Timeseries in DoEasy library (part 56): Custom indicator object, get data from indicator objects in the collection
The article considers creation of the custom indicator object for the use in EAs. Let’s slightly improve library classes and add methods to get data from indicator objects in EAs.
Forecasting with ARIMA models in MQL5
In this article we continue the development of the CArima class for building ARIMA models by adding intuitive methods that enable forecasting.
Calculating mathematical expressions (Part 2). Pratt and shunting yard parsers
In this article, we consider the principles of mathematical expression parsing and evaluation using parsers based on operator precedence. We will implement Pratt and shunting-yard parser, byte-code generation and calculations by this code, as well as view how to use indicators as functions in expressions and how to set up trading signals in Expert Advisors based on these indicators.
Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover
This article outlines the design of a double moving average crossover strategy that uses signals from a higher timeframe (D1) to guide entries on a lower timeframe (M15), with stop-loss levels calculated from an intermediate risk timeframe (H4). It introduces system constants, custom enumerations, and logic for trend-following and mean-reverting modes, while emphasizing modularity and future optimization using a genetic algorithm. The approach allows for flexible entry and exit conditions, aiming to reduce signal lag and improve trade timing by aligning lower-timeframe entries with higher-timeframe trends.
Automated grid trading using limit orders on Moscow Exchange (MOEX)
The article considers the development of an MQL5 Expert Advisor (EA) for MetaTrader 5 aimed at working on MOEX. The EA is to follow a grid strategy while trading on MOEX using MetaTrader 5 terminal. The EA involves closing positions by stop loss and take profit, as well as removing pending orders in case of certain market conditions.
Developing a multi-currency Expert Advisor (Part 1): Collaboration of several trading strategies
There are quite a lot of different trading strategies. So, it might be useful to apply several strategies working in parallel to diversify risks and increase the stability of trading results. But if each strategy is implemented as a separate Expert Advisor (EA), then managing their work on one trading account becomes much more difficult. To solve this problem, it would be reasonable to implement the operation of different trading strategies within a single EA.
Adaptive Smart Money Architecture (ASMA): Merging SMC Logic With Market Sentiment for Dynamic Strategy Switching
This topic explores how to build an Adaptive Smart Money Architecture (ASMA)—an intelligent Expert Advisor that merges Smart Money Concepts (Order Blocks, Break of Structure, Fair Value Gaps) with real-time market sentiment to automatically choose the best trading strategy depending on current market conditions.
Introduction to MQL5 (Part 9): Understanding and Using Objects in MQL5
Learn to create and customize chart objects in MQL5 using current and historical data. This project-based guide helps you visualize trades and apply MQL5 concepts practically, making it easier to build tools tailored to your trading needs.
Developing a trading Expert Advisor from scratch (Part 16): Accessing data on the web (II)
Knowing how to input data from the Web into an Expert Advisor is not so obvious. It is not so easy to do without understanding all the possibilities offered by MetaTrader 5.
Other classes in DoEasy library (Part 69): Chart object collection class
With this article, I start the development of the chart object collection class. The class will store the collection list of chart objects with their subwindows and indicators providing the ability to work with any selected charts and their subwindows or with a list of several charts at once.
Automating Trading Strategies in MQL5 (Part 15): Price Action Harmonic Cypher Pattern with Visualization
In this article, we explore the automation of the Cypher harmonic pattern in MQL5, detailing its detection and visualization on MetaTrader 5 charts. We implement an Expert Advisor that identifies swing points, validates Fibonacci-based patterns, and executes trades with clear graphical annotations. The article concludes with guidance on backtesting and optimizing the program for effective trading.
Automating Trading Strategies in MQL5 (Part 48): Order Blocks, Inducement, Break of Structure
We implement an MQL5 expert advisor that detects order blocks formed after consolidation breakouts and confirms them with fair value gaps. Each zone is validated by a break of structure and a preceding inducement, then filtered by the higher-timeframe trend. The program adds mitigation tracking, risk-based lot sizing, and two trailing stop modes, providing clear on-chart visuals and backtest-ready trade execution logic.
Developing a Trading Strategy: Using a Volume-Bound Approach
In the world of technical analysis, price often takes center stage. Traders meticulously map out support, resistance, and patterns, yet frequently ignore the critical force that drives these movements: volume. This article delves into a novel approach to volume analysis: the Volume Boundary indicator. This transformation, utilizing sophisticated smoothing functions like the butterfly and triple sine curves, allows for clearer interpretation and the development of systematic trading strategies.
