Library for easy and quick development of MetaTrader programs (part XVII): Interactivity of library objects
In this article, we are going to finish the development of the base object of all library objects, so that any library object based on it is able to interact with a user. For example, users will be
Library for easy and quick development of MetaTrader programs (part XVI): Symbol collection events
In this article, we will create a new base class of all library objects adding the event functionality to all its descendants and develop the class for tracking symbol collection events based on the
Developing Pivot Mean Oscillator: a novel Indicator for the Cumulative Moving Average
This article presents Pivot Mean Oscillator (PMO), an implementation of the cumulative moving average (CMA) as a trading indicator for the MetaTrader platforms. In particular, we first introduce Pivot
Library for easy and quick development of MetaTrader programs (part XV): Collection of symbol objects
In this article, we will consider creation of a symbol collection based on the abstract symbol object developed in the previous article. The abstract symbol descendants are to clarify a symbol data
A New Approach to Interpreting Classic and Hidden Divergence. Part II
The article provides a critical examination of regular divergence and efficiency of various indicators. In addition, it contains filtering options for an increased analysis accuracy and features
Optimization management (Part II): Creating key objects and add-on logic
This article is a continuation of the previous publication related to the creation of a graphical interface for optimization management. The article considers the logic of the add-on. A wrapper for
Library for easy and quick development of MetaTrader programs (part XIV): Symbol object
In this article, we will create the class of a symbol object that is to be the basic object for creating the symbol collection. The class will allow us to obtain data on the necessary symbols for
Library for easy and quick development of MetaTrader programs (part XIII): Account object events
The article considers working with account events for tracking important changes in account properties affecting the automated trading. We have already implemented some functionality for tracking
Library for easy and quick development of MetaTrader programs (part XII): Account object class and collection of account objects
In the previous article, we defined position closure events for MQL4 in the library and got rid of the unused order properties. Here we will consider the creation of the Account object, develop the
Library for easy and quick development of MetaTrader programs (part XI). Compatibility with MQL4 - Position closure events
We continue the development of a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the tenth part, we resumed our work on the library
Optimization management (Part I): Creating a GUI
This article describes the process of creating an extension for the MetaTrader terminal. The solution discussed helps to automate the optimization process by running optimizations in other terminals
Library for easy and quick development of MetaTrader programs (part X): Compatibility with MQL4 - Events of opening a position and activating pending orders
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the ninth part, we started
Extract profit down to the last pip
The article describes an attempt to combine theory with practice in the algorithmic trading field. Most of discussions concerning the creation of Trading Systems is connected with the use of historic
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the eighth part, we implemented the
Library for easy and quick development of MetaTrader programs (part VIII): Order and position modification events
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the seventh part, we added tracking
Grokking market "memory" through differentiation and entropy analysis
The scope of use of fractional differentiation is wide enough. For example, a differentiated series is usually input into machine learning algorithms. The problem is that it is necessary to display
Evaluating the ability of Fractal index and Hurst exponent to predict financial time series
Studies related to search for the fractal behavior of financial data suggest that behind the seemingly chaotic behavior of economic time series there are hidden stable mechanisms of participants'
Library for easy and quick development of MetaTrader programs (part VII): StopLimit order activation events, preparing the functionality for order and position modification events
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the sixth part, we trained the
Library for easy and quick development of MetaTrader programs (part VI): Netting account events
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the fifth part of the article
Applying OLAP in trading (part 2): Visualizing the interactive multidimensional data analysis results
In this article, we consider the creation of an interactive graphical interface for an MQL program, which is designed for the processing of account history and trading reports using OLAP techniques
Applying OLAP in trading (part 1): Online analysis of multidimensional data
The article describes how to create a framework for the online analysis of multidimensional data (OLAP), as well as how to implement this in MQL and to apply such analysis in the MetaTrader
Library for easy and quick development of MetaTrader programs (part V): Classes and collection of trading events, sending events to the program
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the fourth part, we tested tracking
Selection and navigation utility in MQL5 and MQL4: Adding data to charts
In this article, we will continue expanding the functionality of the utility. This time, we will add the ability to display data that simplifies our trading. In particular, we are going to add High
Library for easy and quick development of MetaTrader programs (part IV): Trading events
In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. We already have collections of
How to visualize multicurrency trading history based on HTML and CSV reports
Since its introduction, MetaTrader 5 provides multicurrency testing options. This possibility is often used by traders. However the function is not universal. The article presents several programs for
Studying candlestick analysis techniques (part IV): Updates and additions to Pattern Analyzer
The article presents a new version of the Pattern Analyzer application. This version provides bug fixes and new features, as well as the revised user interface. Comments and suggestions from previous
Using MATLAB 2018 computational capabilities in MetaTrader 5
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
MTF indicators as the technical analysis tool
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
Library for easy and quick development of MetaTrader programs (part III). Collection of market orders and positions, search and sorting
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
Extracting structured data from HTML pages using CSS selectors
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
Library for easy and quick development of MetaTrader programs (part II). Collection of historical orders and deals
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
Library for easy and quick development of MetaTrader programs (part I). Concept, data management and first results
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
Color optimization of trading strategies
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
MetaTrader 5 and Python integration: receiving and sending data
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
MQL Parsing by Means of MQL
The article describes a preprocessor, a scanner, and a parser to be used in parsing the MQL-based source codes. MQL implementation is attached
The power of ZigZag (part II). Examples of receiving, processing and displaying data
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
The power of ZigZag (part I). Developing the base class of the indicator
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
Practical application of correlations in trading
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
Practical Use of Kohonen Neural Networks in Algorithmic Trading. Part II. Optimizing and forecasting
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
Analyzing trading results using HTML reports
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