Discussion of article "How to create and test custom MOEX symbols in MetaTrader 5"

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New article How to create and test custom MOEX symbols in MetaTrader 5 has been published:

The article describes the creation of a custom exchange symbol using the MQL5 language. In particular, it considers the use of exchange quotes from the popular Finam website. Another option considered in this article is the possibility to work with an arbitrary format of text files used in the creation of the custom symbol. This allows working with any financial symbols and data sources. After creating a custom symbol, we can use all the capabilities of the MetaTrader 5 Strategy Tester to test trading algorithms for exchange instruments.

The two basic types of financial markets include exchange and over-the-counter markets. We can enjoy the OTC Forex trading using modern MetaTrader and MetaEditor tools, which are constantly being further improved. In addition to trading automation, these tools enable comprehensive testing of trading algorithms using historical data.

What about using our own ideas for exchange trading? Some exchange trading terminals have built-in programming languages. For example, the popular Transaq terminal features the ATF (Advanced Trading Facility) programming language. But, of course, it cannot be compared with MQL5. Moreover, it does not have any strategy testing functionality. A good solution is to obtain exchange data and optimize trading algorithms in the MetaTrader strategy tester.

This can be done through the creation of custom symbols.

Author: Dmitrii Troshin

 

Thanks to the author for an interesting approach. It's a pity that not ticks were imported, from which you can build minutes on the fly. It's also a pity that there is no OOP... but that's already a bias....

Personally, I liked the solution of date and time format.

A small remark. The files for the examples in the article are in the MQL5.zip archive. The unzipped sources are also located here....

 
Denis Kirichenko:

Thanks to the author for an interesting approach. It's a pity that not ticks were imported, from which you can build minutes on the fly. It's also a pity that there is no OOP... but that's already an addiction....

Personally, I liked the solution of date and time format.

A small remark. The files for the examples in the article are in the MQL5.zip archive. And there are unzipped sources here as well....

When I started writing, it seemed to be two lines of code - redo date, redo time. That's why without OOP :)

 
Something and don't need to import, some of the mmvb shares are in the terminal at brokers and metaquot.
 

Although it is easier to use financial instruments - analogues of exchange shares (in the form of cfd), which many brokers have in the Metatrader platform,

This is very interesting information for understanding the specifics of the stock exchange, and understanding the differences from the forex market.

Thanks to the author for the article!

 

I don't know whether to open a secret or not.... but MICEX brokers have MetaTrader in their available terminals. Just open a demo account if you don't have a real one and test)

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