MQL5 Cookbook: Writing the History of Deals to a File and Creating Balance Charts for Each Symbol in Excel
When communicating in various forums, I often used examples of my test results displayed as screenshots of Microsoft Excel charts. I have many times been asked to explain how such charts can be created. Finally, I now have some time to explain it all in this article.
Universal Expert Advisor: Trading in a Group and Managing a Portfolio of Strategies (Part 4)
In the last part of the series of articles about the CStrategy trading engine, we will consider simultaneous operation of multiple trading algorithms, will learn to load strategies from XML files, and will present a simple panel for selecting Expert Advisors from a single executable module, and managing their trading modes.
Automating Trading Strategies in MQL5 (Part 5): Developing the Adaptive Crossover RSI Trading Suite Strategy
In this article, we develop the Adaptive Crossover RSI Trading Suite System, which uses 14- and 50-period moving average crossovers for signals, confirmed by a 14-period RSI filter. The system includes a trading day filter, signal arrows with annotations, and a real-time dashboard for monitoring. This approach ensures precision and adaptability in automated trading.
CatBoost machine learning algorithm from Yandex with no Python or R knowledge required
The article provides the code and the description of the main stages of the machine learning process using a specific example. To obtain the model, you do not need Python or R knowledge. Furthermore, basic MQL5 knowledge is enough — this is exactly my level. Therefore, I hope that the article will serve as a good tutorial for a broad audience, assisting those interested in evaluating machine learning capabilities and in implementing them in their programs.
Neural networks made easy (Part 11): A take on GPT
Perhaps one of the most advanced models among currently existing language neural networks is GPT-3, the maximal variant of which contains 175 billion parameters. Of course, we are not going to create such a monster on our home PCs. However, we can view which architectural solutions can be used in our work and how we can benefit from them.
Graphical interfaces X: Advanced management of lists and tables. Code optimization (build 7)
The library code needs to be optimized: it should be more regularized, which is — more readable and comprehensible for studying. In addition, we will continue to develop the controls created previously: lists, tables and scrollbars.
From Novice to Expert: Higher Probability Signals
In high-probability support and resistance zones, valid entry confirmation signals are always present once the zone has been correctly identified. In this discussion, we build an intelligent MQL5 program that automatically detects entry conditions within these zones. We leverage well-known candlestick patterns alongside native confirmation indicators to validate trade decisions. Click to read further.
Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (MASA)
I invite you to get acquainted with the Multi-Agent Self-Adaptive (MASA) framework, which combines reinforcement learning and adaptive strategies, providing a harmonious balance between profitability and risk management in turbulent market conditions.
Neural networks made easy (Part 12): Dropout
As the next step in studying neural networks, I suggest considering the methods of increasing convergence during neural network training. There are several such methods. In this article we will consider one of them entitled Dropout.
Graphical Interfaces VII: The Tabs Control (Chapter 2)
The first chapter of seventh part introduced three classes of controls for creating tables: text label table (CLabelsTable), edit box table (CTable) and rendered table (CCanvasTable). In this article (chapter two) we are going to consider the Tabs control.
Automating Trading Strategies in MQL5 (Part 44): Change of Character (CHoCH) Detection with Swing High/Low Breaks
In this article, we develop a Change of Character (CHoCH) detection system in MQL5 that identifies swing highs and lows over a user-defined bar length, labels them as HH/LH for highs or LL/HL for lows to determine trend direction, and triggers trades on breaks of these swing points, indicating a potential reversal, and trades the breaks when the structure changes.
Automating Trading Strategies in MQL5 (Part 37): Regular RSI Divergence Convergence with Visual Indicators
In this article, we build an MQL5 EA that detects regular RSI divergences using swing points with strength, bar limits, and tolerance checks. It executes trades on bullish or bearish signals with fixed lots, SL/TP in pips, and optional trailing stops. Visuals include colored lines on charts and labeled swings for better strategy insights.
Developing a trading Expert Advisor from scratch (Part 7): Adding Volume at Price (I)
This is one of the most powerful indicators currently existing. Anyone who trades trying to have a certain degree of confidence must have this indicator on their chart. Most often the indicator is used by those who prefer “tape reading” while trading. Also, this indicator can be utilized by those who use only Price Action while trading.
Automating Trading Strategies in MQL5 (Part 8): Building an Expert Advisor with Butterfly Harmonic Patterns
In this article, we build an MQL5 Expert Advisor to detect Butterfly harmonic patterns. We identify pivot points and validate Fibonacci levels to confirm the pattern. We then visualize the pattern on the chart and automatically execute trades when confirmed.
Automating Trading Strategies in MQL5 (Part 25): Trendline Trader with Least Squares Fit and Dynamic Signal Generation
In this article, we develop a trendline trader program that uses least squares fit to detect support and resistance trendlines, generating dynamic buy and sell signals based on price touches and open positions based on generated signals.
Developing Zone Recovery Martingale strategy in MQL5
The article discusses, in a detailed perspective, the steps that need to be implemented towards the creation of an expert advisor based on the Zone Recovery trading algorithm. This helps aotomate the system saving time for algotraders.
Automating Trading Strategies in MQL5 (Part 43): Adaptive Linear Regression Channel Strategy
In this article, we implement an adaptive Linear Regression Channel system in MQL5 that automatically calculates the regression line and standard deviation channel over a user-defined period, only activates when the slope exceeds a minimum threshold to confirm a clear trend, and dynamically recreates or extends the channel when the price breaks out by a configurable percentage of channel width.
MQL5 Cookbook: ОСО Orders
Any trader's trading activity involves various mechanisms and interrelationships including relations among orders. This article suggests a solution of OCO orders processing. Standard library classes are extensively involved, as well as new data types are created herein.
