Simple solutions for handling indicators conveniently
In this article, I will describe how to make a simple panel to change the indicator settings directly from the chart, and what changes need to be made to the indicator to connect the panel. This article is intended for novice MQL5 users.
Automating Trading Strategies in MQL5 (Part 13): Building a Head and Shoulders Trading Algorithm
In this article, we automate the Head and Shoulders pattern in MQL5. We analyze its architecture, implement an EA to detect and trade it, and backtest the results. The process reveals a practical trading algorithm with room for refinement.
Day Trading Larry Connors RSI2 Mean-Reversion Strategies
Larry Connors is a renowned trader and author, best known for his work in quantitative trading and strategies like the 2-period RSI (RSI2), which helps identify short-term overbought and oversold market conditions. In this article, we’ll first explain the motivation behind our research, then recreate three of Connors’ most famous strategies in MQL5 and apply them to intraday trading of the S&P 500 index CFD.
MQL5 Wizard Techniques you should know (Part 58): Reinforcement Learning (DDPG) with Moving Average and Stochastic Oscillator Patterns
Moving Average and Stochastic Oscillator are very common indicators whose collective patterns we explored in the prior article, via a supervised learning network, to see which “patterns-would-stick”. We take our analyses from that article, a step further by considering the effects' reinforcement learning, when used with this trained network, would have on performance. Readers should note our testing is over a very limited time window. Nonetheless, we continue to harness the minimal coding requirements afforded by the MQL5 wizard in showcasing this.
Master MQL5 from beginner to pro (Part V): Fundamental control flow operators
This article explores the key operators used to modify the program's execution flow: conditional statements, loops, and switch statements. Utilizing these operators will allow the functions we create to behave more "intelligently".
Introduction to MQL5 (Part 14): A Beginner's Guide to Building Custom Indicators (III)
Learn to build a Harmonic Pattern indicator in MQL5 using chart objects. Discover how to detect swing points, apply Fibonacci retracements, and automate pattern recognition.
Build Self Optimizing Expert Advisors in MQL5 (Part 6): Self Adapting Trading Rules (II)
This article explores optimizing RSI levels and periods for better trading signals. We introduce methods to estimate optimal RSI values and automate period selection using grid search and statistical models. Finally, we implement the solution in MQL5 while leveraging Python for analysis. Our approach aims to be pragmatic and straightforward to help you solve potentially complicated problems, with simplicity.
Neural Networks in Trading: Hierarchical Vector Transformer (HiVT)
We invite you to get acquainted with the Hierarchical Vector Transformer (HiVT) method, which was developed for fast and accurate forecasting of multimodal time series.
From Basic to Intermediate: WHILE and DO WHILE Statements
In this article, we will take a practical and very visual look at the first loop statement. Although many beginners feel intimidated when faced with the task of creating loops, knowing how to do it correctly and safely can only come with experience and practice. But who knows, maybe I can reduce your troubles and suffering by showing you the main issues and precautions to take when using loops in your code.
Automating Trading Strategies in MQL5 (Part 12): Implementing the Mitigation Order Blocks (MOB) Strategy
In this article, we build an MQL5 trading system that automates order block detection for Smart Money trading. We outline the strategy’s rules, implement the logic in MQL5, and integrate risk management for effective trade execution. Finally, we backtest the system to assess its performance and refine it for optimal results.
Developing a Replay System (Part 62): Playing the service (III)
In this article, we will begin to address the issue of tick excess that can impact application performance when using real data. This excess often interferes with the correct timing required to construct a one-minute bar in the appropriate window.
Bacterial Chemotaxis Optimization (BCO)
The article presents the original version of the Bacterial Chemotaxis Optimization (BCO) algorithm and its modified version. We will take a closer look at all the differences, with a special focus on the new version of BCOm, which simplifies the bacterial movement mechanism, reduces the dependence on positional history, and uses simpler math than the computationally heavy original version. We will also conduct the tests and summarize the results.
Neural Networks in Trading: Unified Trajectory Generation Model (UniTraj)
Understanding agent behavior is important in many different areas, but most methods focus on just one of the tasks (understanding, noise removal, or prediction), which reduces their effectiveness in real-world scenarios. In this article, we will get acquainted with a model that can adapt to solving various problems.
Data Science and ML (Part 35): NumPy in MQL5 – The Art of Making Complex Algorithms with Less Code
NumPy library is powering almost all the machine learning algorithms to the core in Python programming language, In this article we are going to implement a similar module which has a collection of all the complex code to aid us in building sophisticated models and algorithms of any kind.
From Basic to Intermediate: IF ELSE
In this article we will discuss how to work with the IF operator and its companion ELSE. This statement is the most important and significant of those existing in any programming language. However, despite its ease of use, it can sometimes be confusing if we have no experience with its use and the concepts associated with it. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
Developing a Replay System (Part 61): Playing the service (II)
In this article, we will look at changes that will allow the replay/simulation system to operate more efficiently and securely. I will also not leave without attention those who want to get the most out of using classes. In addition, we will consider a specific problem in MQL5 that reduces code performance when working with classes, and explain how to solve it.
Price Action Analysis Toolkit Development (Part 18): Introducing Quarters Theory (III) — Quarters Board
In this article, we enhance the original Quarters Script by introducing the Quarters Board, a tool that lets you toggle quarter levels directly on the chart without needing to revisit the code. You can easily activate or deactivate specific levels, and the EA also provides trend direction commentary to help you better understand market movements.

