MQL5 Programming Articles

As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we will consider the application of these networks in the financial markets.

At the current stage of development, the library for creating graphical interfaces contains a form and several controls that can be attached to it. It was mentioned before that one of the future articles would be dedicated to the multi-window mode. Now, we have everything ready for that and we will deal with it in the following chapter. In this chapter, we will write classes for creating the status bar and tooltip informational interface elements.

This is just a brief review of MetaTrader 5. I can't describe all the system's new features for such a short time period - the testing started on 2009.09.09. This is a symbolical date, and I am sure it will be a lucky number. A few days have passed since I got the beta version of the MetaTrader 5 terminal and MQL5. I haven't managed to try all its features, but I am already impressed.

Suppose that simple MA (Moving Average) indicator with period 13 is applied to a chart. And we want to change the period to 20, but we do not want to go to indicator properties dialog box and edit the number 13 to 20: simply tired of these tedious actions with mouse and keyboard. And especially we don't want to open indicator code and modify it. We want to do all this with a single press of a button - "up arrows" next to the numeric keypad. In this article I'll describe how to do it.

In this article, I will start developing the Tooltip control, as well as new graphical primitives for the library. Naturally, not every element has a tooltip, but every graphical object has the ability to set it.

In this article we will create the separation line element. It will be possible to use it not only as an independent interface element but also as a part of many other elements. After that, we will have everything required for the development of the context menu class, which will be also considered in this article in detail. Added to that, we will introduce all necessary additions to the class, which is the base for storing pointers to all the elements of the graphical interface of the application.

In addition to creation of neuronets, the NeuroSolutions software suite allows exporting them as DLLs. This article describes the process of creating a neuronet, generating a DLL and connecting it to an Expert Advisor for trading in MetaTrader 5.

The generator of trade strategies MQL5 Wizard greatly simplifies the testing of trading ideas. The article discusses how to write and connect to the generator of trade strategies MQL5 Wizard your own class of managing open positions by moving the Stop Loss level to a lossless zone when the price goes in the position direction, allowing to protect your profit decrease drawdowns when trading. It also tells about the structure and format of the description of the created class for the MQL5 Wizard.

In the part VIII of the series of articles dedicated to creating graphical interfaces in MetaTrader, we will consider complex composite controls like calendars, tree view, and file navigator. Due to the large amount of information, there are separate articles written for every subject. The first chapter of this part describes the calendar control and its expanded version — a drop down calendar.

The article demonstrates how Python and MetaTrader 5 integration combines research flexibility and trade execution into a single workflow. Python is used for data analysis, feature selection and model training, while MetaTrader 5 is used for testing and trading automation. This approach simplifies the transfer of solutions into practice, increases reproducibility, and makes the development of trading systems faster and more structured.

This article describes the econometric methods of analysis, the autocorrelation analysis and the analysis of conditional variance in particular. What is the benefit of the approach described here? Use of the non-linear GARCH models allows representing the analyzed series formally from the mathematical point of view and creating a forecast for a specified number of steps.

In this article, I decided to highlight the well-known Bernoulli scheme and to show how it can be used to describe trading-related data arrays. All this will then be used to create a self-adapting trading system. We will also look for a more generic algorithm, a special case of which is the Bernoulli formula, and will find an application for it.

In this article, I will define the animation principles to be used in some parts of the library. I will also develop a class for copying a part of the image and pasting it to a specified form object location while preserving and restoring the part of the form background the image is to be superimposed on.

In this article I will try to expand the classic concept of swap trading methods. I will explain why I have come to the conclusion that this concept deserves special attention and is absolutely recommended for study.

In this article, we will continue to study fractals and will pay special attention to summarizing all the material. To do this, I will try to bring all earlier developments into a compact form which would be convenient and understandable for practical application in trading.

This article considers BookEvent - a Depth of Market event, and the principle of its processing. An MQL program, handling states of Depth of Market, serves as an example. It is written using the object-oriented approach. Results of handling are displayed on the screen as a panel and Depth of Market levels.

In this article, I will create the signal collection class of the MQL5.com Signals service with the functions for managing signals. Besides, I will improve the Depth of Market snapshot object class for displaying the total DOM buy and sell volumes.

In this article, technical indicators are treated as digital filters. Operation principles and basic characteristics of digital filters are explained. Also, some practical ways of receiving the filter kernel in MetaTrader 5 terminal and integration with a ready-made spectrum analyzer proposed in the article "Building a Spectrum Analyzer" are considered. Pulse and spectrum characteristics of the typical digital filters are used as examples.

This is the first article of the MQL5 Cookbook series. I will start with simple examples to allow those who are taking their first steps in programming to gradually become familiar with the new language. I remember my first efforts at designing and programming trading systems which I may say was quite difficult, given the fact that it was the first programming language in my life. However, it turned out to be easier than I thought and it only took me a few months before I could develop a fairly complex program.

The article opens up a new large section of the library for working with graphics. In the current article, I will create the mouse status object, the base object of all graphical elements and the class of the form object of the library graphical elements.

Finding rules for a trade system and programming them in an Expert Advisor is a half of the job. Somehow, you need to correct the operation of the Expert Advisor as it accumulates the results of trading. This article describes one of approaches, which allows improving performance of an Expert Advisor through creation of a feedback that measures slope of the balance curve.

Let's continue exploring various controls and this time turn our attention to scrollbar. Just like in the previous article entitled "MQL5 Cookbook: Indicator Subwindow Controls - Buttons", all operations will be performed in the indicator subwindow. Take a moment to read the above mentioned article as it provides a detailed description of working with events in the OnChartEvent() function, while this point will only be casually touched upon in this article. For illustrative purposes, this time around we will create a vertical scrollbar for a large list of all financial instrument properties that can be obtained using MQL5 resources.

In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. Further on, we implemented the collection of history orders and deals. Our next step is creating a class for a convenient selection and sorting of orders, deals and positions in collection lists. We are going to implement the base library object called Engine and add collection of market orders and positions to the library.

Since its introduction, MetaTrader 5 provides multicurrency testing options. This possibility is often used by traders. However the function is not universal. The article presents several programs for drawing graphical objects on charts based on HTML and CSV trading history reports. Multicurrency trading can be analyzed in parallel, in several sub-windows, as well as in one window using the dynamic switching command.

We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library compatibility with MQL4 and defined the events of opening positions and activating pending orders. In this article, we will define the events of closing positions and get rid of the unused order properties.