Creating a Trading Administrator Panel in MQL5 (Part VII): Trusted User, Recovery and Cryptography
Security prompts, such as those triggered every time you refresh the chart, add a new pair to the chat with the Admin Panel EA, or restart the terminal, can become tedious. In this discussion, we will explore and implement a feature that tracks the number of login attempts to identify a trusted user. After a set number of failed attempts, the application will transition to an advanced login procedure, which also facilitates passcode recovery for users who may have forgotten it. Additionally, we will cover how cryptography can be effectively integrated into the Admin Panel to enhance security.
Gating mechanisms in ensemble learning
In this article, we continue our exploration of ensemble models by discussing the concept of gates, specifically how they may be useful in combining model outputs to enhance either prediction accuracy or model generalization.
Market Simulation (Part 05): Creating the C_Orders Class (II)
In this article, I will explain how Chart Trade, together with the Expert Advisor, will process a request to close all of the users' open positions. This may sound simple, but there are a few complications that you need to know how to manage.
Population optimization algorithms: Micro Artificial immune system (Micro-AIS)
The article considers an optimization method based on the principles of the body's immune system - Micro Artificial Immune System (Micro-AIS) - a modification of AIS. Micro-AIS uses a simpler model of the immune system and simple immune information processing operations. The article also discusses the advantages and disadvantages of Micro-AIS compared to conventional AIS.
Eigenvectors and eigenvalues: Exploratory data analysis in MetaTrader 5
In this article we explore different ways in which the eigenvectors and eigenvalues can be applied in exploratory data analysis to reveal unique relationships in data.
Developing a Replay System (Part 64): Playing the service (V)
In this article, we will look at how to fix two errors in the code. However, I will try to explain them in a way that will help you, beginner programmers, understand that things don't always go as you expect. Anyway, this is an opportunity to learn. The content presented here is intended solely for educational purposes. In no way should this application be considered as a final document with any purpose other than to explore the concepts presented.
Overcoming Accessibility Challenges in MQL5 Trading Tools (Part II): Enabling EA Voice Using a Python Text-to-Speech Engine
Let's discuss how we can make our Expert Advisors speech‑capable using text‑to‑speech technology, partnering Python and MQL5. After reading this article, you will walk away with a working example of an EA that speaks dynamic market information. You will master the application of TTS, the WebRequest function, and learn how Python libraries integrate with the MQL5 language to create a truly voice‑aware trading tool.
MQL5 Wizard Techniques you should know (Part 18): Neural Architecture Search with Eigen Vectors
Neural Architecture Search, an automated approach at determining the ideal neural network settings can be a plus when facing many options and large test data sets. We examine how when paired Eigen Vectors this process can be made even more efficient.
Database Is Easy (Part 1): A Lightweight ORM Framework for MQL5 Using SQLite
This article presents a structured way to manage SQLite data in MQL5 through an ORM layer for MetaTrader 5. It introduces core classes for entity modeling and database access, a fluent CRUD API, reflection hooks for OnGet/OnSet, and macros to define models quickly. Practical code shows creating tables, binding fields, inserting, updating, querying, and deleting records. Developers gain reusable, type-safe components that minimize repetitive SQL.
Engineering Trading Discipline into Code (Part 5): Account-Level Risk Enforcement in MQL5
We introduce an MQL5 discipline engine that enforces risk consistently at the account level. It continuously scans positions from any source, validates SL/TP, equity-based exposure, and target R:R, and automatically corrects deviations by setting levels or adjusting volume. The result is uniform risk structure across manual and EA trades, supported by on-chart feedback and mode-based control.
Client in Connexus (Part 7): Adding the Client Layer
In this article we continue the development of the connexus library. In this chapter we build the CHttpClient class responsible for sending a request and receiving an order. We also cover the concept of mocks, leaving the library decoupled from the WebRequest function, which allows greater flexibility for users.
The Group Method of Data Handling: Implementing the Multilayered Iterative Algorithm in MQL5
In this article we describe the implementation of the Multilayered Iterative Algorithm of the Group Method of Data Handling in MQL5.
Reimagining Classic Strategies (Part VIII): Currency Markets And Precious Metals on the USDCAD
In this series of articles, we revisit well-known trading strategies to see if we can improve them using AI. In today's discussion, join us as we test whether there is a reliable relationship between precious metals and currencies.
