Articles on trading system automation in MQL5

The article gives a description of ways of use of the multiple regression analysis for development of trading systems. It demonstrates the use of the regression analysis for strategy search automation. A regression equation generated and integrated in an EA without requiring high proficiency in programming is given as an example.

In previous articles within this series, we tried various methods for creating a more or less profitable grid Expert Advisor. Now we will try to increase the EA profitability through diversification. Our ultimate goal is to reach 100% profit per year with the maximum balance drawdown no more than 20%.

The article provides the description of a simple HTML code parsing library using third-party components. In particular, it covers the possibilities of accessing data which cannot be retrieved using GET and POST requests. We will select a website with not too large pages and will try to obtain interesting data from this site.

The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these events in custom programs. The "New tick" class is used to determine the need to update timeseries for the non-current chart symbol and periods.

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The article dwells on gaps — significant differences between a close price of a previous timeframe and an open price of the next one, as well as on forecasting a daily bar direction. Applying the GetOpenFileName function by the system DLL is considered as well.

We continue our discussion of the patterns traders can come across while trading currency baskets. In this part, we will consider the patterns formed when using combined trend indicators. Indicators based on a currency index are to be used as the analytical tool.

The concept of diversification of assets on financial markets is quiet old, and has always attracted beginner traders. In this article, the author proposes a maximally simple approach to a construction of a multi-currency Expert Advisor, for an initial introduction to this direction of trading strategies.

In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot.

The article considers one of the variants for Expert Advisor practical realization to trade DiNapoli levels using MQL5 standard tools. Its performance is tested and conclusions are made.

In this article, we will continue analyzing the algorithms of the CStrategy trading engine. The third part of the series contains the detailed analysis of examples of how to develop specific trading strategies using this approach. Special attention is paid to auxiliary algorithms — Expert Advisor logging system and data access using a conventional indexer (Close[1], Open[0] etc.)

This is the must read article for anyone wanting to improve their programming career. This article series is aimed at making you the best programmer you can possibly be, no matter how experienced you are. The discussed ideas work for MQL5 programming newbies as well as professionals.

In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating strategies based on a combination of NRTR with additional trend confirmation indicators.

The article arranges the work of an account object on a new base object of all library objects, improves the CBaseObj base object and tests setting tracked parameters, as well as receiving events for any library objects.

Efficiency of any trading robot depends on the correct selection of its parameters (optimization). However, parameters that are considered optimal for one time interval may not retain their effectiveness in another period of trading history. Besides, EAs showing profit during tests turn out to be loss-making in real time. The issue of continuous optimization comes to the fore here. When facing plenty of routine work, humans always look for ways to automate it. In this article, I propose a non-standard approach to solving this issue.

The article deals with applying DoEasy library for creating multi-symbol multi-period indicators. We are going to prepare the library classes to work within indicators and test creating timeseries to be used as data sources in indicators. We will also implement creating and sending timeseries events.

On the occasion of the MQL5 Freelance Service fourth birthday, we have prepared an info-graphic demonstrating the service results for the entire time of its existence. The figures speak for themselves: more than 10 000 orders worth about $600,000 in total have been executed to date, while 3 000 customers and 300 developers have already used the service.

Random Walk looks very similar to the real market data, but it has some significant features. In this article we will consider the properties of Random Walk, simulated using the coin-tossing game. To study the properties of the data, the trendiness indicator is developed.

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The article deals with a simple approach to creating an automated trading system based on the chart linear markup and offers a ready-made Expert Advisor using the standard properties of the MetaTrader 4 and 5 objects and supporting the main trading operations.

This article considers using the Rattle package for automatic search of patterns for predicting long and short positions of currency pairs on Forex. This article can be useful both for novice and experienced traders.

Analysis of the trade history and plotting distribution charts of trading results in HTML depending on position entry time. The charts are displayed in three sections - by hours, by days of the week and by months.

The article provides a critical examination of regular divergence and efficiency of various indicators. In addition, it contains filtering options for an increased analysis accuracy and features description of non-standard solutions. As a result, we will create a new tool for solving the technical task.

In this article, I will share with you one of the methods of how to trade bands. This time we will consider Envelopes and will see how easy it is to create some strategies based on the Envelopes.

The article compares the time and results of Expert Advisors' optimization using genetic algorithms and those obtained by simple search.

The generator of trading strategies of the MQL5 Wizard greatly simplifies testing of trading ideas. The article describes how to develop a custom risk and money management module and enable it in the MQL5 Wizard. As an example we've considered a money management algorithm, in which the size of the trade volume is determined by the results of the previous deal. The structure and format of description of the created class for the MQL5 Wizard are also discussed in the article.

The article presents a new version of the Pattern Analyzer application. This version provides bug fixes and new features, as well as the revised user interface. Comments and suggestions from previous article were taken into account when developing the new version. The resulting application is described in this article.

The main difference of the trading system proposed in the article is the use of mathematical tools for analyzing stock quotes. The system applies digital filtering and spectral estimation of discrete time series. The theoretical aspects of the strategy are described and a test Expert Advisor is created.

The article proposes Kagi chart indicator with various charting options and additional functions. Also, indicator charting principle and its MQL5 implementation features are considered. The most popular cases of its implementation in trading are displayed - Yin/Yang exchange strategy, pushing away from the trend line and consistently increasing "shoulders"/decreasing "waists".

In the article, we continue the development of the trading class by implementing the control over incorrect trading order parameter values and voicing trading events.

After we send a trading order to the server, we need to check the error codes or the absence of errors. In this article, we will consider handling errors returned by the trade server and prepare for creating pending trading requests.

The article describes a method of modifying the code of a trading signal module for the implementation of the functionality allowing you to set pending orders at any distance from the current price: it may be the Close or Open price of the previous bar or the value of the moving average. There are plenty of options. Important is that you can set any opening price for a pending order. This article will be useful to traders who trade with pending orders.

The article suggests a technology helping everyone to create custom trading strategies by assembling an individual indicator set, as well as to develop custom market entry signals.

The article considers the development of a simple multi-period indicator based on the DoEasy library. Let's improve the timeseries classes to receive data from any timeframes to display it on the current chart period.