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Articles on the MQL5 programming and use of trading robots

Expert Advisors created for the MetaTrader platform perform a variety of functions implemented by their developers. Trading robots can track financial symbols 24 hours a day, copy deals, create and send reports, analyze news and even provide specific custom graphical interface.

The articles describe programming techniques, mathematical ideas for data processing, tips on creating and ordering of trading robots.

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Developing a self-adapting algorithm (Part II): Improving efficiency

In this article, I will continue the development of the topic by improving the flexibility of the previously created algorithm. The algorithm became more stable with an increase in the number of

Brute force approach to patterns search (Part III): New horizons

This article provides a continuation to the brute force topic, and it introduces new opportunities for market analysis into the program algorithm, thereby accelerating the speed of analysis and

Developing a self-adapting algorithm (Part I): Finding a basic pattern

In the upcoming series of articles, I will demonstrate the development of self-adapting algorithms considering most market factors, as well as show how to systematize these situations, describe them

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

Prices in DoEasy library (part 59): Object to store data of one tick

From this article on, start creating library functionality to work with price data. Today, create an object class which will store all price data which arrived with yet another tick

Timeseries in DoEasy library (part 58): Timeseries of indicator buffer data

In conclusion of the topic of working with timeseries organise storage, search and sort of data stored in indicator buffers which will allow to further perform the analysis based on values of the

Brute force approach to patterns search (Part II): Immersion

In this article we will continue discussing the brute force approach. I will try to provide a better explanation of the pattern using the new improved version of my application. I will also try to

Neural networks made easy (Part 7): Adaptive optimization methods

In previous articles, we used stochastic gradient descent to train a neural network using the same learning rate for all neurons within the network. In this article, I propose to look towards adaptive

Neural networks made easy (Part 6): Experimenting with the neural network learning rate

We have previously considered various types of neural networks along with their implementations. In all cases, the neural networks were trained using the gradient decent method, for which we need to

Timeseries in DoEasy library (part 57): Indicator buffer data object

In the article, develop an object which will contain all data of one buffer for one indicator. Such objects will be necessary for storing serial data of indicator buffers. With their help, it will be

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

Neural networks made easy (Part 5): Multithreaded calculations in OpenCL

We have earlier discussed some types of neural network implementations. In the considered networks, the same operations are repeated for each neuron. A logical further step is to utilize multithreaded

Neural networks made easy (Part 4): Recurrent networks

We continue studying the world of neural networks. In this article, we will consider another type of neural networks, recurrent networks. This type is proposed for use with time series, which are

Brute force approach to pattern search

In this article, we will search for market patterns, create Expert Advisors based on the identified patterns, and check how long these patterns remain valid, if they ever retain their validity

Parallel Particle Swarm Optimization

The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an

Neural networks made easy (Part 3): Convolutional networks

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

Advanced resampling and selection of CatBoost models by brute-force method

This article describes one of the possible approaches to data transformation aimed at improving the generalizability of the model, and also discusses sampling and selection of CatBoost models

A scientific approach to the development of trading algorithms

The article considers the methodology for developing trading algorithms, in which a consistent scientific approach is used to analyze possible price patterns and to build trading algorithms based on

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

Custom symbols: Practical basics

The article is devoted to the programmatic generation of custom symbols which are used to demonstrate some popular methods for displaying quotes. It describes a suggested variant of minimally invasive

Quick Manual Trading Toolkit: Working with open positions and pending orders

In this article, we will expand the capabilities of the toolkit: we will add the ability to close trade positions upon specific conditions and will create tables for controlling market and pending

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

Quick Manual Trading Toolkit: Basic Functionality

Today, many traders switch to automated trading systems which can require additional setup or can be fully automated and ready to use. However, there is a considerable part of traders who prefer

Developing a cross-platform grid EA: testing a multi-currency EA

Markets dropped down by more that 30% within one month. It seems to be the best time for testing grid- and martingale-based Expert Advisors. This article is an unplanned continuation of the series

Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports

The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also

Forecasting Time Series (Part 2): Least-Square Support-Vector Machine (LS-SVM)

This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test

Forecasting Time Series (Part 1): Empirical Mode Decomposition (EMD) Method

This article deals with the theory and practical use of the algorithm for forecasting time series, based on the empirical decomposition mode. It proposes the MQL implementation of this method and

Applying OLAP in trading (part 3): Analyzing quotes for the development of trading strategies

In this article we will continue dealing with the OLAP technology applied to trading. We will expand the functionality presented in the first two articles. This time we will consider the operational

Econometric approach to finding market patterns: Autocorrelation, Heat Maps and Scatter Plots

The article presents an extended study of seasonal characteristics: autocorrelation heat maps and scatter plots. The purpose of the article is to show that "market memory" is of seasonal nature, which

Building an Expert Advisor using separate modules

When developing indicators, Expert Advisors and scripts, developers often need to create various pieces of code, which are not directly related to the trading strategy. In this article, we consider a

Library for easy and quick development of MetaTrader programs (part XIX): Class of library messages

In this article, we will consider the class of displaying text messages. Currently, we have a sufficient number of different text messages. It is time to re-arrange the methods of their storage

Library for easy and quick development of MetaTrader programs (part XVIII): Interactivity of account and any other library objects

The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for