Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy
The Darvas Box Breakout Strategy, created by Nicolas Darvas, is a technical trading approach that spots potential buy signals when a stock’s price rises above a set "box" range, suggesting strong upward momentum. In this article, we will apply this strategy concept as an example to explore three advanced machine learning techniques. These include using a machine learning model to generate signals rather than to filter trades, employing continuous signals rather than discrete ones, and using models trained on different timeframes to confirm trades.
Other classes in DoEasy library (Part 67): Chart object class
In this article, I will create the chart object class (of a single trading instrument chart) and improve the collection class of MQL5 signal objects so that each signal object stored in the collection updates all its parameters when updating the list.
Building AI-Powered Trading Systems in MQL5 (Part 2): Developing a ChatGPT-Integrated Program with User Interface
In this article, we develop a ChatGPT-integrated program in MQL5 with a user interface, leveraging the JSON parsing framework from Part 1 to send prompts to OpenAI’s API and display responses on a MetaTrader 5 chart. We implement a dashboard with an input field, submit button, and response display, handling API communication and text wrapping for user interaction.
Using optimization algorithms to configure EA parameters on the fly
The article discusses the practical aspects of using optimization algorithms to find the best EA parameters on the fly, as well as virtualization of trading operations and EA logic. The article can be used as an instruction for implementing optimization algorithms into an EA.
Automating Trading Strategies in MQL5 (Part 29): Creating a price action Gartley Harmonic Pattern system
In this article, we develop a Gartley Pattern system in MQL5 that identifies bullish and bearish Gartley harmonic patterns using pivot points and Fibonacci ratios, executing trades with precise entry, stop loss, and take-profit levels. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the XABCD pattern structure.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 5): Bollinger Bands On Keltner Channel — Indicators Signal
The Multi-Currency Expert Advisor in this article is an Expert Advisor or Trading Robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than one symbol pair from only one symbol chart. In this article we will use signals from two indicators, in this case Bollinger Bands® on Keltner Channel.
How to create and test custom MOEX symbols in MetaTrader 5
The article describes the creation of a custom exchange symbol using the MQL5 language. In particular, it considers the use of exchange quotes from the popular Finam website. Another option considered in this article is the possibility to work with an arbitrary format of text files used in the creation of the custom symbol. This allows working with any financial symbols and data sources. After creating a custom symbol, we can use all the capabilities of the MetaTrader 5 Strategy Tester to test trading algorithms for exchange instruments.
Automating Trading Strategies in MQL5 (Part 21): Enhancing Neural Network Trading with Adaptive Learning Rates
In this article, we enhance a neural network trading strategy in MQL5 with an adaptive learning rate to boost accuracy. We design and implement this mechanism, then test its performance. The article concludes with optimization insights for algorithmic trading.
Neural networks made easy (Part 36): Relational Reinforcement Learning
In the reinforcement learning models we discussed in previous article, we used various variants of convolutional networks that are able to identify various objects in the original data. The main advantage of convolutional networks is the ability to identify objects regardless of their location. At the same time, convolutional networks do not always perform well when there are various deformations of objects and noise. These are the issues which the relational model can solve.
Rebuy algorithm: Math model for increasing efficiency
In this article, we will use the rebuy algorithm for a deeper understanding of the efficiency of trading systems and start working on the general principles of improving trading efficiency using mathematics and logic, as well as apply the most non-standard methods of increasing efficiency in terms of using absolutely any trading system.
Implementing the Deus EA: Automated Trading with RSI and Moving Averages in MQL5
This article outlines the steps to implement the Deus EA based on the RSI and Moving Average indicators for guiding automated trading.
Creating an EA that works automatically (Part 15): Automation (VII)
To complete this series of articles on automation, we will continue discussing the topic of the previous article. We will see how everything will fit together, making the EA run like clockwork.
