New MetaTrader 5 Platform build 4150: Trading report export and new machine learning methods in MQL5

[MetaQuotes]

The MetaTrader 5 platform update will be released on Thursday, January 18, 2024.

The new version provides the ability to save trading reports as HTML and PDF files. With this option, you can easily share your trading achievements with colleagues and investors. Another innovation enables the saving of the current Market Watch state to a file.

This build introduces new MQL5 functions for matrix and vector operations, which are used in machine learning. In addition, it provides improvements to the code profiler and strategy tester.

MetaTrader 5 Client Terminal

1. Terminal: Added export of trading reports to HTML and PDF files. With this option, you can easily share your trading achievements with colleagues and investors. New export commands are available in the File menu and in the report menu.
   

   
   
   

   
   
2. Terminal: Added ability to save the current state of the Market Watch window to a CSV file. To do this, select Export in the context menu. The file will save the metrics that are selected at the time of export. To save more data, enable additional columns through the context menu.
   

   
   

   
   
3. Terminal: Improved display of margin requirements in contract specifications. Now, instead of ratios and initial parameters for calculations, specifications display the final margin values. If the margin amount depends on the position volume, the corresponding levels will be shown in the dialog.
   

   
   

   
   The margin is calculated based on the instrument price at the time the specification window opens and is not updated in real-time. Therefore, the values should be considered indicative. To recalculate values based on current prices, reopen the instrument specification.
   
   
4. Terminal: Disabled support for the Signals service for demo accounts. To access enhanced statistics on your training accounts, use the new trading report. It features a plethora of metrics characterizing your strategy profitability and risks, including growth, balance and equity graphs, diagrams of trade distribution by direction and instruments, and much more.
   
5. Terminal: Fixed display of the potential profit/loss value when editing Take Profit and Stop Loss for Stop Limit orders.
6. Terminal: Fixes and improvements related to the operation of the Payment system.
7. Terminal: Fixed duplicate checks when loading a set of symbols in the Market Watch from a *.set file.
   
8. Terminal: Fixed web installer for Parallels. Now, when using this virtualization system on macOS with M1/M2/M3, the platform will be installed correctly.
   
9. Terminal: Updated user interface translations.
10. MQL5: Added new methods for operations with matrices and vectors, which are utilized in Machine Learning.
    
    
    • ConfusionMatrix — computes the error matrix. The method is applied to a vector of predicted values.
    • ConfusionMatrixMultilabel — computes the error matrix for each label. The method is applied to a vector of predicted values.
    • ClassificationMetric — computes the classification metric to evaluate the quality of the predicted data compared to the true data. The method is applied to a vector of predicted values.
    • ClassificationScore — computes the classification metric to evaluate the quality of the predicted data compared to the true data.
     
    
11. MQL5: Fixed data saving to a text file in the UTF-8 format using the FileWrite function.
12. MQL5: Disabled and deprecated Signal* functions. They will now return empty signal sets.
    
13. MetaEditor: Increased sampling rate for profiling. The profiler now captures application states 10,000 times per second, enabling more accurate measurement of function execution rates.
14. MetaEditor: Updated available models in the Copilot automatic coding assistant. Added ChatGPT-4 Turbo model, removed outdated implementations.
    
15. MetaEditor: Fixed errors when replacing words in a selected text fragment.
16. Tester: Fixed forward testing freezing, which could occur in generic optimization mode.
17. Tester: Optimized and accelerated operations with the trading history from MQL5 programs.
18. Tester: Fixed profit calculations for Close By operations. An error could occur for trading instruments not matching the main testing symbol.
19. Fixed errors reported in crash logs.

MetaTrader 5 Web Terminal

1. Fixed update of trading symbol properties upon the relevant property changes on the broker's side.
2. Fixed display of candlestick bodies on the chart. The chart could fail to display small bodies.
3. Fixed operation of the Country field in the account opening form.
   
   

The update will be available through the Live Update system.

[Nguyen Van Luong]

The MT5 currently supports 21 timeframes. I am looking forward to the day when MT5 supports 5 more timeframes (D2, D3, D4, W2 and W3) for better multi-time frame analysis when trading long term.

[Vladislav Boyko]

MetaQuotes:
MetaEditor: Updated available models in the Copilot automatic coding assistant. Added ChatGPT-4 Turbo model, removed outdated implementations.

