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...
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 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...
The article provides an overview of the terminal's capabilities for creating and working with custom symbols, offers options for simulating a trading history using custom symbols, trend and various...
Comparing several time series during a technical analysis is a quite common task that requires appropriate tools. In this article, I suggest developing a tool for graphical analysis and detecting...
The widget provides websites with a detailed release schedule of 500 indicators and indices, of the world's largest economies. Thus, traders quickly receive up-to-date information on all important...
The article describes custom methods for assessing the trading history. Two classes have been written for downloading and analyzing history. The first of them collects the trading history and...
Trading account monitoring provides a detailed report on all completed deals. All trading statistics are collected automatically and provided to you as easy-to-understand diagrams and graphs.
In the article, we continue to develop the MQL application for working with optimization results. This time, we will show how to form the table of the best results after optimizing the parameters by...
Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article...
The trade Signals service develops in leaps and bounds. Trusting our funds to a signal provider, we would like to minimize the risk of losing our deposit. So how to puzzle out in this forest of trade...
Most subscribers choose a trade signal by the beauty of the balance curve and by the number of subscribers. This is why many today's providers care of beautiful statistics rather than of real signal...
This is a continuation of the idea of processing and analysis of optimization results. This time, our purpose is to select the 100 best optimization results and display them in a GUI table. The user...
The article implements an MQL application with a graphical interface for extended visualization of the optimization process. The graphical interface applies the last version of EasyAndFast library....
The article is based on 'The Mathematics of Money Management' by Ralph Vince. It provides the description of empirical and parametric methods used for finding the optimal size of a trading lot. Also...
The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing...
Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a...
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.
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,...
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...
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 the classical method for divergence construction and provides an additional divergence interpretation method. A trading strategy was developed based on this new interpretation...
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...
This article describes the use of methods of the theory of probability and mathematical statistics in the analysis of trading systems.
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 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 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...
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...
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...
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)...