analysis using the Goertzel algorithm
In this article we present code utilities that implement the goertzel algorithm in Mql5 and explore two ways in which the technique can be used in the analysis of price quotes for possible strategy development.
Developing a trading Expert Advisor from scratch (Part 15): Accessing data on the web (I)
How to access online data via MetaTrader 5? There are a lot of websites and places on the web, featuring a huge amount information. What you need to know is where to look and how best to use this information.
Building and testing Keltner Channel trading systems
In this article, we will try to provide trading systems using a very important concept in the financial market which is volatility. We will provide a trading system based on the Keltner Channel indicator after understanding it and how we can code it and how we can create a trading system based on a simple trading strategy and then test it on different assets.
Learn how to design a trading system by Accumulation/Distribution (AD)
Welcome to the new article from our series about learning how to design trading systems based on the most popular technical indicators. In this article, we will learn about a new technical indicator called Accumulation/Distribution indicator and find out how to design an MQL5 trading system based on simple AD trading strategies.
Visual evaluation of optimization results
In this article, we will consider how to build graphs of all optimization passes and to select the optimal custom criterion. We will also see how to create a desired solution with little MQL5 knowledge, using the articles published on the website and forum comments.
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 work with any selected charts and their subwindows or with a list of several charts at once.
Arranging a mailing campaign by means of Google services
A trader may want to arrange a mailing campaign to maintain business relationships with other traders, subscribers, clients or friends. Besides, there may be a necessity to send screenshotas, logs or reports. These may not be the most frequently arising tasks but having such a feature is clearly an advantage. The article deals with using several Google services simultaneously, developing an appropriate assembly on C# and integrating it with MQL tools.
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.
Trend-Hunting
The article describes an algorithm of volume increase of a profit trade. Its implementation using MQL4 means is presented in the article.
Calculating mathematical expressions (Part 2). Pratt and shunting yard parsers
In this article, we consider the principles of mathematical expression parsing and evaluation using parsers based on operator precedence. We will implement Pratt and shunting-yard parser, byte-code generation and calculations by this code, as well as view how to use indicators as functions in expressions and how to set up trading signals in Expert Advisors based on these indicators.
Alternative Log File with the Use of HTML and CSS
In this article we will describe the process of writing a simple but a very powerful library for making the html files, will learn to adjust their displaying and will see how they can be easily implemented and used in your expert or the script.
DoEasy. Controls (Part 15): TabControl WinForms object — several rows of tab headers, tab handling methods
In this article, I will continue working on the TabControl WinForm object — I will create a tab field object class, make it possible to arrange tab headers in several rows and add methods for handling object tabs.
Developing a trading Expert Advisor from scratch (Part 12): Times and Trade (I)
Today we will create Times & Trade with fast interpretation to read the order flow. It is the first part in which we will build the system. In the next article, we will complete the system with the missing information. To implement this new functionality, we will need to add several new things to the code of our Expert Advisor.
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 a regular list based on the class of dynamic array of pointers to instances of CObject class and its descendants of the Standard library.
Continuous futures contracts in MetaTrader 5
A short life span of futures contracts complicates their technical analysis. It is difficult to technically analyze short charts. For example, number of bars on the day chart of the UX-9.13 Ukrainian Stock index future is more than 100. Therefore, trader creates synthetic long futures contracts. This article explains how to splice futures contracts with different dates in the MetaTrader 5 terminal.
Working with Files. An Example of Important Market Events Visualization
The article deals with the outlook of using MQL4 for more productive work at FOREX markets.
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.
Interview with Leonid Velichkovsky: "The Biggest Myth about Neural Networks is Super-Profitability" (ATC 2010)
The hero of our interview Leonid Velichkovski (LeoV) has already participated in Automated Trading Championships. In 2008, his multicurrency neural network was like a bright flash in the sky, earning $110,000 in a certain moment, but eventually fell victim to its own aggressive money management. Two years ago, in his interview Leonid share his own trading experience and told us about the features of his Expert Advisor. On the eve of the ATC 2010, Leonid talks about the most common myths and misconceptions associated with neural networks.
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.
Creating an EA that works automatically (Part 14): Automation (VI)
In this article, we will put into practice all the knowledge from this series. We will finally build a 100% automated and functional system. But before that, we still have to learn one last detail.
Graphical Control of External Parameters of Indicators
External variables of indicators are controlled using a special window where parameters can be changed and the indicator is then run again. The obvious inconvenience of these manipulations has given rise to the need for displaying the required parameters on the screen and controlling the indicator graphically.
DirectX Tutorial (Part I): Drawing the first triangle
It is an introductory article on DirectX, which describes specifics of operation with the API. It should help to understand the order in which its components are initialized. The article contains an example of how to write an MQL5 script which renders a triangle using DirectX.