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...
Graphical Interfaces XI: Text edit boxes and Combo boxes in table cells (build 15)
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...
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.
The Flag Pattern
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...
Custom Walk Forward optimization in MetaTrader 5
The article deals with the approaches enabling accurate simulation of walk forward optimization using the built-in tester and auxiliary libraries implemented in MQL.
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...
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...
Testing patterns that arise when trading currency pair baskets. Part I
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...
Graphical Interfaces XI: Rendered controls (build 14.2)
In the new version of the library, all controls will be drawn on separate graphical objects of the OBJ_BITMAP_LABEL type. We will also continue to describe the optimization of code: changes in the...
Patterns available when trading currency baskets. Part III
This is the final article devoted to the patterns that occur when trading currency pair baskets. It considers combined trend-following indicators and application of standard graphical constructions.
Graphical Interfaces XI: Refactoring the Library code (build 14.1)
As the library grows, its code must be optimized again in order to reduce its size. The version of the library described in this article has become even more object-oriented. This made the code easier...
Sorting methods and their visualization using MQL5
The Graphic.mqh library has been designed to work with graphics in MQL5. The article provides an example of its practical application and explains the idea of sorting. The general concept of sorting...
Creating Documentation Based on MQL5 Source Code
This article considers creation of documentation for MQL5 code starting with the automated markup of required tags. It also provides the description of how to use the Doxygen software, how to properly...
Custom indicators and infographics in CCanvas
The article considers new types of indicators with more complex structural implementation. It also describes the development of pseudo-3D indicator types and dynamic infographics.
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...
Developing custom indicators using CCanvas class
The article deals with developing custom graphical indicators using graphical primitives of the CCanvas class.
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)...
DiNapoli trading system
The article describes the Fibo levels-based trading system developed by Joe DiNapoli. The idea behind the system and the main concepts are explained, as well as a simple indicator is provided as an...
An example of an indicator drawing Support and Resistance lines
The article provides an example of how to implement an indicator for drawing support and resistance lines based on formalized conditions. In addition to having a ready-to-use indicator, you will see...
Graphical Interfaces X: Text selection in the Multiline Text box (build 13)
This article will implement the ability to select text using various key combinations and deletion of the selected text, similar to the way it is done in any other text editor. In addition, we will...
Wolfe Waves
The graphical method proposed by Bill Wolfe allows to detect a pattern, based on which a moment and direction for entry can be found, and also it helps forecast the target which the price should reach...
Analyzing Balance/Equity graphs by symbols and EAs' ORDER_MAGIC
With the introduction of hedging, MetaTrader 5 provides an excellent opportunity to trade several Expert Advisors on a single trading account simultaneously. When one strategy is profitable, while the...
Thomas DeMark's Sequential (TD SEQUENTIAL) using artificial intelligence
In this article, I will tell you how to successfully trade by merging a very well-known strategy and a neural network. It will be about the Thomas DeMark's Sequential strategy with the use of an...
Cross-Platform Expert Advisor: Signals
This article discusses the CSignal and CSignals classes which will be used in cross-platform expert advisors. It examines the differences between MQL4 and MQL5 on how particular data needed for...
MQL5 Cookbook - Creating a ring buffer for fast calculation of indicators in a sliding window
The ring buffer is the simplest and the most efficient way to arrange data when performing calculations in a sliding window. The article describes the algorithm and shows how it simplifies...
Trading with Donchian Channels
In this article, we develop and tests several strategies based on the Donchian channel using various indicator filters. We also perform a comparative analysis of their operation.
Cross-Platform Expert Advisor: Order Manager
This article discusses the creation of an order manager for a cross-platform expert advisor. The order manager is responsible for the entry and exit of orders or positions entered by the expert, as...
How Long Is the Trend?
The article highlights several methods for trend identification aiming to determine the trend duration relative to the flat market. In theory, the trend to flat rate is considered to be 30% to 70%....
Comparative Analysis of 10 Trend Strategies
The article provides a brief overview of ten trend following strategies, as well as their testing results and comparative analysis. Based on the obtained results, we draw a general conclusion about...
MQL5 Cookbook - Pivot trading signals
The article describes the development and implementation of a class for sending signals based on pivots — reversal levels. This class is used to form a strategy applying the Standard Library....
Ready-made Expert Advisors from the MQL5 Wizard work in MetaTrader 4
The article offers a simple emulator of the MetaTrader 5 trading environment for MetaTrader 4. The emulator implements migration and adjustment of trade classes of the Standard Library. As a result,...
Graphical Interfaces X: Word wrapping algorithm in the Multiline Text box (build 12)
We continue to develop the Multiline Text box control. This time our task is to implement an automatic word wrapping in case a text box width overflow occurs, or a reverse word wrapping of the text to...
Universal Trend with the Graphical Interface
In this article a universal trend indicator is created based on a number of standard indicators. An additionally created graphical interface allows selecting the type of indicator and adjusting its...
Patterns available when trading currency baskets. Part II
We continue our discussion of the patterns traders can come across while trading currency baskets. In this part, we will consider the patterns formed when using combined trend indicators. Indicators...