Automating Trading Strategies in MQL5 (Part 30): Creating a Price Action AB-CD Harmonic Pattern with Visual Feedback
In this article, we develop an AB=CD Pattern EA in MQL5 that identifies bullish and bearish AB=CD 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.
Introduction to MQL5 (Part 4): Mastering Structures, Classes, and Time Functions
Unlock the secrets of MQL5 programming in our latest article! Delve into the essentials of structures, classes, and time functions, empowering your coding journey. Whether you're a beginner or an experienced developer, our guide simplifies complex concepts, providing valuable insights for mastering MQL5. Elevate your programming skills and stay ahead in the world of algorithmic trading!
Building a Research-Grounded Grid EA in MQL5: Why Most Grid EAs Fail and What Taranto Proved
This article implements a regime-adaptive grid trading EA based on the PhD research of Aldo Taranto. It presents a regime‑adaptive grid trading EA that constrains risk through restartable cycles and equity‑based safeguards. We explain why naive grids fail (variance growth and almost‑sure ruin), derive the loss formula for real‑time exposure, and implement regime‑aware gating, ATR‑dynamic spacing, and a live kill switch. Readers get the mathematical tools and production patterns needed to build, test, and operate a constrained grid safely.
From Novice to Expert: Navigating Market Irregularities
Market rules are continuously evolving, and many once-reliable principles gradually lose their effectiveness. What worked in the past no longer works consistently over time. Today’s discussion focuses on probability ranges and how they can be used to navigate market irregularities. We will leverage MQL5 to develop an algorithm capable of trading effectively even in the choppiest market conditions. Join this discussion to find out more.
MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy
Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.
Creating an EA that works automatically (Part 13): Automation (V)
Do you know what a flowchart is? Can you use it? Do you think flowcharts are for beginners? I suggest that we proceed to this new article and learn how to work with flowcharts.
Working with GSM Modem from an MQL5 Expert Advisor
There is currently a fair number of means for a comfortable remote monitoring of a trading account: mobile terminals, push notifications, working with ICQ. But it all requires Internet connection. This article describes the process of creating an Expert Advisor that will allow you to stay in touch with your trading terminal even when mobile Internet is not available, through calls and text messaging.
MQL5 Wizard techniques you should know (Part 02): Kohonen Maps
These series of articles will proposition that the MQL5 Wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 Wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.
Neural networks made easy (Part 28): Policy gradient algorithm
We continue to study reinforcement learning methods. In the previous article, we got acquainted with the Deep Q-Learning method. In this method, the model is trained to predict the upcoming reward depending on the action taken in a particular situation. Then, an action is performed in accordance with the policy and the expected reward. But it is not always possible to approximate the Q-function. Sometimes its approximation does not generate the desired result. In such cases, approximation methods are applied not to utility functions, but to a direct policy (strategy) of actions. One of such methods is Policy Gradient.
Neural Networks in Trading: A Hybrid Trading Framework with Predictive Coding (StockFormer)
In this article, we will discuss the hybrid trading system StockFormer, which combines predictive coding and reinforcement learning (RL) algorithms. The framework uses 3 Transformer branches with an integrated Diversified Multi-Head Attention (DMH-Attn) mechanism that improves on the vanilla attention module with a multi-headed Feed-Forward block, allowing it to capture diverse time series patterns across different subspaces.
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 3): Added symbols prefixes and/or suffixes and Trading Time Session
Several fellow traders sent emails or commented about how to use this Multi-Currency EA on brokers with symbol names that have prefixes and/or suffixes, and also how to implement trading time zones or trading time sessions on this Multi-Currency EA.
Statistical Arbitrage with predictions
We will walk around statistical arbitrage, we will search with python for correlation and cointegration symbols, we will make an indicator for Pearson's coefficient and we will make an EA for trading statistical arbitrage with predictions done with python and ONNX models.
MQL5 Wizard Techniques you should know (Part 48): Bill Williams Alligator
The Alligator Indicator, which was the brain child of Bill Williams, is a versatile trend identification indicator that yields clear signals and is often combined with other indicators. The MQL5 wizard classes and assembly allow us to test a variety of signals on a pattern basis, and so we consider this indicator as well.
