
MQL5 Wizard Techniques you should know (Part 42): ADX Oscillator
The ADX is another relatively popular technical indicator used by some traders to gauge the strength of a prevalent trend. Acting as a combination of two other indicators, it presents as an oscillator whose patterns we explore in this article with the help of MQL5 wizard assembly and its support classes.


Interview with Boris Odintsov (ATC 2010)
Boris Odintsov is one of the most impressive participants of the Championship who managed to go beyond $100,000 on the third week of the competition. Boris explains the rapid rise of his expert Advisor as a favorable combination of circumstances. In this interview he tells about what is important in trading, and what market would be unfavorable for his EA.

Neural networks made easy (Part 34): Fully Parameterized Quantile Function
We continue studying distributed Q-learning algorithms. In previous articles, we have considered distributed and quantile Q-learning algorithms. In the first algorithm, we trained the probabilities of given ranges of values. In the second algorithm, we trained ranges with a given probability. In both of them, we used a priori knowledge of one distribution and trained another one. In this article, we will consider an algorithm which allows the model to train for both distributions.


Interview with Andrey Bobryashov (ATC 2011)
Since the first Automated Trading Championship we have seen plenty of trading robots in our TOP-10 created with the use of various methods. Excellent results were shown both by the Exper Advisors based on standard indicators, and complicated analytical complexes with weekly automatic optimization of their own parameters.

Quantization in machine learning (Part 1): Theory, sample code, analysis of implementation in CatBoost
The article considers the theoretical application of quantization in the construction of tree models and showcases the implemented quantization methods in CatBoost. No complex mathematical equations are used.

Population optimization algorithms: Bat algorithm (BA)
In this article, I will consider the Bat Algorithm (BA), which shows good convergence on smooth functions.

Neural Networks Made Easy (Part 93): Adaptive Forecasting in Frequency and Time Domains (Final Part)
In this article, we continue the implementation of the approaches of the ATFNet model, which adaptively combines the results of 2 blocks (frequency and time) within time series forecasting.

DoEasy. Controls (Part 22): SplitContainer. Changing the properties of the created object
In the current article, I will implement the ability to change the properties and appearance of the newly created SplitContainer control.

Trading with the MQL5 Economic Calendar (Part 1): Mastering the Functions of the MQL5 Economic Calendar
In this article, we explore how to use the MQL5 Economic Calendar for trading by first understanding its core functionalities. We then implement key functions of the Economic Calendar in MQL5 to extract relevant news data for trading decisions. Finally, we conclude by showcasing how to utilize this information to enhance trading strategies effectively.


Interview with Vitaly Antonov (ATC 2011)
It was only this summer that Vitaly Antonov (beast) has learned about the upcoming Automated Trading Championship and got to know MetaTrader 5 terminal. Time was running out, besides, Vitaly was a newcomer. So, he randomly chose GBPUSD currency pair to develop his trading system. And the choice turned out to be successful. It would have been impossible to use other symbols with the strategy.

Neural Networks Made Easy (Part 92): Adaptive Forecasting in Frequency and Time Domains
The authors of the FreDF method experimentally confirmed the advantage of combined forecasting in the frequency and time domains. However, the use of the weight hyperparameter is not optimal for non-stationary time series. In this article, we will get acquainted with the method of adaptive combination of forecasts in frequency and time domains.

DRAW_ARROW drawing type in multi-symbol multi-period indicators
In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.

Monitoring trading with push notifications — example of a MetaTrader 5 service
In this article, we will look at creating a service app for sending notifications to a smartphone about trading results. We will learn how to handle lists of Standard Library objects to organize a selection of objects by required properties.


Interview with Antonio Morillas (ATC 2011)
Antonio Morillas from Spain (sallirom, by the way - it is reversed surname!) was first who doubled his starting balance from the beginning of the Championship and thus attracted our attention. His trading strategy is extremely risky. We decided to talk to Antonio about risk and luck as these are part and parcel of Automated Trading Championship.

