MQL5 Programming Articles

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 considers the development of tools, which help search for potentially promising trading signals straight from the terminal.

The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.

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.

In this article, we continue to consider writing the code to trading systems described in a book by Linda B. Raschke and Laurence A. Connors “Street Smarts: High Probability Short-Term Trading Strategies”. This time we study Momentum Pinball system: there is described creation of two indicators, trade robot and signal block on it.

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 integrated with the MetaTrader 5 terminal.

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 strategies based on a combination of NRTR with additional trend confirmation indicators.

We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the combined WPR graph crossing the moving average. If the answer is yes, we should consider the appropriate usage methods.

The article considers one of the variants for Expert Advisor practical realization to trade DiNapoli levels using MQL5 standard tools. Its performance is tested and conclusions are made.

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.

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, we compare trades with known indicators. This article suggests methods of batch comparison of trades with a number of indicators.

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 Kalman filter. The article provides the description of how to draw and use the filter.

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 growing and stable strategies. The work discusses the principles of its construction and statistical methods used in estimation of properties and quality of this metric.

This article deals with seven types of moving averages (MA) and a trading strategy to work with them. We also test and compare various MAs at a single trading strategy and evaluate the efficiency of each moving average compared to others.

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 develop the ready-made Expert Advisor code.

Mini Market Emulator is an indicator designed for partial emulation of work in the terminal. Presumably, it can be used to test "manual" strategies of market analysis and trading.

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 and neural networks are proposed.

The article considers the classic method for divergence construction and provides an additional divergence interpretation method. A trading strategy was developed based on this new interpretation method. This strategy is also described in the article.

In this article, we consider yet another custom trading strategy optimization criterion based on the balance graph analysis. The linear regression is calculated using the function from the ALGLIB library.

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 time series. The theoretical aspects of the strategy are described and a test Expert Advisor is created.

In this article, we will create the basic functionality of a scalping Market Depth tool. Also, we will develop a tick chart based on the CGraphic library and integrate it with the order book. Using the described Market Depth, it will be possible to create a powerful assistant tool for short-term trading.

The article considers all kinds of divergence: simple, hidden, extended, triple, quadruple, convergence, as well as divergences of A, B and C classes. A universal indicator for their search and display on the chart is developed.

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 expert advisors.

The article describes the work with indicators through the universal CUnIndicator class. In addition, new methods of working with pending orders are considered. Please note: from this point on, the structure of the CStrategy project has undergone substantial changes. Now all its files are located in a single directory for the convenience of users.

A new version of the graphics library for creating scientific charts (the CGraphic class) has been presented recently. This update of the developed library for creating graphical interfaces will introduce a version with a new control for creating charts. Now it is even easier to visualize data of different types.

This article describes the use of methods of the theory of probability and mathematical statistics in the analysis of trading systems.

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 4 and 5 objects and supporting the main trading operations.

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 sequence. Training results are included.

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 defined.

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 the data set into the train/val/test sets during data preparation for training the neural network.

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 data between terminals using cloud storage services.

In this update of the library, the Table control (the CTable class) will be supplemented with new options. The lineup of controls in the table cells is expanded, this time adding text edit boxes and combo boxes. As an addition, this update also introduces the ability to resize the window of an MQL application during its runtime.

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 number of financial instruments.

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.

The article provides the analysis of the following patterns: Flag, Pennant, Wedge, Rectangle, Contracting Triangle, Expanding Triangle. In addition to analyzing their similarities and differences, we will create indicators for detecting these patterns on the chart, as well as a tester indicator for the fast evaluation of their effectiveness.

The article deals with the approaches enabling accurate simulation of walk forward optimization using the built-in tester and auxiliary libraries implemented in MQL.

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 testing of new methods and ideas using practical experiments. The first article of the series is dedicated to preparing data for DNN.

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.

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 are verified with a simple universal EA, configured to work with arbitrary indicators.

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 provides a wide set of symbol properties, while allowing to simplify Expert Advisor programming and to expand its functionality.

We begin testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's see how oversold/overbought level breakthrough patterns are applied in practice.