Articles on trading system automation in MQL5

How about creating a system that would allow us to study the market when it is closed or even to simulate market situations? Here we are going to start a new series of articles in which we will deal with this topic.

The Multi-Currency Expert Advisor in this article is an Expert Advisor or Trading Robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than one symbol pair from only one symbol chart. In this article we will use signals from two indicators, in this case Bollinger Bands® on Keltner Channel.

Embark on a compelling exploration where financial analysis meets algorithmic trading as we unravel the art of seamlessly uniting R and MetaTrader 5. This article is your guide to bridging the realms of analytical finesse in R with the formidable trading capabilities of MetaTrader 5.

This article is about moral expectation. We will look at several examples of its use in trading, as well as the results that can be achieved with its help.

A new article about a new important topic which is dealing with date and time. As traders or programmers of trading tools, it is very crucial to understand how to deal with these two aspects date and time very well and effectively. So, I will share some important information about how we can deal with date and time to create effective trading tools smoothly and simply without any complicity as much as I can.

The metabar-based indicator detected more candles than the conventional one. Let's check if this provides real benefit in the automated trading.

In the previous article, we created a tool for creating and editing the architecture of neural networks. Today we will continue working on this tool. We will try to make it more user friendly. This may see, top be a step away form our topic. But don't you think that a well organized workspace plays an important role in achieving the result.

This time, let's try a different approach to achieve the 1 minute goal. However, this task is not as simple as one might think.

Markov chains are a powerful mathematical tool that can be used to model and forecast time series data in various fields, including finance. In financial time series modelling and forecasting, Markov chains are often used to model the evolution of financial assets over time, such as stock prices or exchange rates. One of the main advantages of Markov chain models is their simplicity and ease of use.

Alan Andrews is one of the most famous "educators" of the modern world in the field of trading. His "pitchfork" is included in almost all modern quote analysis programs. But most traders do not use even a fraction of the opportunities that this tool provides. Besides, Andrews' original training course includes a description not only of the pitchfork (although it remains the main tool), but also of some other useful constructions. The article provides an insight into the marvelous chart analysis methods that Andrews taught in his original course. Beware, there will be a lot of images.

Today we will continue to develop the new order system. It is not that easy to implement a new system as we often encounter problems which greatly complicate the process. When these problems appear, we have to stop and re-analyze the direction in which we are moving.

There are a lot of people who do not know how to program but they are quite creative and have great ideas. However, the lack of programming knowledge prevents them from implementing these ideas. Let's see together how to create a Chart Trade using the MetaTrader 5 platform itself, as if it were an IDE.

Here is a new article about how to create a custom indicator. This time we will work with the True Strength Index (TSI) and will create an Expert Advisor based on it.

Neural networks are an ultimate tool in traders' toolkit. Let's check if this assumption is true. MetaTrader 5 is approached as a self-sufficient medium for using neural networks in trading. A simple explanation is provided.

There is still one task which our order system is not up to, but we will FINALLY figure it out. The MetaTrader 5 provides a system of tickets which allows creating and correcting order values. The idea is to have an Expert Advisor that would make the same ticket system faster and more efficient.

In this article, we continue discussing methods for collecting data into a training set. Obviously, the learning process requires constant interaction with the environment. However, situations can be different.

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.

Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders.

We will continue to build a system for working in the FOREX market. In order to solve this problem, we must first declare the loading of ticks before loading the previous bars. This solves the problem, but at the same time forces the user to follow some structure in the configuration file, which, personally, does not make much sense to me. The reason is that by designing a program that is responsible for analyzing and executing what is in the configuration file, we can allow the user to declare the elements he needs in any order.

Today we will construct the second part of the Times & Trade system for market analysis. In the previous article "Times & Trade (I)" we discussed an alternative chart organization system, which would allow having an indicator for the quickest possible interpretation of deals executed in the market.

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.