What is the limit of tokens for sending?

A prompt of 2728 characters including spaces (not tokens) results in the following error:

Copilot too many tokens sent, change Maximum tokens according to the model 'gpt-4-1106-preview' limits in Tools->Options->Copilot (400) in 422 ms

The web version of chatgpt processes the same prompt without problems.

---

[Dhruvc]

The version seems to have some bugs regarding custom indicators.

When you apply any custom indicator to your chart the very first time, it works. But when you delete the indicator from indicator window or change the timeframes, it does not work.

The journal mentions that the indicator was "loaded successfully" on the chart on the selected timeframe, but its not visible.

The only option left is to restart mt5 and the custom indicators seems to work on the timeframe on which you applied before closing mt5. Again, when you change the timeframe or remove or apply the custom indicator, it does not work.

You can check this with any custom indicator.

platform details : 2024.01.19 18:47:15.229 Terminal Windows 10 build 19045, 8 x Intel Core i7-7700HQ  @ 2.80GHz, AVX2, 9 / 15 Gb memory, 830 / 931 Gb disk, UAC, GMT+5.

Please assist with the issue.

Thanks

[Dominik Egert]

According to documentation, it is possible to have user defined types.

https://www.mql5.com/en/docs/basis/types/typedef

This feature seems broken for normal types. (Broken in 4040 and beyond, checked 3003, broken, havent checked other versions)

typedef int INT;


//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{

    INT my_int_var = 4;

    return(INIT_FAILED);   
}

Result:

It still works for function pointer definitions.

[Dr Matthias Hammelsbeck]

typdef

Indeed there is some confusion about the applicability. 

In the book 

https://www.mql5.com/en/book/basis/functions/functions_typedef

you can read

"Unlike C++, where typedef has a much wider application, in MQL5 typedef is used only for function pointers."

[Sergey Golubev]

Everything is fine for me with this build especially with the custom indicators which is working good as with the old build:

So, not a problem with any custom indicators at all (I checked almost all custom indicators which I have in MT5).

[Lorentzos Roussos]

Hi

The covariance matrix has a limit and breaks EAs

Limit in covariance matrix library? - Moving Average, MA - Expert Advisors and Automated Trading - MQL5 programming forum

If there are shape limits please post them in the documentation 

[Adz trading]

Dhruvc #:

The version seems to have some bugs regarding custom indicators.

When you apply any custom indicator to your chart the very first time, it works. But when you delete the indicator from indicator window or change the timeframes, it does not work.

The journal mentions that the indicator was "loaded successfully" on the chart on the selected timeframe, but its not visible.

The only option left is to restart mt5 and the custom indicators seems to work on the timeframe on which you applied before closing mt5. Again, when you change the timeframe or remove or apply the custom indicator, it does not work.

You can check this with any custom indicator.

platform details : 2024.01.19 18:47:15.229 Terminal Windows 10 build 19045, 8 x Intel Core i7-7700HQ  @ 2.80GHz, AVX2, 9 / 15 Gb memory, 830 / 931 Gb disk, UAC, GMT+5.

Please assist with the issue.

Thanks

same probleme win 11 and mac ventura for dashborad indicator

[Igor Zizek]

Dhruvc #:

The version seems to have some bugs regarding custom indicators.

When you apply any custom indicator to your chart the very first time, it works. But when you delete the indicator from indicator window or change the timeframes, it does not work.

The journal mentions that the indicator was "loaded successfully" on the chart on the selected timeframe, but its not visible.

The only option left is to restart mt5 and the custom indicators seems to work on the timeframe on which you applied before closing mt5. Again, when you change the timeframe or remove or apply the custom indicator, it does not work.

You can check this with any custom indicator.

platform details : 2024.01.19 18:47:15.229 Terminal Windows 10 build 19045, 8 x Intel Core i7-7700HQ  @ 2.80GHz, AVX2, 9 / 15 Gb memory, 830 / 931 Gb disk, UAC, GMT+5.

Please assist with the issue.

Thanks

Same here after I change Timeframe:

[john carson]

just updated and all indicators are not functioning correctly, 

how do i fix this? or downgrade back to 2023 version?

please assist