Articles with MQL5 programming examples

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.

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.

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.

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.

The article discusses the application of Grey models to forecasting financial time series. We will consider the operating principles of Grey models and the specifics of their application to financial series. We will also discuss the advantages and limitations of using these models in trading.

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 article provides a step-by-step guide on how to migrate code from a published project into a fully-fledged MQL5 Algo Forge project. You will set up the environment and authentication in MetaEditor, create a project in Shared Projects, select the type, arrange the files, add README.md, check the encoding and build, commit the changes to Git, and open the repository publicly. The article helps to build a working structure and preserve version history for the convenience of readers.

If everything seemed right to you up to this point, it means you're not really thinking about the long term, when you start developing applications. Over time you will no longer need to program new applications, you will just have to make them work together. So let's see how to finish assembling the mouse indicator.

In this article, we will see that not everything always needs to be implemented in a certain specific way. There are alternative approaches to problem-solving. To properly understand this article, it is necessary to grasp the concepts described in the previous articles. The materials presented here are for educational purposes only. Do not regard it as a finished application. Its purpose is to study the concepts presented here.

In this article, we will explore the concept of handlers in the logging library, understand how they work, and create three initial implementations: Console, Database, and File. We will cover everything from the basic structure of handlers to practical testing, preparing the ground for their full functionality in future articles.

This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.

The article covers the process of developing a base graphical element for the View component as part of the implementation of tables in the MVC (Model-View-Controller) paradigm in MQL5. This is the first article on the View component and the third one in a series of articles on creating tables for the MetaTrader 5 client terminal.