Data Science and ML (Part 33): Pandas Dataframe in MQL5, Data Collection for ML Usage made easier
When working with machine learning models, it’s essential to ensure consistency in the data used for training, validation, and testing. In this article, we will create our own version of the Pandas library in MQL5 to ensure a unified approach for handling machine learning data, for ensuring the same data is applied inside and outside MQL5, where most of the training occurs.

Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part I)
We will breakdown the main MQL5 code into specified code snippets to illustrate the integration of Telegram and WhatsApp for receiving signal notifications from the Trend Constraint indicator we are creating in this article series. This will help traders, both novices and experienced developers, grasp the concept easily. First, we will cover the setup of MetaTrader 5 for notifications and its significance to the user. This will help developers in advance to take notes to further apply in their systems.

News Trading Made Easy (Part 6): Performing Trades (III)
In this article news filtration for individual news events based on their IDs will be implemented. In addition, previous SQL queries will be improved to provide additional information or reduce the query's runtime. Furthermore, the code built in the previous articles will be made functional.

DoEasy. Controls (Part 27): Working on ProgressBar WinForms object
In this article, I will continue the development of the ProgressBar control. In particular, I will create the functionality for managing the progress bar and visual effects.

Neural networks made easy (Part 68): Offline Preference-guided Policy Optimization
Since the first articles devoted to reinforcement learning, we have in one way or another touched upon 2 problems: exploring the environment and determining the reward function. Recent articles have been devoted to the problem of exploration in offline learning. In this article, I would like to introduce you to an algorithm whose authors completely eliminated the reward function.

News Trading Made Easy (Part 3): Performing Trades
In this article, our news trading expert will begin opening trades based on the economic calendar stored in our database. In addition, we will improve the expert's graphics to display more relevant information about upcoming economic calendar events.

Developing a Replay System (Part 32): Order System (I)
Of all the things that we have developed so far, this system, as you will probably notice and eventually agree, is the most complex. Now we need to do something very simple: make our system simulate the operation of a trading server. This need to accurately implement the way the trading server operates seems like a no-brainer. At least in words. But we need to do this so that the everything is seamless and transparent for the user of the replay/simulation system.

Data Science and ML (Part 26): The Ultimate Battle in Time Series Forecasting — LSTM vs GRU Neural Networks
In the previous article, we discussed a simple RNN which despite its inability to understand long-term dependencies in the data, was able to make a profitable strategy. In this article, we are discussing both the Long-Short Term Memory(LSTM) and the Gated Recurrent Unit(GRU). These two were introduced to overcome the shortcomings of a simple RNN and to outsmart it.

Integrating Hidden Markov Models in MetaTrader 5
In this article we demonstrate how Hidden Markov Models trained using Python can be integrated into MetaTrader 5 applications. Hidden Markov Models are a powerful statistical tool used for modeling time series data, where the system being modeled is characterized by unobservable (hidden) states. A fundamental premise of HMMs is that the probability of being in a given state at a particular time depends on the process's state at the previous time slot.

StringFormat(). Review and ready-made examples
The article continues the review of the PrintFormat() function. We will briefly look at formatting strings using StringFormat() and their further use in the program. We will also write templates to display symbol data in the terminal journal. The article will be useful for both beginners and experienced developers.

From Python to MQL5: A Journey into Quantum-Inspired Trading Systems
The article explores the development of a quantum-inspired trading system, transitioning from a Python prototype to an MQL5 implementation for real-world trading. The system uses quantum computing principles like superposition and entanglement to analyze market states, though it runs on classical computers using quantum simulators. Key features include a three-qubit system for analyzing eight market states simultaneously, 24-hour lookback periods, and seven technical indicators for market analysis. While the accuracy rates might seem modest, they provide a significant edge when combined with proper risk management strategies.

MQL5 Wizard Techniques you should know (Part 19): Bayesian Inference
Bayesian inference is the adoption of Bayes Theorem to update probability hypothesis as new information is made available. This intuitively leans to adaptation in time series analysis, and so we have a look at how we could use this in building custom classes not just for the signal but also money-management and trailing-stops.


