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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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

Naive Bayes classifier for signals of a set of indicators

The article analyzes the application of the Bayes' formula for increasing the reliability of trading systems by means of using signals from multiple independent indicators. Theoretical calculations

Cross-Platform Expert Advisor: Time Filters

This article discusses the implementation of various methods of time filtering a cross-platform expert advisor. The time filter classes are responsible for checking whether or not a given time falls

Cross-Platform Expert Advisor: Money Management

This article discusses the implementation of money management method for a cross-platform expert advisor. The money management classes are responsible for the calculation of the lot size to be used

Forecasting market movements using the Bayesian classification and indicators based on Singular Spectrum Analysis

The article considers the ideology and methodology of building a recommendatory system for time-efficient trading by combining the capabilities of forecasting with the singular spectrum analysis (SSA)