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MQL5 Programming Articles
Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.
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Timeseries in DoEasy library (part 53): Abstract base indicator class
The article considers creation of an abstract indicator which further will be used as the base class to create objects of library’s standard and custom indicators
Timeseries in DoEasy library (part 52): Cross-platform nature of multi-period multi-symbol single-buffer standard indicators
In the article, consider creation of multi-symbol multi-period standard indicator Accumulation/Distribution. Slightly improve library classes with respect to indicators so that, the programs developed
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
Neural networks made easy (Part 3): Convolutional networks
As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we
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
Basic math behind Forex trading
The article aims to describe the main features of Forex trading as simply and quickly as possible, as well as share some basic ideas with beginners. It also attempts to answer the most tantalizing
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
Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators
In the article, complete development of objects of multi-period multi-symbol standard indicators. Using Ichimoku Kinko Hyo standard indicator example, analyze creation of compound custom indicators
A scientific approach to the development of trading algorithms
The article considers the methodology for developing trading algorithms, in which a consistent scientific approach is used to analyze possible price patterns and to build trading algorithms based on
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
Timeseries in DoEasy library (part 50): Multi-period multi-symbol standard indicators with a shift
In the article, let’s improve library methods for correct display of multi-symbol multi-period standard indicators, which lines are displayed on the current symbol chart with a shift set in the
Custom symbols: Practical basics
The article is devoted to the programmatic generation of custom symbols which are used to demonstrate some popular methods for displaying quotes. It describes a suggested variant of minimally invasive
Neural networks made easy (Part 2): Network training and testing
In this second article, we will continue to study neural networks and will consider an example of using our created CNet class in Expert Advisors. We will work with two neural network models, which
What is a trend and is the market structure based on trend or flat?
Traders often talk about trends and flats but very few of them really understand what a trend/flat really is and even fewer are able to clearly explain these concepts. Discussing these basic terms is
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
Price series discretization, random component and noise
We usually analyze the market using candlesticks or bars that slice the price series into regular intervals. Doesn't such discretization method distort the real structure of market movements
Timeseries in DoEasy library (part 49): Multi-period multi-symbol multi-buffer standard indicators
In the current article, I will improve the library classes to implement the ability to develop multi-symbol multi-period standard indicators requiring several indicator buffers to display their data
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
Timeseries in DoEasy library (part 48): Multi-period multi-symbol indicators on one buffer in a subwindow
The article considers an example of creating multi-symbol multi-period standard indicators using a single indicator buffer for construction and working in the indicator subwindow. I am going to
A system of voice notifications for trade events and signals
Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of
Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators
In this article, I will start developing the methods of working with standard indicators, which will ultimately allow creating multi-symbol multi-period standard indicators based on library classes
On Methods to Detect Overbought/Oversold Zones. Part I
Overbought/oversold zones characterize a certain state of the market, differentiating through weaker changes in the prices of securities. This adverse change in the synamics is pronounced most at the
Probability theory and mathematical statistics with examples (part I): Fundamentals and elementary theory
Trading is always about making decisions in the face of uncertainty. This means that the results of the decisions are not quite obvious at the time these decisions are made. This entails the
Quick Manual Trading Toolkit: Working with open positions and pending orders
In this article, we will expand the capabilities of the toolkit: we will add the ability to close trade positions upon specific conditions and will create tables for controlling market and pending
Timeseries in DoEasy library (part 46): Multi-period multi-symbol indicator buffers
In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom
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
Timeseries in DoEasy library (part 45): Multi-period indicator buffers
In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer
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
Quick Manual Trading Toolkit: Basic Functionality
Today, many traders switch to automated trading systems which can require additional setup or can be fully automated and ready to use. However, there is a considerable part of traders who prefer
Practical application of neural networks in trading. It's time to practice
The article provides a description and instructions for the practical use of neural network modules on the Matlab platform. It also covers the main aspects of creation of a trading system using the
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
Manual charting and trading toolkit (Part I). Preparation: structure description and helper class
This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press
Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects
The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of
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
Timeseries in DoEasy library (part 43): Classes of indicator buffer objects
The article considers the development of indicator buffer object classes as descendants of the abstract buffer object simplifying declaration and working with indicator buffers, while creating custom
Multicurrency monitoring of trading signals (Part 5): Composite signals
In the fifth article related to the creation of a trading signal monitor, we will consider composite signals and will implement the necessary functionality. In earlier versions, we used simple
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
Timeseries in DoEasy library (part 42): Abstract indicator buffer object class
In this article, we start the development of the indicator buffer classes for the DoEasy library. We will create the base class of the abstract buffer which is to be used as a foundation for the
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