Articles on trading system automation in MQL5

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 profitable trading on completely different instruments traded on fundamentally different markets.

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 represented in the MetaTrader 5 trading platform by price charts.

In this article we will continue dealing with the OLAP technology applied to trading. We will expand the functionality presented in the first two articles. This time we will consider the operational analysis of quotes. We will put forward and test the hypotheses on trading strategies based on aggregated historical data. The article presents Expert Advisors for studying bar patterns and adaptive trading.

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 is a base object for storing data on history orders and deals, as well as on market orders and positions. Now we will develop all the necessary objects for storing account history data in collections.

This article starts a new series about the creation of the DoEasy library for easy and fast program development. In the current article, we will implement the library functionality for accessing and working with symbol timeseries data. We are going to create the Bar object storing the main and extended timeseries bar data, and place bar objects to the timeseries list for convenient search and sorting of the objects.

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 object class.

In this article, we will further develop the idea of drawing graphical objects on charts using keyboard shortcuts. New tools have been added to the library, including a straight line plotted through arbitrary vertices, and a set of rectangles that enable the evaluation of the reversal time and level. Also, the article shows the possibility to optimize code for improved performance. The implementation example has been rewritten, allowing the use of Shortcuts alongside other trading programs. Required code knowledge level: slightly higher than a beginner.

In my previous article, I mentioned the importance of identifying the trend which is the direction of prices. In this article I will share one of the most important concepts and indicators which is the Momentum indicator. I will share how to design a trading system based on this Momentum indicator.

This article continues the series of publications on a universal Expert Advisor model. This part describes in detail the original event model based on centralized data processing, and considers the structure of the CStrategy base class of the engine.

Recently MetaTrader 4 and MetaTrader 5 user received an opportunity to become a Signals Provider and earn additional profit. Now, you can display your trading success on your web site, blog or social network page using the new widgets. The benefits of using widgets are obvious: they increase the Signals Providers' popularity, establish their reputation as successful traders, as well as attract new Subscribers. All traders placing widgets on other web sites can enjoy these benefits.

This article shows you how to build an Object-Oriented Expert Advisor from scratch, from conceiving a theoretical trading idea to programming a MQL5 EA that makes that idea real in the empirical world. Learning by doing is IMHO a solid approach to succeed, so I am showing a practical example in order for you to see how you can order your ideas to finally code your Forex robots. My goal is also to invite you to adhere the OO principles.

I am not a professional programmer. And thus, the principle of "going from the simple to the complex" is of primary importance to me when I am working on trading system development. What exactly is simple for me? First of all, it is the visualization of the process of creating the system, and the logic of its work. Also, it is a minimum of handwritten code. In this article, I will attempt to create and test the trading system, based on a Matlab package, and then write an Expert Advisor for MetaTrader 5. The historical data from MetaTrader 5 will be used for the testing process.

The article provides the description of the technology aimed at increasing the effectiveness of any automated trading system. It provides a brief explanation of the idea, as well as its underlying basics, possibilities and disadvantages.

We begin testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's see how oversold/overbought level breakthrough patterns are applied in practice.

Thomas DeMark Sequential is good at showing balance changes in the price movement. This is especially evident if we combine its signals with a level indicator, for example, Murray levels. The article is intended mostly for beginners and those who still cannot find their "Grail". I will also display some features of building levels that I have not seen on other forums. So, the article will probably be useful for advanced traders as well... Suggestions and reasonable criticism are welcome...

Analyse and examples of techniques how trading analysis can be performed on MetaTrader 5 platform, but executed by MetaTrader 4. Article will show you how to create simple signal provider in your MetaTrader 5, and connect to it with multiple clients, even running MetaTrader 4. Also you will find out how you can follow participants of Automated Trading Championship in your real MetaTrader 4 account.

Traders often talk about trends and flats but very few of them really understand what a trend/flat really is and even fewer are able to clearly explain these concepts. Discussing these basic terms is often beset by a solid set of prejudices and misconceptions. However, if we want to make profit, we need to understand the mathematical and logical meaning of these concepts. In this article, I will take a closer look at the essence of trend and flat, as well as try to define whether the market structure is based on trend, flat or something else. I will also consider the most optimal strategies for making profit on trend and flat markets.

Determing the broker offset and GMT automatically. Instead of asking the support of your broker, from whom you will probably receive an insufficient answer (who would be willing to explain a missing hour), we simply look ourselves how they time their prices in the weeks of the time changes — but not cumbersome by hand, we let a program do it — why do we have a PC after all.

A proverbial wisdom often attributed to various famous people says: "He who makes no mistakes never makes anything." Unless you consider idleness itself a mistake, this statement is hard to argue with. But you can always analyze the past mistakes (your own and of others) to minimize the number of your future mistakes. We are going to attempt to review possible situations arising when executing jobs in the same-name service.

The article considers several methods of applying the Moving Average indicator. Each method involving a curve analysis is accompanied by indicators visualizing the idea. In most cases, the ideas shown here belong to their respected authors. My sole task was to bring them together to let you see the main approaches and, hopefully, make more reasonable trading decisions. MQL5 proficiency level — basic.

In the last part of the series of articles about the CStrategy trading engine, we will consider simultaneous operation of multiple trading algorithms, will learn to load strategies from XML files, and will present a simple panel for selecting Expert Advisors from a single executable module, and managing their trading modes.

In this article, we continue our learning series — this time we will learn how to design a trading system using one of the most popular and useful indicators, which is the Stochastic Oscillator indicator, to build a new block in our knowledge of basics.

In this second article, we will continue to study neural networks and will consider an example of using our created CNet class in Expert Advisors. We will work with two neural network models, which show similar results both in terms of training time and prediction accuracy.

This article describes a new approach to hedging of positions and draws the line in the debates between users of MetaTrader 4 and MetaTrader 5 about this matter. It is a continuation of the first part: "Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal Panel, Part 1". In the second part, we discuss integration of custom Expert Advisors with HedgeTerminalAPI, which is a special visualization library designed for bi-directional trading in a comfortable software environment providing tools for convenient position management.

Would you like to see an hourly chart with bars opening from the second and the fifth minute of the hour? What does a redrawn chart look like when the opening time of bars is changing every minute? What advantages does trading on such charts have? You will find answers to these questions in this article.

In this article, we will develop a grider EA for trading in a trend direction within a range. Thus, the EA is to be suited mostly for Forex and commodity markets. According to the tests, our grider showed profit since 2018. Unfortunately, this is not true for the period of 2014-2018.

We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the combined WPR graph crossing the moving average. If the answer is yes, we should consider the appropriate usage methods.

An algorithm of statistical protection of open positive swap positions from unwanted price movements. This article features a variant of the carry trade protection strategy that allows to compensate for potential risk of the price movement in the direction opposite to that of the open position.

In this article I will address the possibilities of creating customized indicators with candlesticks, pointing out their advantages and disadvantages.

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. In the previous article, we discussed the first steps that anyone needs to understand before proceeding to creating an Expert Advisor that trades automatically. We considered the concepts and the structure.