Articles on strategy testing in MQL5

We continue our new series on Market-Positioning, where we study particular assets, with specific trade directions over manageable test windows. We started this by considering Nvidia Corp stock in the last article, where we covered 5 signal patterns from the complimentary pairing of the RSI and DeMarker oscillators. For this article, we cover the remaining 5 patterns and also delve into multi-pattern options that not only feature untethered combinations of all ten, but also specialized combinations of just a pair.

If everything seemed right to you up to this point, it means you're not really thinking about the long term, when you start developing applications. Over time you will no longer need to program new applications, you will just have to make them work together. So let's see how to finish assembling the mouse indicator.

In the previous article, we completed the necessary introduction to SQL. And, in my opinion, we properly clarified what we wanted to show and explain about SQL. This was done so that anyone who comes to look at the market replay/simulation system being built can at least get an idea of what may be happening there. The point is that there is no sense in programming things that SQL handles perfectly.

This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.

This article demonstrates how to build a reusable prop‑firm evaluation module for MQL5 Expert Advisors and export results to an HTML dashboard. The module monitors balance and equity during backtests, simulates single or rolling challenges, checks profit target, daily and overall drawdown, and minimum trading days, then outputs both a terminal summary and a browser‑readable report.

Many people tend to underestimate SQL, or even not use it at all, because they do not fully understand how it actually works. When running queries against an SQL database, we are not always looking for a universal answer; in some cases, we need a very specific and practical answer. If a database is created with a proper structure and data model, almost any type of information can be integrated into it.

In the previous article, I showed how to proceed in order to add a query mechanism. This was needed so that, inside MQL5 code, you could fully use SQL and retrieve results using an SQL SELECT query. But there is still one last function we need to implement. This is the DatabaseReadBind function. Since understanding it properly requires a slightly more detailed explanation, it was decided to cover it not in the previous article, but in today's article. So, since the topic will be fairly extensive, let us proceed directly to the next section.

In today's article we will begin studying the use of SQL in MQL5 code. We will also look at how to create a database. Or, more precisely, how to create a SQLite database file using the features built into MQL5. We will also see how to create a table, and then how to establish a relationship between tables by using primary and foreign keys. All of this, once again, will be done with MQL5. We will see how easy it is to create code that can later be migrated to other SQL implementations by using a class that helps hide the implementation being created. And, most importantly, we will see that at various points we may face the risk that something will go wrong when using SQL. This happens because, in MQL5 code, SQL code will always be placed inside a string.

Here we will start bringing together different components or applications that were previously completely isolated from each other. Chart Trade, the mouse indicator, and the Expert Advisor had already been linked to one another, but there was still no way to directly display on the chart the positions open on the trading server, which are often managed through a system of opposing orders. From this point on, this becomes possible, opening the way for various ideas and future implementations. Although we are only beginning to put these components into operation, we already have a direction for further development.