From Novice to Expert: Creating an MTF CRT Overlay Indicator in MQL5
Higher-timeframe CRT ranges are informative, yet traders often execute on lower timeframes without that context. We implement an MQL5 indicator that reads higher-timeframe OHLC, projects the full candle range, body, and wicks onto the active lower-timeframe chart, and marks entries, stops, and targets. This improves situational awareness and removes the need to switch windows.
Larry Williams Market Secrets (Part 5): Automating the Volatility Breakout Strategy in MQL5
This article demonstrates how to automate Larry Williams’ volatility breakout strategy in MQL5 using a practical, step-by-step approach. You will learn how to calculate daily range expansions, derive buy and sell levels, manage risk with range-based stops and reward-based targets, and structure a professional Expert Advisor for MetaTrader 5. Designed for traders and developers looking to transform Larry Williams’ market concepts into a fully testable and deployable automated trading system.
Reimagining Classic Strategies (Part 19): Deep Dive Into Moving Average Crossovers
This article revisits the classic moving average crossover strategy and examines why it often fails in noisy, fast-moving markets. It presents five alternative filtering methods designed to strengthen signal quality and remove weak or unprofitable trades. The discussion highlights how statistical models can learn and correct the errors that human intuition and traditional rules miss. Readers leave with a clearer understanding of how to modernize an outdated strategy and of the pitfalls of relying solely on metrics like RMSE in financial modeling.
Creating an MQL5-Telegram Integrated Expert Advisor (Part 5): Sending Commands from Telegram to MQL5 and Receiving Real-Time Responses
In this article, we create several classes to facilitate real-time communication between MQL5 and Telegram. We focus on retrieving commands from Telegram, decoding and interpreting them, and sending appropriate responses back. By the end, we ensure that these interactions are effectively tested and operational within the trading environment
The Role of Statistical Distributions in Trader's Work
This article is a logical continuation of my article Statistical Probability Distributions in MQL5 which set forth the classes for working with some theoretical statistical distributions. Now that we have a theoretical base, I suggest that we should directly proceed to real data sets and try to make some informational use of this base.
Data Science and Machine Learning (Part 05): Decision Trees
Decision trees imitate the way humans think to classify data. Let's see how to build trees and use them to classify and predict some data. The main goal of the decision trees algorithm is to separate the data with impurity and into pure or close to nodes.
Metamodels in machine learning and trading: Original timing of trading orders
Metamodels in machine learning: Auto creation of trading systems with little or no human intervention — The model decides when and how to trade on its own.
Developing a trading Expert Advisor from scratch (Part 10): Accessing custom indicators
How to access custom indicators directly in an Expert Advisor? A trading EA can be truly useful only if it can use custom indicators; otherwise, it is just a set of codes and instructions.
Multibot in MetaTrader (Part II): Improved dynamic template
Developing the theme of the previous article, I decided to create a more flexible and functional template that has greater capabilities and can be effectively used both in freelancing and as a base for developing multi-currency and multi-period EAs with the ability to integrate with external solutions.
Deep Learning GRU model with Python to ONNX with EA, and GRU vs LSTM models
We will guide you through the entire process of DL with python to make a GRU ONNX model, culminating in the creation of an Expert Advisor (EA) designed for trading, and subsequently comparing GRU model with LSTM model.
Reimagining Classic Strategies (Part 18): Searching For Candlestick Patterns
This article helps new community members search for and discover their own candlestick patterns. Describing these patterns can be daunting, as it requires manually searching and creatively identifying improvements. Here, we introduce the engulfing candlestick pattern and show how it can be enhanced for more profitable trading applications.
Other classes in DoEasy library (Part 68): Chart window object class and indicator object classes in the chart window
In this article, I will continue the development of the chart object class. I will add the list of chart window objects featuring the lists of available indicators.
Rebuy algorithm: Multicurrency trading simulation
In this article, we will create a mathematical model for simulating multicurrency pricing and complete the study of the diversification principle as part of the search for mechanisms to increase the trading efficiency, which I started in the previous article with theoretical calculations.
