MQL4 and MQL5 Programming Articles

The article describes custom averaging functions of higher quality developed by the author: JJMASeries(), JurXSeries(), JLiteSeries(), ParMASeries(), LRMASeries(), T3Series() and MASeries(). The author considers the hot substitution of these functions in indicators using the call of the SmoothXSeries() function.

The best practices, defining how to safely us an indicator, are not always easy to follow. Quiet market conditions may surprisingly produce readings on the indicator that do not qualify as a trading signal, leading to missed opportunities for algorithmic traders. This article will suggest a potential solution to this problem, as we discuss how to build trading applications capable of adapting their trading rules to the available market data.

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.

How independent are currency quotes? Are their movements coordinated or does the movement of one currency suggest nothing of the movement of another? The article describes an effort to tackle this issue using nonlinear dynamics and fractal geometry methods.

In this article, we are going to expand the capabilities of the previously created utility by adding tabs for selecting the symbols we need. We will also learn how to save graphical objects we have created on the specific symbol chart, so that we do not have to constantly create them again. Besides, we will find out how to work only with symbols that have been preliminarily selected using a specific website.

Even simple programs may often have errors that seem to be unbelievable. "How could I create that?" is our first thought when such an error is revealed. "How can I avoid that?" is the second question which comes to our mind less frequently. It is impossible to create absolutely faultless code, especially in big projects, but it is possible to use technologies for their timely detection. The article describes how the MQL4 code quality can be enhanced with the help of the popular Unit Testing method.

This article briefly describes the author's opinion on redrawing indicators, multi-timeframe indicators and displaying of quotes with Japanese candlesticks. The article contain no programming specifics and is of a general character.

In this article, I will make additional changes to the CCI affecting the very logic of this indicator. Moreover, we will be able to see it in the main chart window.

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.

The article describes a class of dynamic two-dimensional array that contains data of different types in its first dimension. Storing data in the form of a table is convenient for solving a wide range of problems of arrangement, storing and operation with bound information of different types. The source code of the class that implements the functionality of working with tables is attached to the article.

Human traders had long participated in financial markets before the rise of computers, developing rules of thumb that guided their decisions. In this article, we revisit a well-known breakout strategy to test whether such market logic, learned through experience, can hold its own against systematic methods. Our findings show that while the original strategy produced high accuracy, it suffered from instability and poor risk control. By refining the approach, we demonstrate how discretionary insights can be adapted into more robust, algorithmic trading strategies.

The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an Expert Advisor and in a parallel multi-threaded mode as an add-on that runs on local tester agents.

This topic explores how to build an Adaptive Smart Money Architecture (ASMA)—an intelligent Expert Advisor that merges Smart Money Concepts (Order Blocks, Break of Structure, Fair Value Gaps) with real-time market sentiment to automatically choose the best trading strategy depending on current market conditions.

In this article, I will fix and optimize handling the appearance of WinForms objects after moving the mouse cursor away from the object, as well as start the development of the TabControl WinForms object.

MQL5 provides programmers with a very complete set of functions and object-oriented API thanks to which they can do everything they want within the MetaTrader environment. However, Web Technology is an extremely versatile tool nowadays that may come to the rescue in some situations when you need to do something very specific, want to marvel your customers with something different or simply you do not have enough time to master a specific part of MT5 Standard Library. Today's exercise walks you through a practical example about how you can manage your development time at the same time as you also create an amazing tech cocktail.

Autotrading using VPS. This article is intended exceptionally for autotraders and autotrading supporters.