Articles on trading system automation in MQL5

In this article, we develop a Crab Harmonic Pattern system in MQL5 that identifies bullish and bearish Crab harmonic patterns using pivot points and Fibonacci ratios, triggering trades with precise entry, stop loss, and take-profit levels. We incorporate visual feedback through chart objects like triangles and trendlines to display the XABCD pattern structure and trade levels.

This article teaches you how to create an Expert Advisor that detects support and resistance zones drawn on the chart and executes trades automatically based on them.

In this article we will discuss in detail how to write a risk manager class for manual trading from scratch. This class can also be used as a base class for inheritance by algorithmic traders who use automated programs.

Candlestick patterns help traders understand market psychology and identify trends in financial markets, they enable more informed trading decisions that can lead to better outcomes. In this article, we will explore how to use candlestick patterns with AI models to achieve optimal trading performance.

Unlock the potential of dynamic data representation in your trading strategies and utilities with our in-depth guide to creating movable GUIs in MQL5. Delve into the fundamental principles of object-oriented programming and discover how to design and implement single or multiple movable GUIs on the same chart with ease and efficiency.

This is a high-timeframe-based EA that makes long-term analyses, trading decisions, and executions based on higher-timeframe analyses of W1, D1, and MN. This article will explore in detail an EA that is specifically designed for long-term traders who are patient enough to withstand and hold their positions during tumultuous lower time frame price action without changing their bias frequently until take-profit targets are hit.

In this article, we create an MQL5-Telegram integrated Expert Advisor that sends moving average crossover signals to Telegram. We detail the process of generating trading signals from moving average crossovers, implementing the necessary code in MQL5, and ensuring the integration works seamlessly. The result is a system that provides real-time trading alerts directly to your Telegram group chat.

Discover the indispensable role of Support Vector Machines (SVM) in shaping the future of trading. This comprehensive guide explores how SVM can elevate your trading strategies, enhance decision-making, and unlock new opportunities in the financial markets. Dive into the world of SVM with real-world applications, step-by-step tutorials, and expert insights. Equip yourself with the essential tool that can help you navigate the complexities of modern trading. Elevate your trading game with SVM—a must-have for every trader's toolbox.

We continue studying distributed Q-learning. Today we will look at this approach from the other side. We will consider the possibility of using quantile regression to solve price prediction tasks.

Long Short-Term Memory (LSTM) is a type of recurrent neural network (RNN) designed to model sequential data by effectively capturing long-term dependencies and addressing the vanishing gradient problem. In this article, we will explore how to utilize LSTM to predict future trends, enhancing the performance of trend-following strategies. The article will cover the introduction of key concepts and the motivation behind development, fetching data from MetaTrader 5, using that data to train the model in Python, integrating the machine learning model into MQL5, and reflecting on the results and future aspirations based on statistical backtesting.

Master the power of VWAP with our comprehensive guide! Learn how to integrate VWAP analysis into your trading strategy using MQL5 and Python. Maximize your market insights and improve your trading decisions today.

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, I will check and optimize binary options strategies in MetaTrader 5.

The initial goal of this article is not to cover all the possibilities of Forex trading, but rather to adapt the system so that you can perform at least one market replay. We'll leave simulation for another moment. However, if we don't have ticks and only bars, with a little effort we can simulate possible trades that could happen in the Forex market. This will be the case until we look at how to adapt the simulator. An attempt to work with Forex data inside the system without modifying it leads to a range of errors.

Just because ticks are constantly flowing in doesn’t mean every moment is an opportunity to trade. Today, we take an in-depth study into the art of timing—focusing on developing a time isolation algorithm to help traders identify and trade within their most favorable market windows. Cultivating this discipline allows retail traders to synchronize more closely with institutional timing, where precision and patience often define success. Join this discussion as we explore the science of timing and selective trading through the analytical capabilities of MQL5.

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.

The article explores the possibility of improving price forecasting based on trading volume analysis by integrating technical analysis principles with LSTM neural network architecture. Particular attention is paid to the detection and interpretation of anomalous volumes, the use of clustering and the creation of features based on volumes and their definition in the context of machine learning.

Variables and data types are very important topics not only in MQL5 programming but also in any programming language. MQL5 variables and data types can be categorized as simple and advanced ones. In this article, we will identify and learn about advanced ones because we already mentioned simple ones in a previous article.

Training Transformer models requires large amounts of data and is often difficult since the models are not good at generalizing to small datasets. The SAMformer framework helps solve this problem by avoiding poor local minima. This improves the efficiency of models even on limited training datasets.

If we are going to automate periodic optimization, we need to think about auto updates of the settings of the EAs already running on the trading account. This should also allow us to run the EA in the strategy tester and change its settings within a single run.

This article details creating an MQL5 Market Regime Detection System using statistical methods like autocorrelation and volatility. It provides code for classes to classify trending, ranging, and volatile conditions and a custom indicator.

In this article, we implement automated trade entry using the MQL5 Economic Calendar by applying user-defined filters and time offsets to identify qualifying news events. We compare forecast and previous values to determine whether to open a BUY or SELL trade. Dynamic countdown timers display the remaining time until news release and reset automatically after a trade.

Let's continue creating the system and controls. Without the ability to control the service, it is difficult to move forward and improve the system.

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.

The study of the environment in reinforcement learning is a pressing problem. We have already looked at some approaches previously. In this article, we will have a look at yet another method based on maximizing the nuclear norm. It allows agents to identify environmental states with a high degree of novelty and diversity.

This article describes the fundamentals of portfolio-level statistical arbitrage. Its goal is to facilitate the understanding of the principles of statistical arbitrage to readers without deep math knowledge and propose a starting point conceptual framework. The article includes a working Expert Advisor, some notes about its one-year backtest, and the respective backtest configuration settings (.ini file) for the reproduction of the experiment.

This article introduces the new PSformer framework, which adapts the architecture of the vanilla Transformer to solving problems related to multivariate time series forecasting. The framework is based on two key innovations: the Parameter Sharing (PS) mechanism and the Segment Attention (SegAtt).