Exploring Advanced Machine Learning Techniques on the Darvas Box Breakout Strategy
The Darvas Box Breakout Strategy, created by Nicolas Darvas, is a technical trading approach that spots potential buy signals when a stock’s price rises above a set "box" range, suggesting strong upward momentum. In this article, we will apply this strategy concept as an example to explore three advanced machine learning techniques. These include using a machine learning model to generate signals rather than to filter trades, employing continuous signals rather than discrete ones, and using models trained on different timeframes to confirm trades.

Resampling techniques for prediction and classification assessment in MQL5
In this article, we will explore and implement, methods for assessing model quality that utilize a single dataset as both training and validation sets.

From Novice to Expert: Support and Resistance Strength Indicator (SRSI)
In this article, we will share insights on how to leverage MQL5 programming to pinpoint market levels—differentiating between weaker and strongest price levels. We will fully develop a working, Support and Resistance Strength Indicator (SRSI).

USD and EUR index charts — example of a MetaTrader 5 service
We will consider the creation and updating of USD index (USDX) and EUR index (EURX) charts using a MetaTrader 5 service as an example. When launching the service, we will check for the presence of the required synthetic instrument, create it if necessary, and place it in the Market Watch window. The minute and tick history of the synthetic instrument is to be created afterwards followed by the chart of the created instrument.

A New Approach to Custom Criteria in Optimizations (Part 1): Examples of Activation Functions
The first of a series of articles looking at the mathematics of Custom Criteria with a specific focus on non-linear functions used in Neural Networks, MQL5 code for implementation and the use of targeted and correctional offsets.

Tabu Search (TS)
The article discusses the Tabu Search algorithm, one of the first and most well-known metaheuristic methods. We will go through the algorithm operation in detail, starting with choosing an initial solution and exploring neighboring options, with an emphasis on using a tabu list. The article covers the key aspects of the algorithm and its features.

MQL5 Wizard Techniques you should know (Part 57): Supervised Learning with Moving Average and Stochastic Oscillator
Moving Average and Stochastic Oscillator are very common indicators that some traders may not use a lot because of their lagging nature. In a 3-part ‘miniseries' that considers the 3 main forms of machine learning, we look to see if this bias against these indicators is justified, or they might be holding an edge. We do our examination in wizard assembled Expert Advisors.

Price Action Analysis Toolkit Development (Part 17): TrendLoom EA Tool
As a price action observer and trader, I've noticed that when a trend is confirmed by multiple timeframes, it usually continues in that direction. What may vary is how long the trend lasts, and this depends on the type of trader you are, whether you hold positions for the long term or engage in scalping. The timeframes you choose for confirmation play a crucial role. Check out this article for a quick, automated system that helps you analyze the overall trend across different timeframes with just a button click or regular updates.

Creating a Trading Administrator Panel in MQL5 (Part IX): Code Organization (III): Communication Module
Join us for an in-depth discussion on the latest advancements in MQL5 interface design as we unveil the redesigned Communications Panel and continue our series on building the New Admin Panel using modularization principles. We'll develop the CommunicationsDialog class step by step, thoroughly explaining how to inherit it from the Dialog class. Additionally, we'll leverage arrays and ListView class in our development. Gain actionable insights to elevate your MQL5 development skills—read through the article and join the discussion in the comments section!

Developing a multi-currency Expert Advisor (Part 17): Further preparation for real trading
Currently, our EA uses the database to obtain initialization strings for single instances of trading strategies. However, the database is quite large and contains a lot of information that is not needed for the actual EA operation. Let's try to ensure the EA's functionality without a mandatory connection to the database.

