MQL4 and MQL5 Programming Articles

In this article we explore the application of digital filters on time series represented in the frequency domain so as to extract unique features that may be useful to prediction models.

This article builds an order-flow footprint indicator in MQL5 that aggregates tick-by-tick volume into quantized price levels and supports Bid vs Ask and Delta display modes. A canvas overlay renders color-scaled volume text aligned with the candles and updates on every tick. You will learn sorting of price levels, max-value normalization for color mapping, and responsive redraws on zoom, scroll, and resize to read volume distribution and aggressor dominance inside each bar.

In the article, consider creation of multi-symbol multi-period standard indicator Accumulation/Distribution. Slightly improve library classes with respect to indicators so that, the programs developed for outdated platform MetaTrader 4 based on this library could work normally when switching over to MetaTrader 5.

Numerous attempts to apply statistical methods to the objective reality, i.e. to financial series, crash when met with the nonstationarity of processes, "fat tails" of accompanying probability distributions, and insufficient volume of financial data.In this publication I will try to refer not to the financial series as such, but to their subjective presentation - in this case, to the way a trader tries to halter the series, i.e. to the trading system. The eduction of statistical regularities of the trading results process is a rather enthralling task. In some cases quite true conclusions about the model of this process can be made, and these can be applied to the trading system.

As December 28 is approaching, the list of leaders of the Automated Trading Championship 2012 is becoming clearer. With only two weeks to go until the end of the Championship, Mariusz Zarnowski (zrn) from Poland stands a good chance to be in the top three. His EA has already demonstrated how it can triple the initial deposit in just a couple of weeks.

In this article, I will fix the names of WinForms object class methods and create Button and RadioButton WinForms objects.

In the article, I will create the class of the standard graphical object memory allowing the object to save its states when its properties are modified. In turn, this allows retracting to the previous graphical object states.

Building on the previous article that introduced the market state classification module, this installment focuses on implementing the core logic for identifying and evaluating compression zones. It presents a range contraction detection and maturity grading system in MQL5 that analyzes market congestion using price action alone.

Contrastive training is an unsupervised method of training representation. Its goal is to train a model to highlight similarities and differences in data sets. In this article, we will talk about using contrastive training approaches to explore different Actor skills.

A new article from Design Patterns articles and we will take a look at one of its types which is behavioral patterns to understand how we can build communication methods between created objects effectively. By completing these Behavior patterns we will be able to understand how we can create and build a reusable, extendable, tested software.

In the previous article, I implemented the ability to move pivot points of an extended graphical object using control forms. Now I am going to implement the ability to move a composite graphical object using a single graphical object control point (form).

In this article, I will implement handling Padding (internal indents/margin on all sides of an element) and Dock parameters (the way an object is located inside its container).

It's the second time Matúš German participates in the Automated Trading Championship. By the end of the fourth week of ATC 2012 his Expert Advisor has been holding its positions in the TOP-10 having about $30 000. Matúš is from Slovakia, from the little town Bardejov. Matúš is interested in trading for about 5 years and he develops Expert Advisors for 3 years already.

The article considers creation of 'GroupBox' and 'CheckBox' WinForms objects, as well as the development of base objects for WinForms object categories. All created objects are still static, i.e. they are unable to interact with the mouse.

In this article the author offers ways to improve trading systems described in his previous articles. The article will be interesting for traders that already have some experience of writing Expert Advisors.

In the previous article, we discussed relational models which use attention mechanisms in their architecture. One of the specific features of these models is the intensive utilization of computing resources. In this article, we will consider one of the mechanisms for reducing the number of computational operations inside the Self-Attention block. This will increase the general performance of the model.