Developing Multicurrency Expert Advisor - source codes from the article series - library for MetaTrader 5

This series of articles is in the process of being written. As it progresses, source code from new articles will be added to this library.

It is recommended that you review the code in the order in which the articles are released to better track the development and changes made.

At this stage, the general layout of the library looks like this:

Example of test results from an article:

List of published articles with a detailed explanation of the development process:

• Developing a Multicurrency Expert Advisor (Part 1): Multiple Trading Strategies Working Together.
  There are quite a lot of different trading strategies. From the point of view of risk diversification and increasing the stability of trading results, it can be useful to use several strategies working in parallel. But if each strategy is implemented as a separate Expert Advisor, it becomes much more difficult to manage their joint work on one trading account. To solve this problem, it is desirable to implement the work of different trading strategies in one Expert Advisor.
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• Developing a multicurrency Expert Advisor (Part 2): Transition to virtual positions of trading strategies
  Let's continue the development of a multicurrency Expert Advisor with several strategies working in parallel. Let's try to transfer all the work related to opening market positions from the level of strategies to the level of the Expert Advisor that manages strategies. The strategies themselves will trade only virtually, without opening market positions.
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• Developing a multicurrency Expert Advisor (Part 3): Revision of the architecture
  We have already made some progress in developing a multicurrency Expert Advisor with several strategies working in parallel. Taking into account our experience we will revise the architecture of our solution and try to improve it before we go too far ahead.
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• Developing a multicurrency Expert Advisor (part 4): Pending virtual orders and state saving
  Having started developing a multicurrency Expert Advisor, we have already achieved some results and managed to make several iterations of code improvements. However, our Expert Advisor could not work with pending orders and resume work after restarting the terminal. Let's add these features.
  
  
• Developing a multicurrency Expert Advisor (Part 5):Variable position size
  In previous parts, the Expert Advisor being developed had the ability to use only a fixed position size for trading. This is acceptable for testing, but undesirable when trading on a live account. Let's make it possible to trade with variable position size.
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• Developing a multicurrency Expert Advisor (Part 6): Automate the selection of a group of instances (in process)
  After optimising a trading strategy, we get sets of parameters based on which we can create several instances of trading strategies combined in one Expert Advisor. We used to do it manually, but now we will try to automate this process.
  
  
• Developing a multicurrency Expert Advisor (Part 7): Selecting a group with the forward period taken into account (in plans)