This article is about what you can not see in a backtest report, what you should expect using automated trading software, how to manage your money if you are using expert advisors, and how to cover a significant loss to remain in the trading activity when you are using automated procedures.
We continue to study unsupervised learning algorithms. Some readers might have questions regarding the relevance of recent publications to the topic of neural networks. In this new article, we get back to studying neural networks.
A new article from our series about how to create simple trading systems by the most popular technical indicators. We will learn about a new one which is the Accelerator Oscillator indicator and we will learn how to design a trading system using it.
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.
Matrices and vectors have been introduced in MQL5 for efficient operations with mathematical solutions. The new types offer built-in methods for creating concise and understandable code that is close to mathematical notation. Arrays provide extensive capabilities, but there are many cases in which matrices are much more efficient.
In this new article in our series, we will learn about a new technical tool that may be useful in our trading and it is the Awesome Oscillator (AO) indicator. We will learn how to design a trading system by this indicator.
The article considers the probabilistic price field evolution equation and the upcoming price spike criterion. It also reveals the essence of price values on charts and the mechanism for the occurrence of a random walk of these values.
A new article in our series about how to design a trading system by the most popular technical indicator. In this article, we will learn how to do that by the Relative Vigot Index indicator.
In this article, I will fix the names of WinForms object class methods and create Button and RadioButton WinForms objects.
In this article, I will consider the possibility of upgrading the CCI indicator. Besides, I will present a modification of the indicator.
Here is a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will present how to create a trading system by the DeMarker indicator.
We continue considering association rules. In the previous article, we have discussed theoretical aspect of this type of problem. In this article, I will show the implementation of the FP Growth method using MQL5. We will also test the implemented solution using real data.
Finally, the visual system will start working, although it will not yet be completed. Here we will finish making the main changes. There will be quite a few of them, but they are all necessary. Well, the whole work will be quite interesting.
Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).
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.
There are minor things to cover on the feed-forward neural network before we are through, the design being one of them. Let's see how we can build and design a flexible neural network to our inputs, the number of hidden layers, and the nodes for each of the network.
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, we will develop a graphical order system of the "look what happens" type. Please note that we are not starting from scratch this time, but we will modify the existing system by adding more objects and events on the chart of the asset we are trading.
Metamodels in machine learning: Auto creation of trading systems with little or no human intervention — The model decides when and how to trade on its own.
Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator as we will learn in this article about a new technical indicator and how we can design a trading system by it and this indicator is the Bull's Power indicator.
Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator here is a new article about learning how to design a trading system by Bear's Power technical indicator.
Many people love them but a few understand the whole operations behind Neural Networks. In this article I will try to explain everything that goes behind closed doors of a feed-forward multi-layer perception in plain English.
In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders.
The article considers creation of 'GroupBox' and 'CheckBox' WinForms objects, as well as the development of base objects for WinForms object categories. All created objects are still static, i.e. they are unable to interact with the mouse.
Welcome to a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will learn about a new technical indicator and how to create a trading system using the Force Index indicator.
This article provides a method to create complex indicators while also avoiding the problems that arise when dealing with multiple plots, buffers and/or combining data from multiple sources.
In this part we continue discussing Artificial Intelligence models. Namely, we study unsupervised learning algorithms. We have already discussed one of the clustering algorithms. In this article, I am sharing a variant of solving problems related to dimensionality reduction.
This is the first part of the new order system. Since we started documenting this EA in our articles, it has undergone various changes and improvements while maintaining the same on-chart order system model.
Welcome to our new article from our series about learning how to design a trading system by the most popular technical indicator. Through this new article, we will learn how to design a trading system by the Chaikin Oscillator indicator.
In this article we continue considering how to obtain data from the web and to use it in an Expert Advisor. This time we will proceed to developing an alternative system.
The gradient descent plays a significant role in training neural networks and many machine learning algorithms. It is a quick and intelligent algorithm despite its impressive work it is still misunderstood by a lot of data scientists let's see what it is all about.
The article considers the development of an MQL5 Expert Advisor (EA) for MetaTrader 5 aimed at working on MOEX. The EA is to follow a grid strategy while trading on MOEX using MetaTrader 5 terminal. The EA involves closing positions by stop loss and take profit, as well as removing pending orders in case of certain market conditions.
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.
Knowing how to input data from the Web into an Expert Advisor is not so obvious. It is not so easy to do without understanding all the possibilities offered by MetaTrader 5.
The article provides the foundations of a mathematically rigorous price movement and market functioning theory. Up to the present, we have not had any mathematically rigorous price movement theory. Instead, we have had to deal with experience-based assumptions stating that the price moves in a certain way after a certain pattern. Of course, these assumptions have been supported neither by statistics, nor by theory.
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.
Here is a new article in our series about how to design a trading system by the most popular technical indicators in MetaTrader 5 trading platform. In this new article, we will learn how to design a trading system by Standard Deviation indicator.
In the current article, I will create the class of the WinForms text label control object. Such an object will have the ability to position its container anywhere, while its own functionality will repeat the functionality of the MS Visual Studio text label. We will be able to set font parameters for a displayed text.
How to access online data via MetaTrader 5? There are a lot of websites and places on the web, featuring a huge amount information. What you need to know is where to look and how best to use this information.
In the article, I will continue my work on the Panel WinForms object and implement its auto resizing to fit the general size of Dock objects located inside the panel. Besides, I will add the new properties to the Symbol library object.