Neural Networks in Trading: A Complex Trajectory Prediction Method (Traj-LLM)
In this article, I would like to introduce you to an interesting trajectory prediction method developed to solve problems in the field of autonomous vehicle movements. The authors of the method combined the best elements of various architectural solutions.

From Basic to Intermediate: Passing by Value or by Reference
In this article, we will practically understand the difference between passing by value and passing by reference. Although this seems like something simple and common and not causing any problems, many experienced programmers often face real failures in working on the code precisely because of this small detail. Knowing when, how, and why to use pass by value or pass by reference will make a huge difference in our lives as programmers. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.

Data Science and ML (Part 34): Time series decomposition, Breaking the stock market down to the core
In a world overflowing with noisy and unpredictable data, identifying meaningful patterns can be challenging. In this article, we'll explore seasonal decomposition, a powerful analytical technique that helps separate data into its key components: trend, seasonal patterns, and noise. By breaking data down this way, we can uncover hidden insights and work with cleaner, more interpretable information.

Automating Trading Strategies in MQL5 (Part 11): Developing a Multi-Level Grid Trading System
In this article, we develop a multi-level grid trading system EA using MQL5, focusing on the architecture and algorithm design behind grid trading strategies. We explore the implementation of multi-layered grid logic and risk management techniques to handle varying market conditions. Finally, we provide detailed explanations and practical tips to guide you through building, testing, and refining the automated trading system.

An introduction to Receiver Operating Characteristic curves
ROC curves are graphical representations used to evaluate the performance of classifiers. Despite ROC graphs being relatively straightforward, there exist common misconceptions and pitfalls when using them in practice. This article aims to provide an introduction to ROC graphs as a tool for practitioners seeking to understand classifier performance evaluation.

Developing a Replay System (Part 60): Playing the Service (I)
We have been working on just the indicators for a long time now, but now it's time to get the service working again and see how the chart is built based on the data provided. However, since the whole thing is not that simple, we will have to be attentive to understand what awaits us ahead.

Neural Networks in Trading: State Space Models
A large number of the models we have reviewed so far are based on the Transformer architecture. However, they may be inefficient when dealing with long sequences. And in this article, we will get acquainted with an alternative direction of time series forecasting based on state space models.

Price Action Analysis Toolkit Development (Part 16): Introducing Quarters Theory (II) — Intrusion Detector EA
In our previous article, we introduced a simple script called "The Quarters Drawer." Building on that foundation, we are now taking the next step by creating a monitor Expert Advisor (EA) to track these quarters and provide oversight regarding potential market reactions at these levels. Join us as we explore the process of developing a zone detection tool in this article.

MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase
Discover how to effortlessly import and utilize the History Manager EX5 library in your MQL5 source code to process trade histories in your MetaTrader 5 account in this series' final article. With simple one-line function calls in MQL5, you can efficiently manage and analyze your trading data. Additionally, you will learn how to create different trade history analytics scripts and develop a price-based Expert Advisor as practical use-case examples. The example EA leverages price data and the History Manager EX5 library to make informed trading decisions, adjust trade volumes, and implement recovery strategies based on previously closed trades.

William Gann methods (Part III): Does Astrology Work?
Do the positions of planets and stars affect financial markets? Let's arm ourselves with statistics and big data, and embark on an exciting journey into the world where stars and stock charts intersect.

Multiple Symbol Analysis With Python And MQL5 (Part 3): Triangular Exchange Rates
Traders often face drawdowns from false signals, while waiting for confirmation can lead to missed opportunities. This article introduces a triangular trading strategy using Silver’s pricing in Dollars (XAGUSD) and Euros (XAGEUR), along with the EURUSD exchange rate, to filter out noise. By leveraging cross-market relationships, traders can uncover hidden sentiment and refine their entries in real time.

Cycles and Forex
Cycles are of great importance in our lives. Day and night, seasons, days of the week and many other cycles of different nature are present in the life of any person. In this article, we will consider cycles in financial markets.

MQL5 Wizard Techniques you should know (Part 56): Bill Williams Fractals
The Fractals by Bill Williams is a potent indicator that is easy to overlook when one initially spots it on a price chart. It appears too busy and probably not incisive enough. We aim to draw away this curtain on this indicator by examining what its various patterns could accomplish when examined with forward walk tests on all, with wizard assembled Expert Advisor.