Automated Optimization of an EA for MetaTrader 5
This article describes the implementation of a self-optimization mechanism under MetaTrader 5.
50,000 completed orders in the MQL5.com Freelance service
Members of the official MetaTrader Freelance service have completed more than 50,000 orders as at October 2018. This is the world's largest Freelance site for MQL programmers: more than a thousand...
Combining trend and flat strategies
There are numerous trading strategies out there. Some of them look for a trend, while others define ranges of price fluctuations to trade within them. Is it possible to combine these two approaches to...
Deep Neural Networks (Part VIII). Increasing the classification quality of bagging ensembles
The article considers three methods which can be used to increase the classification quality of bagging ensembles, and their efficiency is estimated. The effects of optimization of the ELM neural...
14,000 trading robots in the MetaTrader Market
The largest store of ready-made applications for algo-trading now features 13,970 products. This includes 4,800 robots, 6,500 indicators, 2,400 utilities and other solutions. Almost half of the...
Expert Advisor featuring GUI: Adding functionality (part II)
This is the second part of the article showing the development of a multi-symbol signal Expert Advisor for manual trading. We have already created the graphical interface. It is now time to connect it...
Integrating MQL-based Expert Advisors and databases (SQL Server, .NET and C#)
The article describes how to add the ability to work with Microsoft SQL Server database server to MQL5-based Expert Advisors. Import of functions from a DLL is used. The DLL is created using the...
Deep Neural Networks (Part VII). Ensemble of neural networks: stacking
We continue to build ensembles. This time, the bagging ensemble created earlier will be supplemented with a trainable combiner — a deep neural network. One neural network combines the 7 best ensemble...
Implementing indicator calculations into an Expert Advisor code
The reasons for moving an indicator code to an Expert Advisor may vary. How to assess the pros and cons of this approach? The article describes implementing an indicator code into an EA. Several...
Comparative analysis of 10 flat trading strategies
The article explores the advantages and disadvantages of trading in flat periods. The ten strategies created and tested within this article are based on the tracking of price movements inside a...
Deep Neural Networks (Part VI). Ensemble of neural network classifiers: bagging
The article discusses the methods for building and training ensembles of neural networks with bagging structure. It also determines the peculiarities of hyperparameter optimization for individual...
Expert Advisor featuring GUI: Creating the panel (part I)
Despite the fact that many traders still prefer manual trading, it is hardly possible to completely avoid the automation of routine operations. The article shows an example of developing a...
Visual strategy builder. Creating trading robots without programming
This article presents a visual strategy builder. It is shown how any user can create trading robots and utilities without programming. Created Expert Advisors are fully functional and can be tested in...
Processing optimization results using the graphical interface
This is a continuation of the idea of processing and analysis of optimization results. This time, our purpose is to select the 100 best optimization results and display them in a GUI table. The user...
Random Decision Forest in Reinforcement learning
Random Forest (RF) with the use of bagging is one of the most powerful machine learning methods, which is slightly inferior to gradient boosting. This article attempts to develop a self-learning...
Multi-symbol balance graph in MetaTrader 5
The article provides an example of an MQL application with its graphical interface featuring multi-symbol balance and deposit drawdown graphs based on the last test results.
Deep Neural Networks (Part V). Bayesian optimization of DNN hyperparameters
The article considers the possibility to apply Bayesian optimization to hyperparameters of deep neural networks, obtained by various training variants. The classification quality of a DNN with the...
Visualizing trading strategy optimization in MetaTrader 5
The article implements an MQL application with a graphical interface for extended visualization of the optimization process. The graphical interface applies the last version of EasyAndFast library....
Money Management by Vince. Implementation as a module for MQL5 Wizard
The article is based on 'The Mathematics of Money Management' by Ralph Vince. It provides the description of empirical and parametric methods used for finding the optimal size of a trading lot. Also...
Controlled optimization: Simulated annealing
The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing...
The Channel Breakout pattern
Price trends form price channels that can be observed on financial symbol charts. The breakout of the current channel is one of the strong trend reversal signals. In this article, I suggest a way to...
How to reduce trader's risks
Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a...
Night trading during the Asian session: How to stay profitable
The article deals with the concept of night trading, as well as trading strategies and their implementation in MQL5. We perform tests and make appropriate conclusions.
Creating a custom news feed for MetaTrader 5
In this article we look at the possibility of creating a flexible news feed that offers more options in terms of the type of news and also its source. The article will show how a web API can be...
The NRTR indicator and trading modules based on NRTR for the MQL5 Wizard
In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating...
Creating a new trading strategy using a technology of resolving entries into indicators
The article suggests a technology helping everyone to create custom trading strategies by assembling an individual indicator set, as well as to develop custom market entry signals.
Resolving entries into indicators
Different situations happen in trader’s life. Often, the history of successful trades allows us to restore a strategy, while looking at a loss history we try to develop and improve it. In both cases,...
Using the Kalman Filter for price direction prediction
For successful trading, we almost always need indicators that can separate the main price movement from noise fluctuations. In this article, we consider one of the most promising digital filters, the...
R-squared as an estimation of quality of the strategy balance curve
This article describes the construction of the custom optimization criterion R-squared. This criterion can be used to estimate the quality of a strategy's balance curve and to select the most smoothly...
Triangular arbitrage
The article deals with the popular trading method - triangular arbitrage. Here we analyze the topic in as much detail as possible, consider the positive and negative aspects of the strategy and...
Fuzzy Logic in trading strategies
The article considers an example of applying the fuzzy logic to build a simple trading system, using the Fuzzy library. Variants for improving the system by combining fuzzy logic, genetic algorithms...
Practical evaluation of the adaptive market following method
The main difference of the trading system proposed in the article is the use of mathematical tools for analyzing stock quotes. The system applies digital filtering and spectral estimation of discrete...
Cross-Platform Expert Advisor: The CExpertAdvisor and CExpertAdvisors Classes
This article deals primarily with the classes CExpertAdvisor and CExpertAdvisors, which serve as the container for all the other components described in this article-series regarding cross-platform...
TradeObjects: Automation of trading based on MetaTrader graphical objects
The article deals with a simple approach to creating an automated trading system based on the chart linear markup and offers a ready-made Expert Advisor using the standard properties of the MetaTrader...
Deep Neural Networks (Part IV). Creating, training and testing a model of neural network
This article considers new capabilities of the darch package (v.0.12.0). It contains a description of training of a deep neural networks with different data types, different structure and training...
Cross-Platform Expert Advisor: Custom Stops, Breakeven and Trailing
This article discusses how custom stop levels can be set up in a cross-platform expert advisor. It also discusses a closely-related method by which the evolution of a stop level over time can be...
Deep Neural Networks (Part III). Sample selection and dimensionality reduction
This article is a continuation of the series of articles about deep neural networks. Here we will consider selecting samples (removing noise), reducing the dimensionality of input data and dividing...
Deep Neural Networks (Part II). Working out and selecting predictors
The second article of the series about deep neural networks will consider the transformation and choice of predictors during the process of preparing data for training a model.
Deep Neural Networks (Part I). Preparing Data
This series of articles continues exploring deep neural networks (DNN), which are used in many application areas including trading. Here new dimensions of this theme will be explored along with...
Cross-Platform Expert Advisor: Stops
This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.