Usefull links/threads/tools - page 6

 

Brokers


The forum

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Slippage


The forum

  1. Slippage in Forex Explained - mini-article on post
  2. Slippage during copy trading and this thread
  3. Question about slippage affecting TP or SL - the forum thread

CodeBase

  1. SlipPage - script for MetaTrader 5 (script for MT5)
  2. TradeAlgorithms - library for MetaTrader 5  (library for MT5)
  3. Stop Loss and Take Profit Scripts - script for MetaTrader 4  (scripts for MT4)
  4. MM % volatility - script for MetaTrader 4  (script for MT4)
  5. more here

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How does a broker work?
How does a broker work?
  • 2017.11.04
  • www.mql5.com
Please suggest me a good book in these areas: ECN/STP, A Book/B Book, Bridge, Interbank / Intermarket, Trading managment system and How does a brok...
 

Arbitrage

CodeBase

      The articles

          The blogs

            The market

            • many in search here
            Trade-Arbitrage
            Trade-Arbitrage
            • www.mql5.com
            Lets consider how does it work on EURUSD. Imagine that we have two synthetic pairs EURUSDx and EURUSDy. They have similar dynamics, so if we open two opposite positions on these pairs we will have a hedged position. In the experssion presented above we know the value of the first bracket (BUY EURUSDx and SELL EURUSDy). Trade-Arbitrage expert...
             

            Custom Symbols


            The forum

            1. New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols - the thread (announcement)
            2. How to create custom symbols and feed it's chart data from a remote server in real time- small thread 
            3. Upcoming Article on generating Non-Standard charts (such as Renko), using MT5’s “Custom Symbols” (similar to “Offline Charts” in MT4) - forum thread
            4. and more here

            The articles

            1. MQL5 Cookbook: Trading strategy stress testing using custom symbols - Metatrader 5
            2. Creating and testing custom symbols in MetaTrader 5 - Metatrader 5
            3. How to create and test custom MOEX symbols in MetaTrader 5 - Metatrader 5
            4. Modeling time series using custom symbols according to specified distribution laws - Metatrader 5
            5. more here

            CodeBase

            1. Renko 2.0 Offline - library for MetaTrader 5
            2. Renko 2.0 ATR - library for MetaTrader 5
            3. ThirdPartyTicks - script for MetaTrader 5 
            4. RenkoChart - expert for MetaTrader 5
            5. Symbol - library for MetaTrader 5
            6. Renko 2.0 - indicator for MetaTrader 5
            7. and more here

            Documentation

            1. Custom symbols 
            2. List of MQL5 Functions
            3. CustomSymbolCreate
            4. CustomSymbolSetString
            5. more here

            Metatrader 5 Help

            1. MetaTrader 5 Build 1640: creating and testing custom symbols 
            2. Custom Financial Instruments - For Advanced Users - Trading Operations
            3. MetaTrader 5 Build 1730: projects in MetaEditor and Synthetic financial instruments
            4. and more here

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            Coin Toss Trading


            The forum

            1. The Coin Toss Method - forum thread with method described
            2. Forex Casino EA - forum thread with the EAs (please note that Eas should be improved/fixed for new builds of MT4).
            3. Taking Neural Networks to the next level - discussion thread
            4. Some new ideas for your next trading system - the thread with ideas
            5. more here

            The articles

            1. Statistical Distributions in MQL5 - taking the best of R and making it faster - Metatrader 5
            2. Random Walk and the Trend Indicator- Metatrader 5
            3. Random Decision Forest in Reinforcement learning - Metatrader 5
            4. The Random Sandbox - Metatrader 5
            5. more here

            CodeBase

            1. Coin Toss Trading - script for MetaTrader 5
            2. Random N positions - expert for MetaTrader 5 
            3. Coin Flip - expert for MetaTrader 5
            4. Coin Flipping EA - expert for MetaTrader 4
            5. Coin Flip - expert for MetaTrader 4 
            6. A Really Random Robot - expert for MetaTrader 5
            7. Random - expert for MetaTrader 4
            8. more here

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            Forex Casino
            Forex Casino
            • 2010.01.19
            • www.mql5.com
            Hi, I this thread I plan to represent some interesting EAs with Casino Games Strategies (Roulette for example...
             