Building AI-Powered Trading Systems in MQL5 (Part 1): Implementing JSON Handling for AI APIs
In this article, we develop a JSON parsing framework in MQL5 to handle data exchange for AI API integration, focusing on a JSON class for processing JSON structures. We implement methods to serialize and deserialize JSON data, supporting various data types like strings, numbers, and objects, essential for communicating with AI services like ChatGPT, enabling future AI-driven trading systems by ensuring accurate data handling and manipulation.
Optimizing Long-Term Trades: Engulfing Candles and Liquidity Strategies
This is a high-timeframe-based EA that makes long-term analyses, trading decisions, and executions based on higher-timeframe analyses of W1, D1, and MN. This article will explore in detail an EA that is specifically designed for long-term traders who are patient enough to withstand and hold their positions during tumultuous lower time frame price action without changing their bias frequently until take-profit targets are hit.
Data Science and Machine Learning (Part 12): Can Self-Training Neural Networks Help You Outsmart the Stock Market?
Are you tired of constantly trying to predict the stock market? Do you wish you had a crystal ball to help you make more informed investment decisions? Self-trained neural networks might be the solution you've been looking for. In this article, we explore whether these powerful algorithms can help you "ride the wave" and outsmart the stock market. By analyzing vast amounts of data and identifying patterns, self-trained neural networks can make predictions that are often more accurate than human traders. Discover how you can use this cutting-edge technology to maximize your profits and make smarter investment decisions.
Developing a trading Expert Advisor from scratch (Part 29): The talking platform
In this article, we will learn how to make the MetaTrader 5 platform talk. What if we make the EA more fun? Financial market trading is often too boring and monotonous, but we can make this job less tiring. Please note that this project can be dangerous for those who experience problems such as addiction. However, in a general case, it just makes things less boring.
Price Movement: Mathematical Models and Technical Analysis
Forecasting the movements of currency pairs is an important factor in trading success. This article explores various price movement models, analyzes their advantages and disadvantages, and explores their practical application in trading strategies. We will consider approaches that allow us to identify hidden patterns and improve the accuracy of forecasts.
Creating an EA that works automatically (Part 14): Automation (VI)
In this article, we will put into practice all the knowledge from this series. We will finally build a 100% automated and functional system. But before that, we still have to learn one last detail.
Developing a trading Expert Advisor from scratch (Part 8): A conceptual leap
What is the easiest way to implement new functionality? In this article, we will take one step back and then two steps forward.
Building a Smart Trade Manager in MQL5: Automate Break-Even, Trailing Stop, and Partial Close
Learn how to build a Smart Trade Manager Expert Advisor in MQL5 that automates trade management with break-even, trailing stop, and partial close features. A practical, step-by-step guide for traders who want to save time and improve consistency through automation.
Neural networks made easy (Part 24): Improving the tool for Transfer Learning
In the previous article, we created a tool for creating and editing the architecture of neural networks. Today we will continue working on this tool. We will try to make it more user friendly. This may see, top be a step away form our topic. But don't you think that a well organized workspace plays an important role in achieving the result.
Improve Your Trading Charts With Interactive GUI's in MQL5 (Part I): Movable GUI (I)
Unleash the power of dynamic data representation in your trading strategies or utilities with our comprehensive guide on creating movable GUI in MQL5. Dive into the core concept of chart events and learn how to design and implement simple and multiple movable GUI on the same chart. This article also explores the process of adding elements to your GUI, enhancing their functionality and aesthetic appeal.
Understanding Programming Paradigms (Part 2): An Object-Oriented Approach to Developing a Price Action Expert Advisor
Learn about the object-oriented programming paradigm and its application in MQL5 code. This second article goes deeper into the specifics of object-oriented programming, offering hands-on experience through a practical example. You'll learn how to convert our earlier developed procedural price action expert advisor using the EMA indicator and candlestick price data to object-oriented code.
Neural networks made easy (Part 19): Association rules using MQL5
We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.
How to create a custom True Strength Index indicator using MQL5
Here is a new article about how to create a custom indicator. This time we will work with the True Strength Index (TSI) and will create an Expert Advisor based on it.
Build Self Optimizing Expert Advisors in MQL5 (Part 5): Self Adapting Trading Rules
The best practices, defining how to safely us an indicator, are not always easy to follow. Quiet market conditions may surprisingly produce readings on the indicator that do not qualify as a trading signal, leading to missed opportunities for algorithmic traders. This article will suggest a potential solution to this problem, as we discuss how to build trading applications capable of adapting their trading rules to the available market data.