Table and Header Classes based on a table model in MQL5: Applying the MVC concept
This is the second part of the article devoted to the implementation of the table model in MQL5 using the MVC (Model-View-Controller) architectural paradigm. The article discusses the development of table classes and the table header based on a previously created table model. The developed classes will form the basis for further implementation of View and Controller components, which will be discussed in the following articles.
From Basic to Intermediate: Union (II)
Today we have a very funny and quite interesting article. We will look at Union and will try to solve the problem discussed earlier. We'll also explore some unusual situations that can arise when using union in applications. The materials presented here are intended for didactic purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
Event-Driven Architecture in MQL5: How to Turn an Expert Advisor into a Full-Fledged Trading System
The article is dedicated to the event-driven architecture in MQL5 and describes the transition from the monolithic OnTick model to distributed processing. We will consider predefined and custom events, services and messaging between programs, as well as common architectural errors. A practical example demonstrates how to organize interactions between indicators and an EA to reduce load, improve readability, and simplify maintenance.
Self Optimizing Expert Advisors in MQL5 (Part 14): Viewing Data Transformations as Tuning Parameters of Our Feedback Controller
Preprocessing is a powerful yet quickly overlooked tuning parameter. It lives in the shadows of its bigger brothers: optimizers and shiny model architectures. Small percentage improvements here can have disproportionately large, compounding effects on profitability and risk. Too often, this largely unexplored science is boiled down to a simple routine, seen only as a means to an end, when in reality it is where signal can be directly amplified, or just as easily destroyed.
Developing a Replay System (Part 57): Understanding a Test Service
One point to note: although the service code is not included in this article and will only be provided in the next one, I'll explain it since we'll be using that same code as a springboard for what we're actually developing. So, be attentive and patient. Wait for the next article, because every day everything becomes more interesting.
MQL5 Trading Toolkit (Part 6): Expanding the History Management EX5 Library with the Last Filled Pending Order Functions
Learn how to create an EX5 module of exportable functions that seamlessly query and save data for the most recently filled pending order. In this comprehensive step-by-step guide, we will enhance the History Management EX5 library by developing dedicated and compartmentalized functions to retrieve essential properties of the last filled pending order. These properties include the order type, setup time, execution time, filling type, and other critical details necessary for effective pending orders trade history management and analysis.
Mastering Log Records (Part 9): Implementing the builder pattern and adding default configurations
This article shows how to drastically simplify the use of the Logify library with the Builder pattern and automatic default configurations. It explains the structure of the specialized builders, how to use them with smart auto-completion, and how to ensure a functional log even without manual configuration. It also covers tweaks for MetaTrader 5 build 5100.
Developing a Replay System (Part 60): Playing the Service (I)
We have been working on just the indicators for a long time now, but now it's time to get the service working again and see how the chart is built based on the data provided. However, since the whole thing is not that simple, we will have to be attentive to understand what awaits us ahead.
A feature selection algorithm using energy based learning in pure MQL5
In this article we present the implementation of a feature selection algorithm described in an academic paper titled,"FREL: A stable feature selection algorithm", called Feature weighting as regularized energy based learning.
Reimagining Classic Strategies in MQL5 (Part II): FTSE100 and UK Gilts
In this series of articles, we explore popular trading strategies and try to improve them using AI. In today's article, we revisit the classical trading strategy built on the relationship between the stock market and the bond market.
Mastering Log Records (Part 10): Avoiding Log Replay by Implementing a Suppression
We created a log suppression system in the Logify library. It details how the CLogifySuppression class reduces console noise by applying configurable rules to avoid repetitive or irrelevant messages. We also cover the external configuration framework, validation mechanisms, and comprehensive testing to ensure robustness and flexibility in log capture during bot or indicator development.
Adaptive Social Behavior Optimization (ASBO): Two-phase evolution
We continue dwelling on the topic of social behavior of living organisms and its impact on the development of a new mathematical model - ASBO (Adaptive Social Behavior Optimization). We will dive into the two-phase evolution, test the algorithm and draw conclusions. Just as in nature a group of living organisms join their efforts to survive, ASBO uses principles of collective behavior to solve complex optimization problems.
From Basic to Intermediate: Struct (IV)
In this article, we will explore how to create so-called structural code, where the entire context and methods for manipulating variables and information are placed within a structure to create a suitable context for implementing any code. Therefore, we will examine the necessity of using a private section of the code to separate what is public from what is not, thereby adhering to the rule of encapsulation and preserving the context for which the data structure was created.
