Find us on Facebook!
Join our fan page
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
Most of traders agree that the current market state analysis starts with the evaluation of higher chart timeframes. The analysis is performed downwards to lower timeframes until the one, at which
In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. Further on, we implemented the collection of
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
In the first part, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. We created the COrder abstract object which
The purpose of this article is to create a custom tool, which would enable users to receive and use the entire array of information about patterns discussed earlier. We will create a library of
While analyzing a huge number of trading strategies, orders for development of applications for MetaTrader 5 and MetaTrader 4 terminals and various MetaTrader websites, I came to the conclusion that
Automate the collection of interest rate data to improve the performance of an Expert Advisor
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
In this article we will perform an experiment: we will color optimization results. The color is determined by three parameters: the levels of red, green and blue (RGB). There are other color coding
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
In the previous article, we analyzed 14 patterns selected from a large variety of existing candlestick formations. It is impossible to analyze all the patterns one by one, therefore another solution
The article describes a preprocessor, a scanner, and a parser to be used in parsing the MQL-based source codes. MQL implementation is attached
In the first part of the article, I have described a modified ZigZag indicator and a class for receiving data of that type of indicators. Here, I will show how to develop indicators based on these
In this article, we will consider popular candlestick patterns and will try to find out if they are still relevant and effective in today's markets. Candlestick analysis appeared more than 20 years
Many researchers do not pay enough attention to determining the price behavior. At the same time, complex methods are used, which very often are simply “black boxes”, such as machine learning or
In this article, we will analyze the concept of correlation between variables, as well as methods for the calculation of correlation coefficients and their practical use in trading. Correlation is a
In the article, we will apply Reinforcement learning to develop self-learning Expert Advisors. In the previous article, we considered the Random Decision Forest algorithm and wrote a simple
Based on universal tools designed for working with Kohonen networks, we construct the system of analyzing and selecting the optimal EA parameters and consider forecasting time series. In Part I, we
In this article we will consider in detail the martingale system. We will review whether this system can be applied in trading and how to use it in order to minimize risks. The main disadvantage of
Horizontal diagrams are not a common occurrence on the terminal charts but they can still be of use in a number of tasks, for example when developing indicators displaying volume or price distribution
The MetaTrader 5 platform features functionality for saving trading reports, as well as Expert Advisor testing and optimization reports. Trading and testing reports can be saved in two formats: XLSX
In this article, we continue expanding the features of the utility for collecting and navigating through symbols. This time, we will create new tabs displaying only the symbols that satisfy some of
The present article develops the idea of using Kohonen Maps in MetaTrader 5, covered in some previous publications. The improved and enhanced classes provide tools to solve application tasks
The article considers applying the separate optimization method during various market conditions. Separate optimization means defining trading system's optimal parameters by optimizing for an uptrend
In this article, we are going to expand the capabilities of the previously created utility by adding tabs for selecting the symbols we need. We will also learn how to save graphical objects we have
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
In this article, we will apply the probability theory and mathematical statistics methods to creating and testing trading strategies. We will also look for optimal trading risk using the differences
Experienced traders are well aware of the fact that most time-consuming things in trading are not opening and tracking positions but selecting symbols and looking for entry points. In this article, we
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
The article describes the library allowing you to increase the efficiency of working with HTTP requests in MQL5. Execution of WebRequest in non-blocking mode is implemented in additional threads that
This is the last article within the series devoted to the Reversing trading strategy. Here we will try to solve the problem, which caused the testing results instability in previous articles. We will
In this article, we continue to dwell on reversing techniques. We will try to reduce the maximum balance drawdown till an acceptable level for the instruments considered earlier. We will see if the
This article is a follow-up to the previous one called "Reversal patterns: Testing the Double top/bottom pattern". Now we will have a look at another well-known reversal pattern called Head and
Traders often look for trend reversal points since the price has the greatest potential for movement at the very beginning of a newly formed trend. Consequently, various reversal patterns are
The article dwells on gaps — significant differences between a close price of a previous timeframe and an open price of the next one, as well as on forecasting a daily bar direction. Applying the
Using limit orders instead of conventional take profits has long been a topic of discussions on the forum. What is the advantage of this approach and how can it be implemented in your trading? In this
This article provides programmatic definition of one of the movement continuation models. The main idea is defining two waves — the main and the correction one. For extreme points, I apply fractals as
The main advantage of trading robots lies in the ability to work 24 hours a day on a remote VPS server. But sometimes it is necessary to intervene in their work, while there may be no direct access to
The article dwells on the development of an application for selecting the best optimization passes using several possible options. The application is able to sort out the optimization results by a