Optimization management (Part II): Creating key objects and add-on logic
This article is a continuation of the previous publication related to the creation of a graphical interface for optimization management. The article considers the logic of the add-on. A wrapper for
Optimization management (Part I): Creating a GUI
This article describes the process of creating an extension for the MetaTrader terminal. The solution discussed helps to automate the optimization process by running optimizations in other terminals
Evaluating the ability of Fractal index and Hurst exponent to predict financial time series
Studies related to search for the fractal behavior of financial data suggest that behind the seemingly chaotic behavior of economic time series there are hidden stable mechanisms of participants'
Developing graphical interfaces based on .Net Framework and C# (part 2): Additional graphical elements
The article is a follow-up of the previous publication "Developing graphical interfaces for Expert Advisors and indicators based on .Net Framework and C#". It introduces new graphical elements for
Studying candlestick analysis techniques (part IV): Updates and additions to Pattern Analyzer
The article presents a new version of the Pattern Analyzer application. This version provides bug fixes and new features, as well as the revised user interface. Comments and suggestions from previous
A DLL for MQL5 in 10 Minutes (Part II): Creating with Visual Studio 2017
The original basic article has not lost its relevance and thus if you are interested in this topic, be sure to read the first article. However much time has passed since then, so the current Visual
Using MATLAB 2018 computational capabilities in MetaTrader 5
After the upgrade of the MATLAB package in 2015, it is necessary to consider a modern way of creating DLL libraries. The article uses a sample predictive indicator to illustrate the peculiarities of
Extracting structured data from HTML pages using CSS selectors
The article provides a description of a universal method for analyzing and converting data from HTML documents based on CSS selectors. Trading reports, tester reports, your favorite economic
Developing graphical interfaces for Expert Advisors and indicators based on .Net Framework and C#
The article presents a simple and fast method of creating graphical windows using Visual Studio with subsequent integration into the Expert Advisor's MQL code. The article is meant for non-specialist
MetaTrader 5 and Python integration: receiving and sending data
Comprehensive data processing requires extensive tools and is often beyond the sandbox of one single application. Specialized programming languages are used for processing and analyzing data
MQL Parsing by Means of MQL
The article describes a preprocessor, a scanner, and a parser to be used in parsing the MQL-based source codes. MQL implementation is attached
How to create and test custom MOEX symbols in MetaTrader 5
The article describes the creation of a custom exchange symbol using the MQL5 language. In particular, it considers the use of exchange quotes from the popular Finam website. Another option considered
Using OpenCL to test candlestick patterns
The article describes the algorithm for implementing the OpenCL candlestick patterns tester in the "1 minute OHLC" mode. We will also compare its speed with the built-in strategy tester launched in
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
950 websites broadcast the Economic Calendar from MetaQuotes
The widget provides websites with a detailed release schedule of 500 indicators and indices, of the world's largest economies. Thus, traders quickly receive up-to-date information on all important
Developing stock indicators featuring volume control through the example of the delta indicator
The article deals with the algorithm of developing stock indicators based on real volumes using the CopyTicks() and CopyTicksRange() functions. Some subtle aspects of developing such indicators, as
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
How to create Requirements Specification for ordering a trading robot
Are you trading using your own strategy? If your system rules can be formally described as software algorithms, it is better to entrust trading to an automated Expert Advisor. A robot does not need
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
ZUP - Universal ZigZag with Pesavento patterns. Search for patterns
The ZUP indicator platform allows searching for multiple known patterns, parameters for which have already been set. These parameters can be edited to suit your requirements. You can also create new
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
Comparing speeds of self-caching indicators
The article compares the classic MQL5 access to indicators with alternative MQL4-style methods. Several varieties of MQL4-style access to indicators are considered: with and without the indicator
How to create a graphical panel of any complexity level
The article features a detailed explanation of how to create a panel on the basis of the CAppDialog class and how to add controls to the panel. It provides the description of the panel structure and a
LifeHack for traders: Blending ForEach with defines (#define)
The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look
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
LifeHack for traders: Fast food made of indicators
If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented
Automatic Selection of Promising Signals
The article is devoted to the analysis of trading signals for the MetaTrader 5 platform, which enable the automated execution of trading operations on subscribers' accounts. Also, the article
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
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
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
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
Using cloud storage services for data exchange between terminals
Cloud technologies are becoming more popular. Nowadays, we can choose between paid and free storage services. Is it possible to use them in trading? This article proposes a technology for exchanging
Creating and testing custom symbols in MetaTrader 5
Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited
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
Universal Expert Advisor: Accessing Symbol Properties (Part 8)
The eighth part of the article features the description of the CSymbol class, which is a special object that provides access to any trading instrument. When used inside an Expert Advisor, the class