Developing a Replay System (Part 45): Chart Trade Project (IV)
The main purpose of this article is to introduce and explain the C_ChartFloatingRAD class. We have a Chart Trade indicator that works in a rather interesting way. As you may have noticed, we still have a fairly small number of objects on the chart, and yet we get the expected functionality. The values present in the indicator can be edited. The question is, how is this possible? This article will start to make things clearer.
From Basic to Intermediate: Struct (VI)
In this article, we will explore how to approach the implementation of a common structural code base. The goal is to reduce the programming workload and leverage the full potential of the programming language itself—in this case, MQL5.
Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)
The article presents a new approach to solving optimization problems by combining ideas from bacterial foraging optimization (BFO) algorithms and techniques used in the genetic algorithm (GA) into a hybrid BFO-GA algorithm. It uses bacterial swarming to globally search for an optimal solution and genetic operators to refine local optima. Unlike the original BFO, bacteria can now mutate and inherit genes.
All about Automated Trading Championship: Reporting the Championship 2007
The present article contains Weekly Reports of the ATC 2007. These materials are like snapshots, they are interesting-to-read not only during the Championship, but years later as well.
Developing a Replay System (Part 55): Control Module
In this article, we will implement a control indicator so that it can be integrated into the message system we are developing. Although it is not very difficult, there are some details that need to be understood about the initialization of this module. The material presented here is for educational purposes only. In no way should it be considered as an application for any purpose other than learning and mastering the concepts shown.
Developing a Replay System (Part 35): Making Adjustments (I)
Before we can move forward, we need to fix a few things. These are not actually the necessary fixes but rather improvements to the way the class is managed and used. The reason is that failures occurred due to some interaction within the system. Despite attempts to find out the cause of such failures in order to eliminate them, all these attempts were unsuccessful. Some of these cases make no sense, for example, when we use pointers or recursion in C/C++, the program crashes.
Market Simulation (Part 12): Sockets (VI)
In this article, we will look at how to solve certain problems and issues that arise when using Python code within other programs. More specifically, we will demonstrate a common issue encountered when using Excel in conjunction with MetaTrader 5, although we will be using Python to facilitate this interaction. However, this implementation has a minor drawback. It does not occur in all cases, but only in certain specific situations. When it does happen, it is necessary to understand the cause. In today’s article, we will begin explaining how to resolve this issue.
All about Automated Trading Championship: Reporting the Championship 2006
This article contains Weekly Reports of the ATC 2006. These materials are like snapshots, they are interesting-to-read not only during the Championship, but years later as well.
The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor
In this discussion, we follow up on the previously developed multi-signal Expert Advisor with the objective of exploring and applying available optimization methods. The aim is to determine whether the trading performance of the EA can be meaningfully improved through systematic optimization based on historical data.
From Novice to Expert: Animated News Headline Using MQL5 (V)—Event Reminder System
In this discussion, we’ll explore additional advancements as we integrate refined event‑alerting logic for the economic calendar events displayed by the News Headline EA. This enhancement is critical—it ensures users receive timely notifications a short time before key upcoming events. Join this discussion to discover more.
Reimagining Classic Strategies (Part VII) : Forex Markets And Sovereign Debt Analysis on the USDJPY
In today's article, we will analyze the relationship between future exchange rates and government bonds. Bonds are among the most popular forms of fixed income securities and will be the focus of our discussion.Join us as we explore whether we can improve a classic strategy using AI.
Bivariate Copulae in MQL5 (Part 3): Implementation and Tuning of Mixed Copula Models in MQL5
The article extends our copula toolkit with mixed copulas implemented natively in MQL5. We construct Clayton–Frank–Gumbel and Clayton–Student–t–Gumbel mixtures, estimate them via EM, and enable sparsity control through SCAD with cross‑validation. Provided scripts tune hyperparameters, compare mixtures using information criteria, and save trained models. Practitioners can apply these components to capture asymmetric tail dependence and embed the selected model in indicators or Expert Advisors.
From Basic to Intermediate: Union (I)
In this article we will look at what a union is. Here, through experiments, we will analyze the first constructions in which union can be used. However, what will be shown here is only a core part of a set of concepts and information that will be covered in subsequent articles. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
Mastering Log Records (Part 2): Formatting Logs
In this article, we will explore how to create and apply log formatters in the library. We will see everything from the basic structure of a formatter to practical implementation examples. By the end, you will have the necessary knowledge to format logs within the library, and understand how everything works behind the scenes.