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Articles on MetaTrader 5 integration using MQL5
Traders meet interesting challenges which often require an innovative approach. This category features articles that offer the most unexpected solutions for evaluating, analyzing and processing price data and trading results. The articles describe various integration solutions, including connection of databases and ICQ, use of OpenCL and social networks, use of Delphi and C#.
Read on to learn how to use specialized mathematical and neural packages, and much more. Become an author and share unique ideas with the MQL5.community members.
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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
How to make $1,000,000 off algorithmic trading? Use MQL5.com services!
All traders visit the market with the goal of earning their first million dollars. How to do that without excessive risk and start-up budget? MQL5 services provide such opportunity for developers and
Gradient boosting in transductive and active machine learning
In this article, we will consider active machine learning methods utilizing real data, as well discuss their pros and cons. Perhaps you will find these methods useful and will include them in your
Practical application of neural networks in trading. Python (Part I)
In this article, we will analyze the step-by-step implementation of a trading system based on the programming of deep neural networks in Python. This will be performed using the TensorFlow machine
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
Continuous walk-forward optimization (Part 8): Program improvements and fixes
The program has been modified based on comments and requests from users and readers of this article series. This article contains a new version of the auto optimizer. This version implements requested
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
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
Websockets for MetaTrader 5
Before the introduction of the network functionality provided with the updated MQL5 API, MetaTrader programs have been limited in their ability to connect and interface with websocket based services
Gradient Boosting (CatBoost) in the development of trading systems. A naive approach
Training the CatBoost classifier in Python and exporting the model to mql5, as well as parsing the model parameters and a custom strategy tester. The Python language and the MetaTrader 5 library are
Using cryptography with external applications
In this article, we consider encryption/decryption of objects in MetaTrader and in external applications. Our purpose is to determine the conditions under which the same results will be obtained with
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
Calculating mathematical expressions (Part 1). Recursive descent parsers
The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes
Practical application of neural networks in trading
In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot
MQL as a Markup Tool for the Graphical Interface of MQL Programs (Part 3). Form Designer
In this paper, we are completing the description of our concept of building the window interface of MQL programs, using the structures of MQL. Specialized graphical editor will allow to interactively
Native Twitter Client: Part 2
A Twitter client implemented as MQL class to allow you to send tweets with photos. All you need is to include a single self contained include file and off you go to tweet all your wonderful charts and
Native Twitter Client for MT4 and MT5 without DLL
Ever wanted to access tweets and/or post your trade signals on Twitter ? Search no more, these on-going article series will show you how to do it without using any DLL. Enjoy the journey of
Continuous Walk-Forward Optimization (Part 6): Auto optimizer's logical part and structure
We have previously considered the creation of automatic walk-forward optimization. This time, we will proceed to the internal structure of the auto optimizer tool. The article will be useful for all
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2
This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1
This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow
Continuous Walk-Forward Optimization (Part 5): Auto Optimizer project overview and creation of a GUI
This article provides further description of the walk-forward optimization in the MetaTrader 5 terminal. In previous articles, we considered methods for generating and filtering the optimization
Continuous Walk-Forward Optimization (Part 4): Optimization Manager (Auto Optimizer)
The main purpose of the article is to describe the mechanism of working with our application and its capabilities. Thus the article can be treated as an instruction on how to use the application. It
Applying network functions, or MySQL without DLL: Part II - Program for monitoring changes in signal properties
In the previous part, we considered the implementation of the MySQL connector. In this article, we will consider its application by implementing the service for collecting signal properties and the
Applying network functions, or MySQL without DLL: Part I - Connector
MetaTrader 5 has received network functions recently. This opened up great opportunities for programmers developing products for the Market. Now they can implement things that required dynamic
How to create 3D graphics using DirectX in MetaTrader 5
3D graphics provide excellent means for analyzing huge amounts of data as they enable the visualization of hidden patterns. These tasks can be solved directly in MQL5, while DireсtX functions allow
Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer
The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which
SQLite: Native handling of SQL databases in MQL5
The development of trading strategies is associated with handling large amounts of data. Now, you are able to work with databases using SQL queries based on SQLite directly in MQL5. An important
Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot
The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language
Continuous Walk-Forward Optimization (Part 1): Working with Optimization Reports
The first article is devoted to the creation of a toolkit for working with optimization reports, for importing them from the terminal, as well as for filtering and sorting the obtained data
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