Graphical Interfaces X: Time control, List of checkboxes control and table sorting (build 6)
Development of the library for creating graphical interfaces continues. The Time and List of checkboxes controls will be covered this time. In addition, the CTable class now provides the ability to sort data in ascending or descending order.
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters
In this article, we will create a pattern that uses a single set of parameters for optimization of a trading system, while allowing for unlimited number of parameters. The list of symbols will be created in a standard text file (*.txt). Input parameters for each symbol will also be stored in files. This way we will be able to circumvent the restriction of the terminal on the number of input parameters of an Expert Advisor.
Building AI-Powered Trading Systems in MQL5 (Part 7): Further Modularization and Automated Trading
In this article, we enhance the AI-powered trading system's modularity by separating UI components into a dedicated include file. The system now automates trade execution based on AI-generated signals, parsing JSON responses for BUY/SELL/NONE with entry/SL/TP, visualizing patterns like engulfing or divergences on charts with arrows, lines, and labels, and optional auto-signal checks on new bars.
Simple Mean Reversion Trading Strategy
Mean reversion is a type of contrarian trading where the trader expects the price to return to some form of equilibrium which is generally measured by a mean or another central tendency statistic.
Cross-Platform Expert Advisor: Stops
This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 1): Indicator Signals based on ADX in combination with Parabolic SAR
The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders an more) for more than 1 symbol pair only from one symbol chart.
Neural networks made easy (Part 8): Attention mechanisms
In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I suggest considering Attention Mechanisms, the appearance of which gave impetus to the development of language models.
Graphical Interfaces IX: The Progress Bar and Line Chart Controls (Chapter 2)
The second chapter of the part nine is dedicated to the progress bar and line chart controls. As always, there will be detailed examples provided to reveal how these controls can be used in custom MQL applications.
Graphical Interfaces II: The Main Menu Element (Chapter 4)
This is the final chapter of the second part of the series about graphical interfaces. Here, we are going to consider the creation of the main menu. The development of this control and setting up handlers of the library classes for correct reaction to the user's actions will be demonstrated here. We will also discuss how to attach context menus to the items of the main menu. Adding to that, we will mention blocking currently inactive elements.
Graphical Interfaces V: The Vertical and Horizontal Scrollbar (Chapter 1)
We are still discussing the development of the library for creating graphical interfaces in the MetaTrader environment. In the first article of the fifth part of the series, we will write classes for creating vertical and horizontal scrollbars.
Graphic Expert Advisor: AutoGraf
The article shows the workability of graphics in creation of a convenient interface to manage trading.
The market and the physics of its global patterns
In this article, I will try to test the assumption that any system with even a small understanding of the market can operate on a global scale. I will not invent any theories or patterns, but I will only use known facts, gradually translating these facts into the language of mathematical analysis.
Developing multi-module Expert Advisors
MQL programming language allows implementing the concept of modular development of trading strategies. The article shows an example of developing a multi-module Expert Advisor consisting of separately compiled file modules.
CCI indicator. Upgrade and new features
In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.
Developing an Expert Advisor (EA) based on the Consolidation Range Breakout strategy in MQL5
This article outlines the steps to create an Expert Advisor (EA) that capitalizes on price breakouts after consolidation periods. By identifying consolidation ranges and setting breakout levels, traders can automate their trading decisions based on this strategy. The Expert Advisor aims to provide clear entry and exit points while avoiding false breakouts
MQL5 Cookbook: Position Properties on the Custom Info Panel
This time we will create a simple Expert Advisor that will get position properties on the current symbol and display them on the custom info panel during manual trading. The info panel will be created using graphical objects and displayed information will be refreshed at every tick. This is going to be much more convenient than all the time having to manually run the script described in the previous article of the series called "MQL5 Cookbook: Getting Position Properties".
How to Create an Interactive MQL5 Dashboard/Panel Using the Controls Class (Part 1): Setting Up the Panel
In this article, we create an interactive trading dashboard using the Controls class in MQL5, designed to streamline trading operations. The panel features a title, navigation buttons for Trade, Close, and Information, and specialized action buttons for executing trades and managing positions. By the end of the article, you will have a foundational panel ready for further enhancements in future installments.
Building a Professional Trading System with Heikin Ashi (Part 1): Developing a custom indicator
This article is the first installment in a two-part series designed to impart practical skills and best practices for writing custom indicators in MQL5. Using Heikin Ashi as a working example, the article explores the theory behind Heikin Ashi charts, explains how Heikin Ashi candlesticks are calculated, and demonstrates their application in technical analysis. The centerpiece is a step-by-step guide to developing a fully functional Heikin Ashi indicator from scratch, with clear explanations to help readers understand what to code and why. This foundational knowledge sets the stage for Part Two, where we will build an expert advisor that trades based on Heikin Ashi logic.
Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor
Just over a year ago joo, in his article "Genetic Algorithms - It's Easy!", gave us a tool for implementation of the genetic algorithm in MQL5. Now utilizing the tool we will create an Expert Advisor that will genetically optimize its own parameters upon certain boundary conditions...
How to Integrate Smart Money Concepts (BOS) Coupled with the RSI Indicator into an EA
Smart Money Concept (Break Of Structure) coupled with the RSI Indicator to make informed automated trading decisions based on the market structure.
A system of voice notifications for trade events and signals
Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of voice notifications for various trade events, market states or signals generated by trading signals.
Automating Trading Strategies in MQL5 (Part 1): The Profitunity System (Trading Chaos by Bill Williams)
In this article, we examine the Profitunity System by Bill Williams, breaking down its core components and unique approach to trading within market chaos. We guide readers through implementing the system in MQL5, focusing on automating key indicators and entry/exit signals. Finally, we test and optimize the strategy, providing insights into its performance across various market scenarios.