ATC Champions League: Interview with Olexandr Topchylo (ATC 2011)
Interview with Olexandr Topchylo (Better) is the second publication within the "ATC Champions League" project. Having won the Automated Trading Championship 2007, this professional trader caught the attention of investors. Olexandr says that his first place in the ATC 2007 is one of the major events of his trading experience. However, later on this popularity helped him discover the biggest disappointment - it is so easy to lose investors after the first drawdown on an investor account.


ATC Champions League: Interview with Roman Zamozhniy (ATC 2011)
This is the first interview in the "ATC Champions League" project. Roman Zamozhniy (Rich) from Ukraine was the winner of the first Automated Trading Championship in 2006. In addition, he is a regular participant of our Championships - he has not missed a single contest. In this interview, we talked about Roman's first place and tried to figure out what is necessary for successful participation.

Population optimization algorithms: Nelder–Mead, or simplex search (NM) method
The article presents a complete exploration of the Nelder-Mead method, explaining how the simplex (function parameter space) is modified and rearranged at each iteration to achieve an optimal solution, and describes how the method can be improved.

Developing a Replay System (Part 26): Expert Advisor project — C_Terminal class
We can now start creating an Expert Advisor for use in the replay/simulation system. However, we need something improved, not a random solution. Despite this, we should not be intimidated by the initial complexity. It's important to start somewhere, otherwise we end up ruminating about the difficulty of a task without even trying to overcome it. That's what programming is all about: overcoming obstacles through learning, testing, and extensive research.

Category Theory in MQL5 (Part 7): Multi, Relative and Indexed Domains
Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.

Developing a Replay System (Part 48): Understanding the concept of a service
How about learning something new? In this article, you will learn how to convert scripts into services and why it is useful to do so.

Manual Backtesting Made Easy: Building a Custom Toolkit for Strategy Tester in MQL5
In this article, we design a custom MQL5 toolkit for easy manual backtesting in the Strategy Tester. We explain its design and implementation, focusing on interactive trade controls. We then show how to use it to test strategies effectively

Neural networks made easy (Part 60): Online Decision Transformer (ODT)
The last two articles were devoted to the Decision Transformer method, which models action sequences in the context of an autoregressive model of desired rewards. In this article, we will look at another optimization algorithm for this method.

Multiple Symbol Analysis With Python And MQL5 (Part 3): Triangular Exchange Rates
Traders often face drawdowns from false signals, while waiting for confirmation can lead to missed opportunities. This article introduces a triangular trading strategy using Silver’s pricing in Dollars (XAGUSD) and Euros (XAGEUR), along with the EURUSD exchange rate, to filter out noise. By leveraging cross-market relationships, traders can uncover hidden sentiment and refine their entries in real time.


Grouped File Operations
It is sometimes necessary to perform identical operations with a group of files. If you have a list of files included into a group, then it is no problem. However, if you need to make this list yourself, then a question arises: "How can I do this?" The article proposes doing this using functions FindFirstFile() and FindNextFile() included in kernel32.dll.

Price Action Analysis Toolkit Development (Part 2): Analytical Comment Script
Aligned with our vision of simplifying price action, we are pleased to introduce another tool that can significantly enhance your market analysis and help you make well-informed decisions. This tool displays key technical indicators such as previous day's prices, significant support and resistance levels, and trading volume, while automatically generating visual cues on the chart.

How to view deals directly on the chart without weltering in trading history
In this article, we will create a simple tool for convenient viewing of positions and deals directly on the chart with key navigation. This will allow traders to visually examine individual deals and receive all the information about trading results right on the spot.

Introduction to MQL5 (Part 5): A Beginner's Guide to Array Functions in MQL5
Explore the world of MQL5 arrays in Part 5, designed for absolute beginners. Simplifying complex coding concepts, this article focuses on clarity and inclusivity. Join our community of learners, where questions are embraced, and knowledge is shared!

Developing a Replay System (Part 59): A New Future
Having a proper understanding of different ideas allows us to do more with less effort. In this article, we'll look at why it's necessary to configure a template before the service can interact with the chart. Also, what if we improve the mouse pointer so we can do more things with it?