Developing a multi-currency Expert Advisor (Part 17): Further preparation for real trading
Currently, our EA uses the database to obtain initialization strings for single instances of trading strategies. However, the database is quite large and contains a lot of information that is not needed for the actual EA operation. Let's try to ensure the EA's functionality without a mandatory connection to the database.
MQL5 Trading Tools (Part 21): Adding Cyberpunk Theme to Regression Graphs
In this article, we enhance the regression graphing tool in MQL5 by adding a cyberpunk theme mode with neon glows, animations, and holographic effects for immersive visualization. We integrate theme toggling, dynamic backgrounds with stars, glowing borders, and neon points/lines, while maintaining standard mode compatibility. This dual-theme system elevates pair analysis with futuristic aesthetics, supporting real-time updates and interactions for engaging trading insights.
Building A Candlestick Trend Constraint Model (Part 1): For EAs And Technical Indicators
This article is aimed at beginners and pro-MQL5 developers. It provides a piece of code to define and constrain signal-generating indicators to trends in higher timeframes. In this way, traders can enhance their strategies by incorporating a broader market perspective, leading to potentially more robust and reliable trading signals.
Integrate Your Own LLM into EA (Part 5): Develop and Test Trading Strategy with LLMs (III) – Adapter-Tuning
With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
Developing an MQTT client for MetaTrader 5: a TDD approach
This article reports the first attempts in the development of a native MQTT client for MQL5. MQTT is a Client Server publish/subscribe messaging transport protocol. It is lightweight, open, simple, and designed to be easy to implement. These characteristics make it ideal for use in many situations.
Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns
In this article, we explore the fundamentals of harmonic patterns, their structures, and how they are applied in trading. You’ll learn about Fibonacci retracements, extensions, and how to implement harmonic pattern detection in MQL5, setting the foundation for building advanced trading tools and Expert Advisors.
Price Action Analysis Toolkit Development Part (4): Analytics Forecaster EA
We are moving beyond simply viewing analyzed metrics on charts to a broader perspective that includes Telegram integration. This enhancement allows important results to be delivered directly to your mobile device via the Telegram app. Join us as we explore this journey together in this article.
MQL5 Trading Tools (Part 6): Dynamic Holographic Dashboard with Pulse Animations and Controls
In this article, we create a dynamic holographic dashboard in MQL5 for monitoring symbols and timeframes with RSI, volatility alerts, and sorting options. We add pulse animations, interactive buttons, and holographic effects to make the tool visually engaging and responsive.
Developing a multi-currency Expert Advisor (Part 12): Developing prop trading level risk manager
In the EA being developed, we already have a certain mechanism for controlling drawdown. But it is probabilistic in nature, as it is based on the results of testing on historical price data. Therefore, the drawdown can sometimes exceed the maximum expected values (although with a small probability). Let's try to add a mechanism that ensures guaranteed compliance with the specified drawdown level.
Developing Trading Strategies with the Parafrac and Parafrac V2 Oscillators: Single Entry Performance Insights
This article introduces the ParaFrac Oscillator and its V2 model as trading tools. It outlines three trading strategies developed using these indicators. Each strategy was tested and optimized to identify their strengths and weaknesses. Comparative analysis highlighted the performance differences between the original and V2 models.
MQL5 Trading Toolkit (Part 1): Developing A Positions Management EX5 Library
Learn how to create a developer's toolkit for managing various position operations with MQL5. In this article, I will demonstrate how to create a library of functions (ex5) that will perform simple to advanced position management operations, including automatic handling and reporting of the different errors that arise when dealing with position management tasks with MQL5.
Category Theory in MQL5 (Part 8): Monoids
This article continues the series on category theory implementation in MQL5. Here we introduce monoids as domain (set) that sets category theory apart from other data classification methods by including rules and an identity element.
Neural networks made easy (Part 58): Decision Transformer (DT)
We continue to explore reinforcement learning methods. In this article, I will focus on a slightly different algorithm that considers the Agent’s policy in the paradigm of constructing a sequence of actions.
Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)
Recurrent neural networks (RNNs) excel at leveraging past information to predict future events. Their remarkable predictive capabilities have been applied across various domains with great success. In this article, we will deploy RNN models to predict trends in the forex market, demonstrating their potential to enhance forecasting accuracy in forex trading.
Outline of MetaTrader Market (Infographics)
A few weeks ago we published the infographic on Freelance service. We also promised to reveal some statistics of the MetaTrader Market. Now, we invite you to examine the data we have gathered.
Neural Networks Made Easy (Part 88): Time-Series Dense Encoder (TiDE)
In an attempt to obtain the most accurate forecasts, researchers often complicate forecasting models. Which in turn leads to increased model training and maintenance costs. Is such an increase always justified? This article introduces an algorithm that uses the simplicity and speed of linear models and demonstrates results on par with the best models with a more complex architecture.
Developing a multi-currency Expert Advisor (Part 2): Transition to virtual positions of trading strategies
Let's continue developing a multi-currency EA with several strategies working in parallel. Let's try to move all the work associated with opening market positions from the strategy level to the level of the EA managing the strategies. The strategies themselves will trade only virtually, without opening market positions.
Neural networks made easy (Part 23): Building a tool for Transfer Learning
In this series of articles, we have already mentioned Transfer Learning more than once. However, this was only mentioning. in this article, I suggest filling this gap and taking a closer look at Transfer Learning.
Neural networks made easy (Part 73): AutoBots for predicting price movements
We continue to discuss algorithms for training trajectory prediction models. In this article, we will get acquainted with a method called "AutoBots".
