Find us on Facebook!
Join our fan page
In this article, I will create the collection class of Depths of Market of all symbols and start developing the functionality for working with the MQL5.com Signals service by creating the signal
In this article, I will create two classes (the class of DOM snapshot object and the class of DOM snapshot series object) and test creation of the DOM data series
This article describes the machine learning technique applied to grid and martingale trading. Surprisingly, this approach has little to no coverage in the global network. After reading the article
I continue filling the algorithm with the minimum necessary functionality and testing the results. The profitability is quite low but the articles demonstrate the model of the fully automated
In the article, I will start developing the functionality for working with the Depth of Market. I will also create the class of the Depth of Market abstract order object and its descendants
Perhaps one of the most advanced models among currently existing language neural networks is GPT-3, the maximal variant of which contains 175 billion parameters. Of course, we are not going to create
In this article, I will implement updating tick data in real time and prepare the symbol object class for working with Depth of Market (DOM itself is to be implemented in the next article)
Since a program may use different symbols in its work, a separate list should be created for each of them. In this article, I will combine such lists into a tick data collection. In fact, this will be
In this article, I will create the list for storing tick data of a single symbol and check its creation and retrieval of required data in an EA. Tick data lists that are individual for each used
It is impossible to get a truly stable algorithm if we use optimization based on historical data to select parameters. A stable algorithm should be aware of what parameters are needed when working on
We have previously considered the mechanism of self-attention in neural networks. In practice, modern neural network architectures use several parallel self-attention threads to find various
In this article, I will continue the development of the topic by improving the flexibility of the previously created algorithm. The algorithm became more stable with an increase in the number of
This article provides a continuation to the brute force topic, and it introduces new opportunities for market analysis into the program algorithm, thereby accelerating the speed of analysis and
The article considers the creation of machine learning models with time filters and discusses the effectiveness of this approach. The human factor can be eliminated now by simply instructing the model
In this article, I will try to test the assumption that any system with even a small understanding of the market can operate on a global scale. I will not invent any theories or patterns, but I will
We have already passed a long way and the code in our library is becoming bigger and bigger. This makes it difficult to keep track of all connections and dependencies. Therefore, I suggest creating
In the upcoming series of articles, I will demonstrate the development of self-adapting algorithms considering most market factors, as well as show how to systematize these situations, describe them
In previous articles, we have already tested various options for organizing neural networks. We also considered convolutional networks borrowed from image processing algorithms. In this article, I
From this article on, start creating library functionality to work with price data. Today, create an object class which will store all price data which arrived with yet another tick
The article describes the basic principles and methods that allow you to analyze any strategy using spreadsheets (Excel, Calc, Google). The obtained results are compared with MetaTrader 5 tester
In conclusion of the topic of working with timeseries organise storage, search and sort of data stored in indicator buffers which will allow to further perform the analysis based on values of the
This is the next article within the series, in which I show how I created a convenient library for manual application of chart graphics by utilizing keyboard shortcuts. The tools used include straight
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
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
In previous articles, we used stochastic gradient descent to train a neural network using the same learning rate for all neurons within the network. In this article, I propose to look towards adaptive
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
We have previously considered various types of neural networks along with their implementations. In all cases, the neural networks were trained using the gradient decent method, for which we need to
In this article, I will show the criteria to be used when selecting a system or a signal for investing your funds, as well as describe the optimal approach to the development of trading systems and
In the article, develop an object which will contain all data of one buffer for one indicator. Such objects will be necessary for storing serial data of indicator buffers. With their help, it will be
We have earlier discussed some types of neural network implementations. In the considered networks, the same operations are repeated for each neuron. A logical further step is to utilize multithreaded
The article continues developing indicator object classes and their collections. For each indicator object create its description and correct collection class for error-free storage and getting
We continue studying the world of neural networks. In this article, we will consider another type of neural networks, recurrent networks. This type is proposed for use with time series, which are
The article considers creation of classes of descendant objects of base abstract indicator. Such objects will provide access to features of creating indicator EAs, collecting and getting data value
In this article, we will search for market patterns, create Expert Advisors based on the identified patterns, and check how long these patterns remain valid, if they ever retain their validity
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
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
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
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
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
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