MQL4 and MQL5 Programming Articles

In this new article in our series, we will learn about a new technical tool that may be useful in our trading. It is the Awesome Oscillator (AO) indicator. We will learn how to design a trading system by this indicator.

The article considers the probabilistic price field evolution equation and the upcoming price spike criterion. It also reveals the essence of price values on charts and the mechanism for the occurrence of a random walk of these values.

A new article in our series about how to design a trading system by the most popular technical indicator. In this article, we will learn how to do that by the Relative Vigor Index indicator.

In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.

Here is a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will present how to create a trading system by the DeMarker indicator.

We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.

Finally, the visual system will start working, although it will not yet be completed. Here we will finish making the main changes. There will be quite a few of them, but they are all necessary. Well, the whole work will be quite interesting.

Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).

As a continuation of this series of articles, let's consider another type of problems within unsupervised learning methods: mining association rules. This problem type was first used in retail, namely supermarkets, to analyze market baskets. In this article, we will talk about the applicability of such algorithms in trading.

There are minor things to cover on the feed-forward neural network before we are through, the design being one of them. Let's see how we can build and design a flexible neural network to our inputs, the number of hidden layers, and the nodes for each of the network.

We continue to implement the new order system. The creation of such a system requires a good command of MQL5, as well as an understanding of how the MetaTrader 5 platform actually works and what resources it provides.

In this article, we will develop a graphical order system of the "look what happens" type. Please note that we are not starting from scratch this time, but we will modify the existing system by adding more objects and events on the chart of the asset we are trading.

Metamodels in machine learning: Auto creation of trading systems with little or no human intervention — The model decides when and how to trade on its own.

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator as we will learn in this article about a new technical indicator and how we can design a trading system by it and this indicator is the Bull's Power indicator.

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator here is a new article about learning how to design a trading system by Bear's Power technical indicator.

Many people love them but a few understand the whole operations behind Neural Networks. In this article I will try to explain everything that goes behind closed doors of a feed-forward multi-layer perception in plain English.

In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders.

Welcome to a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will learn about a new technical indicator and how to create a trading system using the Force Index indicator.

In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.

This is the first part of the new order system. Since we started documenting this EA in our articles, it has undergone various changes and improvements while maintaining the same on-chart order system model.

Welcome to our new article from our series about learning how to design a trading system by the most popular technical indicator. Through this new article, we will learn how to design a trading system by the Chaikin Oscillator indicator.

In this article we continue considering how to obtain data from the web and to use it in an Expert Advisor. This time we will proceed to developing an alternative system.

The gradient descent plays a significant role in training neural networks and many machine learning algorithms. It is a quick and intelligent algorithm despite its impressive work it is still misunderstood by a lot of data scientists let's see what it is all about.

In the previous article, we have created a class for data clustering. In this article, I want to share variants of the possible application of obtained results in solving practical trading tasks.

Knowing how to input data from the Web into an Expert Advisor is not so obvious. It is not so easy to do without understanding all the possibilities offered by MetaTrader 5.

The article provides the foundations of a mathematically rigorous price movement and market functioning theory. Up to the present, we have not had any mathematically rigorous price movement theory. Instead, we have had to deal with experience-based assumptions stating that the price moves in a certain way after a certain pattern. Of course, these assumptions have been supported neither by statistics, nor by theory.

We continue to consider the clustering method. In this article, we will create a new CKmeans class to implement one of the most common k-means clustering methods. During tests, the model managed to identify about 500 patterns.

Here is a new article in our series about how to design a trading system by the most popular technical indicators in MetaTrader 5 trading platform. In this new article, we will learn how to design a trading system by Standard Deviation indicator.

How to access online data via MetaTrader 5? There are a lot of websites and places on the web, featuring a huge amount information. What you need to know is where to look and how best to use this information.

Today we will add some more resources to our EA. This interesting article can provide some new ideas and methods of presenting information. At the same time, it can assist in fixing minor flaws in your projects.

It has been more than a year since I published my last article. This is quite a lot time to revise ideas and to develop new approaches. In the new article, I would like to divert from the previously used supervised learning method. This time we will dip into unsupervised learning algorithms. In particular, we will consider one of the clustering algorithms—k-means.

The article offers a new perspective on indicator interfaces. I am going to focus on convenience. Having tried dozens of different trading strategies over the years, as well as having tested hundreds of different indicators, I have come to some conclusions I want to share with you in this article.

A new article in our series about learning how to design a trading system by the most popular technical indicators by MQL5 to be used in the MetaTrader 5. In this article, we will learn how to design a trading system by the Williams' %R indicator.