Timeseries in DoEasy library (part 42): Abstract indicator buffer object class
In this article, we start the development of the indicator buffer classes for the DoEasy library. We will create the base class of the abstract buffer which is to be used as a foundation for the
Native Twitter Client for MT4 and MT5 without DLL
Ever wanted to access tweets and/or post your trade signals on Twitter ? Search no more, these on-going article series will show you how to do it without using any DLL. Enjoy the journey of
Timeseries in DoEasy library (part 41): Sample multi-symbol multi-period indicator
In the article, we will consider a sample multi-symbol multi-period indicator using the timeseries classes of the DoEasy library displaying the chart of a selected currency pair on a selected
Continuous Walk-Forward Optimization (Part 7): Binding Auto Optimizer's logical part with graphics and controlling graphics from the program
This article describes the connection of the graphical part of the auto optimizer program with its logical part. It considers the optimization launch process, from a button click to task redirection
Timeseries in DoEasy library (part 40): Library-based indicators - updating data in real time
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
Developing a cross-platform grid EA: testing a multi-currency EA
Markets dropped down by more that 30% within one month. It seems to be the best time for testing grid- and martingale-based Expert Advisors. This article is an unplanned continuation of the series
Continuous Walk-Forward Optimization (Part 6): Auto optimizer's logical part and structure
We have previously considered the creation of automatic walk-forward optimization. This time, we will proceed to the internal structure of the auto optimizer tool. The article will be useful for all
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2
This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional
Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events
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
Multicurrency monitoring of trading signals (Part 4): Enhancing functionality and improving the signal search system
In this part, we expand the trading signal searching and editing system, as well as introduce the possibility to use custom indicators and add program localization. We have previously created a basic
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1
This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow
Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program
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
Multicurrency monitoring of trading signals (Part 3): Introducing search algorithms
In the previous article, we developed the visual part of the application, as well as the basic interaction of GUI elements. This time we are going to add internal logic and the algorithm of trading
Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports
The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also
Timeseries in DoEasy library (part 37): Timeseries collection - database of timeseries by symbols and periods
The article deals with the development of the timeseries collection of specified timeframes for all symbols used in the program. We are going to develop the timeseries collection, the methods of
Continuous Walk-Forward Optimization (Part 5): Auto Optimizer project overview and creation of a GUI
This article provides further description of the walk-forward optimization in the MetaTrader 5 terminal. In previous articles, we considered methods for generating and filtering the optimization
Forecasting Time Series (Part 2): Least-Square Support-Vector Machine (LS-SVM)
This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test
Projects assist in creating profitable trading robots! Or at least, so it seems
A big program starts with a small file, which then grows in size as you keep adding more functions and objects. Most robot developers utilize include files to handle this problem. However, there is a
Continuous Walk-Forward Optimization (Part 4): Optimization Manager (Auto Optimizer)
The main purpose of the article is to describe the mechanism of working with our application and its capabilities. Thus the article can be treated as an instruction on how to use the application. It
Timeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods
In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all
Forecasting Time Series (Part 1): Empirical Mode Decomposition (EMD) Method
This article deals with the theory and practical use of the algorithm for forecasting time series, based on the empirical decomposition mode. It proposes the MQL implementation of this method and
Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list
This article starts a new series about the creation of the DoEasy library for easy and fast program development. In the current article, we will implement the library functionality for accessing and
Multicurrency monitoring of trading signals (Part 2): Implementation of the visual part of the application
In the previous article, we created the application framework, which we will use as the basis for all further work. In this part, we will proceed with the development: we will create the visual part
Applying network functions, or MySQL without DLL: Part II - Program for monitoring changes in signal properties
In the previous part, we considered the implementation of the MySQL connector. In this article, we will consider its application by implementing the service for collecting signal properties and the
Library for easy and quick development of MetaTrader programs (part XXXIV): Pending trading requests - removing and modifying orders and positions under certain conditions
In this article, we will complete the description of the pending request trading concept and create the functionality for removing pending orders, as well as modifying orders and positions under
Applying network functions, or MySQL without DLL: Part I - Connector
MetaTrader 5 has received network functions recently. This opened up great opportunities for programmers developing products for the Market. Now they can implement things that required dynamic
How to create 3D graphics using DirectX in MetaTrader 5
3D graphics provide excellent means for analyzing huge amounts of data as they enable the visualization of hidden patterns. These tasks can be solved directly in MQL5, while DireсtX functions allow
Library for easy and quick development of MetaTrader programs (part XXXIII): Pending trading requests - closing positions under certain conditions
We continue the development of the library functionality featuring trading using pending requests. We have already implemented sending conditional trading requests for opening positions and placing
Applying OLAP in trading (part 3): Analyzing quotes for the development of trading strategies
In this article we will continue dealing with the OLAP technology applied to trading. We will expand the functionality presented in the first two articles. This time we will consider the operational
Library for easy and quick development of MetaTrader programs (part XXXII): Pending trading requests - placing orders under certain conditions
We continue the development of the functionality allowing users to trade using pending requests. In this article, we are going to implement the ability to place pending orders under certain
Library for easy and quick development of MetaTrader programs (part XXXI): Pending trading requests - opening positions under certain conditions
Starting with this article, we are going to develop a functionality allowing users to trade using pending requests under certain conditions, for example, when reaching a certain time limit, exceeding
Multicurrency monitoring of trading signals (Part 1): Developing the application structure
In this article, we will discuss the idea of creating a multicurrency monitor of trading signals and will develop a future application structure along with its prototype, as well as create its
Econometric approach to finding market patterns: Autocorrelation, Heat Maps and Scatter Plots
The article presents an extended study of seasonal characteristics: autocorrelation heat maps and scatter plots. The purpose of the article is to show that "market memory" is of seasonal nature, which
Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to Auto Optimizer
The third part serves as a bridge between the previous two parts: it describes the mechanism of interaction with the DLL considered in the first article and the objects for report downloading, which
Library for easy and quick development of MetaTrader programs (part XXX): Pending trading requests - managing request objects
In the previous article, we have created the classes of pending request objects corresponding to the general concept of library objects. This time, we are going to deal with the class allowing the
Library for easy and quick development of MetaTrader programs (part XXIX): Pending trading requests - request object classes
In the previous articles, we checked the concept of pending trading requests. A pending request is, in fact, a common trading order executed by a certain condition. In this article, we are going to
Neural Networks Made Easy
Artificial intelligence is often associated with something fantastically complex and incomprehensible. At the same time, artificial intelligence is increasingly mentioned in everyday life. News about
Library for easy and quick development of MetaTrader programs (part XXVIII): Closure, removal and modification of pending trading requests
This is the third article about the concept of pending requests. We are going to complete the tests of pending trading requests by creating the methods for closing positions, removing pending orders
SQLite: Native handling of SQL databases in MQL5
The development of trading strategies is associated with handling large amounts of data. Now, you are able to work with databases using SQL queries based on SQLite directly in MQL5. An important
Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot
The first article within the Walk-Through Optimization series described the creation of a DLL to be used in our auto optimizer. This continuation is entirely devoted to the MQL5 language