Creating an EA that works automatically (Part 08): OnTradeTransaction
In this article, we will see how to use the event handling system to quickly and efficiently process issues related to the order system. With this system the EA will work faster, so that it will not have to constantly search for the required data.
Automating Trading Strategies in MQL5 (Part 31): Creating a Price Action 3 Drives Harmonic Pattern System
In this article, we develop a 3 Drives Pattern system in MQL5 that identifies bullish and bearish 3 Drives harmonic patterns using pivot points and Fibonacci ratios, executing trades with customizable entry, stop loss, and take-profit levels based on user-selected options. We enhance trader insight with visual feedback through chart objects.
From Novice to Expert: Time Filtered Trading
Just because ticks are constantly flowing in doesn’t mean every moment is an opportunity to trade. Today, we take an in-depth study into the art of timing—focusing on developing a time isolation algorithm to help traders identify and trade within their most favorable market windows. Cultivating this discipline allows retail traders to synchronize more closely with institutional timing, where precision and patience often define success. Join this discussion as we explore the science of timing and selective trading through the analytical capabilities of MQL5.
Understanding MQL5 Object-Oriented Programming (OOP)
As developers, we need to learn how to create and develop software that can be reusable and flexible without duplicated code especially if we have different objects with different behaviors. This can be smoothly done by using object-oriented programming techniques and principles. In this article, we will present the basics of MQL5 Object-Oriented programming to understand how we can use principles and practices of this critical topic in our software.
Swing Extremes and Pullbacks in MQL5 (Part 1): Developing a Multi-Timeframe Indicator
In this discussion we will Automate Swing Extremes and the Pullback Indicator, which transforms raw lower-timeframe (LTF) price action into a structured map of market intent, precisely identifying swing highs, swing lows, and corrective phases in real time. By programmatically tracking microstructure shifts, it anticipates potential reversals before they fully unfold—turning noise into actionable insight.
Build Self Optimizing Expert Advisors With MQL5 And Python
In this article, we will discuss how we can build Expert Advisors capable of autonomously selecting and changing trading strategies based on prevailing market conditions. We will learn about Markov Chains and how they can be helpful to us as algorithmic traders.
Trading strategy based on the improved Doji candlestick pattern recognition indicator
The metabar-based indicator detected more candles than the conventional one. Let's check if this provides real benefit in the automated trading.
Understanding Programming Paradigms (Part 1): A Procedural Approach to Developing a Price Action Expert Advisor
Learn about programming paradigms and their application in MQL5 code. This article explores the specifics of procedural programming, offering hands-on experience through a practical example. You'll learn how to develop a price action expert advisor using the EMA indicator and candlestick price data. Additionally, the article introduces you to the functional programming paradigm.
Creating an EA that works automatically (Part 09): Automation (I)
Although the creation of an automated EA is not a very difficult task, however, many mistakes can be made without the necessary knowledge. In this article, we will look at how to build the first level of automation, which consists in creating a trigger to activate breakeven and a trailing stop level.
Creating an EA that works automatically (Part 04): Manual triggers (I)
Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode.
Automating The Market Sentiment Indicator
In this article, we automate a custom market sentiment indicator that classifies market conditions into bullish, bearish, risk-on, risk-off, and neutral. The Expert Advisor delivers real-time insights into prevailing sentiment while streamlining the analysis process for current market trends or direction.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 7): ZigZag with Awesome Oscillator Indicators Signal
The multi-currency expert advisor in this article is an expert advisor or automated trading that uses ZigZag indicator which are filtered with the Awesome Oscillator or filter each other's signals.
Creating a "Snake" Game in MQL5
This article describes an example of "Snake" game programming. In MQL5, the game programming became possible primarily due to event handling features. The object-oriented programming greatly simplifies this process. In this article, you will learn the event processing features, the examples of use of the Standard MQL5 Library classes and details of periodic function calls.
Other classes in DoEasy library (Part 71): Chart object collection events
In this article, I will create the functionality for tracking some chart object events — adding/removing symbol charts and chart subwindows, as well as adding/removing/changing indicators in chart windows.
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