Comparative analysis of 10 flat trading strategies
The article explores the advantages and disadvantages of trading in flat periods. The ten strategies created and tested within this article are based on the tracking of price movements inside a...
Applying the Monte Carlo method for optimizing trading strategies
Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article...
Deep Neural Networks (Part VI). Ensemble of neural network classifiers: bagging
The article discusses the methods for building and training ensembles of neural networks with bagging structure. It also determines the peculiarities of hyperparameter optimization for individual...
Expert Advisor featuring GUI: Creating the panel (part I)
Despite the fact that many traders still prefer manual trading, it is hardly possible to completely avoid the automation of routine operations. The article shows an example of developing a...
How to analyze the trades of the Signal selected in the chart
The trade Signals service develops in leaps and bounds. Trusting our funds to a signal provider, we would like to minimize the risk of losing our deposit. So how to puzzle out in this forest of trade...
Improving Panels: Adding transparency, changing background color and inheriting from CAppDialog/CWndClient
In this article, we continue studying the use of CAppDialog. Now we will learn how to set color for the background, borders and header of the dialog box. Also, this article provides a step-by-step...
Social Trading. Can a profitable signal be made even better?
Most subscribers choose a trade signal by the beauty of the balance curve and by the number of subscribers. This is why many today's providers care of beautiful statistics rather than of real signal...
Visual strategy builder. Creating trading robots without programming
This article presents a visual strategy builder. It is shown how any user can create trading robots and utilities without programming. Created Expert Advisors are fully functional and can be tested in...
Developing the oscillator-based ZigZag indicator. Example of executing a requirements specification
The article demonstrates the development of the ZigZag indicator in accordance with one of the sample specifications described in the article "How to prepare Requirements Specification when ordering...
Processing optimization results using the graphical interface
This is a continuation of the idea of processing and analysis of optimization results. This time, our purpose is to select the 100 best optimization results and display them in a GUI table. The user...
Random Decision Forest in Reinforcement learning
Random Forest (RF) with the use of bagging is one of the most powerful machine learning methods, which is slightly inferior to gradient boosting. This article attempts to develop a self-learning...
Developing multi-module Expert Advisors
MQL programming language allows implementing the concept of modular development of trading strategies. The article shows an example of developing a multi-module Expert Advisor consisting of separately...
ZUP - Universal ZigZag with Pesavento patterns. Search for patterns
The ZUP indicator platform allows searching for multiple known patterns, parameters for which have already been set. These parameters can be edited to suit your requirements. You can also create new...
Synchronizing several same-symbol charts on different timeframes
When making trading decisions, we often have to analyze charts on several timeframes. At the same time, these charts often contain graphical objects. Applying the same objects to all charts is...
Multi-symbol balance graph in MetaTrader 5
The article provides an example of an MQL application with its graphical interface featuring multi-symbol balance and deposit drawdown graphs based on the last test results.
Deep Neural Networks (Part V). Bayesian optimization of DNN hyperparameters
The article considers the possibility to apply Bayesian optimization to hyperparameters of deep neural networks, obtained by various training variants. The classification quality of a DNN with the...
Comparing speeds of self-caching indicators
The article compares the classic MQL5 access to indicators with alternative MQL4-style methods. Several varieties of MQL4-style access to indicators are considered: with and without the indicator...
How to create a graphical panel of any complexity level
The article features a detailed explanation of how to create a panel on the basis of the CAppDialog class and how to add controls to the panel. It provides the description of the panel structure and a...
Visualizing trading strategy optimization in MetaTrader 5
The article implements an MQL application with a graphical interface for extended visualization of the optimization process. The graphical interface applies the last version of EasyAndFast library....
How to create Requirements Specification for ordering an indicator
Most often the first step in the development of a trading system is the creation of a technical indicator, which can identify favorable market behavior patterns. A professionally developed indicator...
Money Management by Vince. Implementation as a module for MQL5 Wizard
The article is based on 'The Mathematics of Money Management' by Ralph Vince. It provides the description of empirical and parametric methods used for finding the optimal size of a trading lot. Also...
LifeHack for traders: Blending ForEach with defines (#define)
The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look...
Controlled optimization: Simulated annealing
The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing...
LifeHack for traders: Fast food made of indicators
If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented...
Custom Strategy Tester based on fast mathematical calculations
The article describes the way to create a custom strategy tester and a custom analyzer of the optimization passes. After reading it, you will understand how the math calculations mode and the...
Automatic construction of support and resistance lines
The article deals with automatic construction of support/resistance lines using local tops and bottoms of price charts. The well-known ZigZag indicator is applied to define these extreme values.
Testing patterns that arise when trading currency pair baskets. Part III
In this article, we finish testing the patterns that can be detected when trading currency pair baskets. Here we present the results of testing the patterns tracking the movement of pair's currencies...
The Channel Breakout pattern
Price trends form price channels that can be observed on financial symbol charts. The breakout of the current channel is one of the strong trend reversal signals. In this article, I suggest a way to...
How to reduce trader's risks
Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a...
Automatic Selection of Promising Signals
The article is devoted to the analysis of trading signals for the MetaTrader 5 platform, which enable the automated execution of trading operations on subscribers' accounts. Also, the article...
Risk Evaluation in the Sequence of Deals with One Asset. Continued
The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.
Night trading during the Asian session: How to stay profitable
The article deals with the concept of night trading, as well as trading strategies and their implementation in MQL5. We perform tests and make appropriate conclusions.
Momentum Pinball trading strategy
In this article, we continue to consider writing the code to trading systems described in a book by Linda B. Raschke and Laurence A. Connors “Street Smarts: High Probability Short-Term Trading...
Creating a custom news feed for MetaTrader 5
In this article we look at the possibility of creating a flexible news feed that offers more options in terms of the type of news and also its source. The article will show how a web API can be...
The NRTR indicator and trading modules based on NRTR for the MQL5 Wizard
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...
Testing patterns that arise when trading currency pair baskets. Part II
We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the...
Trading DiNapoli levels
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.
Creating a new trading strategy using a technology of resolving entries into indicators
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.
Resolving entries into indicators
Different situations happen in trader’s life. Often, the history of successful trades allows us to restore a strategy, while looking at a loss history we try to develop and improve it. In both cases,...
Using the Kalman Filter for price direction prediction
For successful trading, we almost always need indicators that can separate the main price movement from noise fluctuations. In this article, we consider one of the most promising digital filters, the...