            ONNX and  MQL5 Copilot


            The forum

            1. MetaTrader 5 Python User Group - the summary (about ONNX as well)
            2. MetaEditor, Open AI and ChatGPT - summary thread (excluding ONNX)
            3. Learning ONNX for trading - key forum thread about ONNX
            4. Practical examples: this page

            The articles

            1. How to use ONNX models in MQL5 - Metatrader 5 
            2. Developing a robot in Python and MQL5 (Part 1): Data preprocessing - Metatrader 5
            3. Overcoming ONNX Integration Challenges - Metatrader 5
            4. Python, ONNX and MetaTrader 5: Creating a RandomForest model with RobustScaler and PolynomialFeatures data preprocessing - Metatrader 5
            5. Seasonality Filtering and time period for Deep Learning ONNX models with python for EA - Metatrader 5
            6. Cross-validation and basics of causal inference in CatBoost models, export to ONNX format - Metatrader 5
            7. Working with ONNX models in float16 and float8 formats - Metatrader 5
            8. Data label for time series mining (Part 6):Apply and Test in EA Using ONNX - Metatrader 5
            9. Evaluating ONNX models using regression metrics - MT5
            10. An example of how to ensemble ONNX models in MQL5 - Metatrader 5
            11. Wrapping ONNX models in classes - Metatrader 5
            12. OpenAI's ChatGPT features within the framework of MQL4 and MQL5 development - Metatrader 5
            13. Classification models in the Scikit-Learn library and their export to ONNX - Metatrader 5 
            14. Mastering ONNX: The Game-Changer for MQL5 Traders - Metatrader 5
            15. Causal inference in time series classification problems - Metatrader 5
            16. Regression models of the Scikit-learn Library and their export to ONNX - Metatrader 5
            17. Spurious Regressions in Python - Metatrader 5

              CodeBase

              1. Information about the ONNX model's inputs and outputs - script for MetaTrader 5
              2. ONNX trader - expert for MetaTrader 5
              3. Get info about inputs and outputs of onnx-model - script for MetaTrader 5

              Documentation

              1. ONNX models in machine learning (MT5)

              Learning ONNX for trading - the video:

              1. ONNX Runtime - post  #60
              2. Converting Models to #ONNX Format - post  #61
              3. ONNX – open format for machine learning models​ - post #62
              4. (Deep) Machine Learned Model Deployment with ONNX - post  #63
              5. Recurrent Neural Networks | LSTM Price Movement Predictions For Trading Algorithms- post 
              6. Artificial Intelligence Full Course | Artificial Intelligence Tutorial for Beginners | Edureka - post  #230
              7. Open Neural Network Exchange (ONNX):
                7.1. Introduction to ONNX - Tutorial 1 - post
                7.2. Challenges in Deep Learning - Tutorial 2 - post
                7.3. All about ONNX - Tutorial 3 - post
                7.4. Design principles - Tutorial 4 - post
                7.5. ONNX file format - Tutorial 5 - post
                7.6. ONNX Data Type - Tutorial 6 - post
                7.7. Machine Learning Example - Tutorial 7 - post
                7.8. ONNX Runtime - Tutorial 8 - post
                7.9. ONNX Model Zoo - Tutorial 9 - post
                7.10. ONNX Model Zoo Demo - Tutorial 10 - post
                7.11. PyTorch to Tensorflow Demo - Tutorial 11 - post
              8. MIT Introduction to Deep Learning:
                8.1. Introduction to Deep Learning - Lecture 1 - post
                8.2. Recurrent Neural Networks and Transformers -  Lecture 2 - post
                8.3. Convolutional Neural Networks - Lecture 3 - post 
                8.4. Deep Generative Modeling -  Lecture 4 - post
                8.5. Reinforcement Learning -  Lecture 5 - post
                8.6. Deep Learning New Frontiers -  Lecture 6 - post
                8.7. LiDAR for Autonomous Driving -  Lecture 7 - post
                8.8. Automatic Speech Recognition -  Lecture 8 - post
                8.9. AI for Science -  Lecture 9 - post
                8.10. Uncertainty in Deep Learning -  Lecture 10 - post

                Information about the ONNX model's inputs and outputs
                Information about the ONNX model's inputs and outputs
                • www.mql5.com
                The script obtains information about the number, types and sizes of input and output tensors in an ONNX model
                 

                Market Profile


                The forum

                • Market Statistics (Volume Histogram, VWAP with SD bands) - the thread
                • Kevin 'Huddy' Hudson - The Basics of Market Profile - edicational video: post
                • How to use market statistics histogram - the thread
                • market_statistics_jurik indicator (for MT4) - post  
                • Forex Market Profile - the thread  

                The articles

                CodeBase

                Blog

                   
                  Market Statistics (Volume Histogram, VWAP with SD bands) - My second indicator is created to follow Jperl's Market Statistics thread on Traders Laboratory
                  Market Statistics (Volume Histogram, VWAP with SD bands) - My second indicator is created to follow Jperl's Market Statistics thread on Traders Laboratory
                  • 2010.05.23
                  • www.mql5.com
                  And this indicator is created to be able to follow jperl's market statistics thread on traders laboratory. Actually this indicator is developed based on thread series of jperl's at traders laboratory. I posted these indicators also there but i believe most of the people at traders laboratory dont use metatrader