Integrate Your Own LLM into EA (Part 2): Example of Environment Deployment
With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
Creating a market making algorithm in MQL5
How do market makers work? Let's consider this issue and create a primitive market-making algorithm.
Data label for timeseries mining (Part 2):Make datasets with trend markers using Python
This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
The MQL5 Standard Library Explorer (Part 5): Multiple Signal Expert
In this session, we will build a sophisticated, multi-signal Expert Advisor using the MQL5 Standard Library. This approach allows us to seamlessly blend built-in signals with our own custom logic, demonstrating how to construct a powerful and flexible trading algorithm. For more, click to read further.
Introduction to MQL5 (Part 27): Mastering API and WebRequest Function in MQL5
This article introduces how to use the WebRequest() function and APIs in MQL5 to communicate with external platforms. You’ll learn how to create a Telegram bot, obtain chat and group IDs, and send, edit, and delete messages directly from MT5, building a strong foundation for mastering API integration in your future MQL5 projects.
Introduction to MQL5 (Part 21): Automating Harmonic Pattern Detection
Learn how to detect and display the Gartley harmonic pattern in MetaTrader 5 using MQL5. This article explains each step of the process, from identifying swing points to applying Fibonacci ratios and plotting the full pattern on the chart for clear visual confirmation.
Neural networks made easy (Part 20): Autoencoders
We continue to study unsupervised learning algorithms. Some readers might have questions regarding the relevance of recent publications to the topic of neural networks. In this new article, we get back to studying neural networks.
Neural Networks Made Easy (Part 87): Time Series Patching
Forecasting plays an important role in time series analysis. In the new article, we will talk about the benefits of time series patching.
Neural Networks in Trading: Hybrid Graph Sequence Models (GSM++)
Hybrid graph sequence models (GSM++) combine the advantages of different architectures to provide high-fidelity data analysis and optimized computational costs. These models adapt effectively to dynamic market data, improving the presentation and processing of financial information.
Automating Trading Strategies in MQL5 (Part 49): The Quasimodo (QM) Reversal Pattern
In this article, we build an automated trading program in MQL5 that detects the Quasimodo reversal pattern from a zig-zag of confirmed swing pivots. We work through swing detection, pattern arming, retrace entries at the QM line, and structural stop placement with risk-based sizing. We also add trade management with breakeven, trailing, and partial closing to handle open positions.
Neural Networks in Trading: Optimizing the Transformer for Time Series Forecasting (LSEAttention)
The LSEAttention framework offers improvements to the Transformer architecture. It was designed specifically for long-term multivariate time series forecasting. The approaches proposed by the authors of the method can be applied to solve problems of entropy collapse and learning instability, which are often encountered with vanilla Transformer.
Developing a multi-currency Expert Advisor (Part 13): Automating the second stage — selection into groups
We have already implemented the first stage of the automated optimization. We perform optimization for different symbols and timeframes according to several criteria and store information about the results of each pass in the database. Now we are going to select the best groups of parameter sets from those found at the first stage.
Neural Networks in Trading: A Multimodal, Tool-Augmented Agent for Financial Markets (Final Part)
We continue to develop the algorithms for FinAgent, a multimodal financial trading agent designed to analyze multimodal market dynamics data and historical trading patterns.
Developing a trading Expert Advisor from scratch (Part 27): Towards the future (II)
Let's move on to a more complete order system directly on the chart. In this article, I will show a way to fix the order system, or rather, to make it more intuitive.
From Novice to Expert: Detecting Liquidity Zone Flips Using MQL5
This article presents an MQL5 indicator that detects and manages liquidity zone flips. It identifies supply and demand zones from higher timeframes using a base–impulse pattern, applies objective breakout and impulse thresholds, and flips zones automatically when structure changes. The result is a dynamic support‑resistance map that reduces manual redraws and gives you clear, actionable context for signals and retests.
Implementing the SHA-256 Cryptographic Algorithm from Scratch in MQL5
Building DLL-free cryptocurrency exchange integrations has long been a challenge, but this solution provides a complete framework for direct market connectivity.
Developing a multi-currency Expert Advisor (Part 19): Creating stages implemented in Python
So far we have considered the automation of launching sequential procedures for optimizing EAs exclusively in the standard strategy tester. But what if we would like to perform some handling of the obtained data using other means between such launches? We will attempt to add the ability to create new optimization stages performed by programs written in Python.
Experiments with neural networks (Part 4): Templates
In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 as a self-sufficient tool for using neural networks in trading. Simple explanation.
MQL5 Trading Tools (Part 13): Creating a Canvas-Based Price Dashboard with Graph and Stats Panels
In this article, we develop a canvas-based price dashboard in MQL5 using the CCanvas class to create interactive panels for visualizing recent price graphs and account statistics, with support for background images, fog effects, and gradient fills. The system includes draggable and resizable features via mouse event handling, theme toggling between dark and light modes with dynamic color adjustments, and minimize/maximize controls for efficient chart space management.
Neural networks made easy (Part 53): Reward decomposition
We have already talked more than once about the importance of correctly selecting the reward function, which we use to stimulate the desired behavior of the Agent by adding rewards or penalties for individual actions. But the question remains open about the decryption of our signals by the Agent. In this article, we will talk about reward decomposition in terms of transmitting individual signals to the trained Agent.
Developing a multi-currency Expert Advisor (Part 4): Pending virtual orders and saving status
Having started developing a multi-currency EA, we have already achieved some results and managed to carry out several code improvement iterations. However, our EA was unable to work with pending orders and resume operation after the terminal restart. Let's add these features.