ForumSections

List of changes in MetaTrader 5 Client Terminal builds - page 23

New comment

Forum on trading, automated trading systems and testing trading strategies

MetaTrader 5 Platform build 3390: Float in OpenCL and in mathematical functions, Activation and Loss methods for machine learning

MetaQuotes, 2022.07.14 17:28

The MetaTrader 5 platform update will be released on Thursday, August 4, 2022. The update will feature the following changes:

  1. Terminal: Added automatic opening of a tutorial during the first connection to a trading account. This will assist beginners in learning trading basics and in exploring platform features. The tutorial is divided into several sections, each of which provides brief information on a specific topic. The topic completion progress is shown with a blue line.

    Added automatic opening of a tutorial during the first connection to a trading account

  2. Terminal: Fixed 'Close profitable'/'Close losing' bulk operations. Previously, the platform used opposite positions if they existed. For example, if you had two losing Buy positions for EURUSD and one profitable Sell position for EURUSD, all three positions would be closed during the 'Close losing' bulk operation. Buy and Sell would be closed by a 'Close by' operation, while the remaining Buy would be closed by a normal operation. Now the commands operate properly: they only close the selected positions, either profitable or losing.

  3. Terminal: Fixed display of negative historical prices. Such prices will appear correctly for all timeframes.
  4. Terminal: Optimized and significantly reduced system resource consumption by the terminal.
  5. Terminal: Updated fundamental database for trading instruments. The number of data aggregators available for exchange instruments has been expanded to 15. Users will be able to access information on even more tickers via the most popular economic aggregators.


    Updated fundamental database for trading instruments

    About 7,000 securities and more than 2,000 ETFs are listed on the global exchange market. Furthermore, exchanges provide futures and other derivatives. The MetaTrader 5 platform offers access to a huge database of exchange instruments. To access the relevant fundamental data, users can switch to the selected aggregator's website in one click directly from the Market Watch. For convenience, the platform includes a selection of information sources for each financial instrument.


  6. Terminal: Fixed Stop Loss and Take Profit indication in the new order placing window. For FIFO accounts, stop levels will be automatically set in accordance with the stop levels of existing open positions for the same instrument. This procedure is required to comply with the FIFO rule.

  7. MQL5: Mathematical functions can now be applied to matrices and vectors.

    We continue expanding algorithmic trading and machine learning capabilities in the MetaTrader 5 platform. Previously, we have added new data types: matrices and vectors, which eliminate the need to use arrays for data processing. More than 70 methods have been added to MQL5 for operations with these data types. The new methods enable linear algebra and statistics calculations in a single operation. Multiplication, transformation and systems of equations can be implemented easily, without extra coding. The latest update includes mathematical functions.

    Mathematical functions were originally designed to perform relevant operations on scalar values. From this build and onward, most of the functions can be applied to matrices and vectors. These include MathAbs, MathArccos, MathArcsin, MathArctan, MathCeil, MathCos, MathExp, MathFloor, MathLog, MathLog10, MathMod, MathPow, MathRound, MathSin, MathSqrt, MathTan, MathExpm1, MathLog1p, MathArccosh, MathArcsinh, MathArctanh, MathCosh, MathSinh, and MathTanh. Such operations imply element-wise handling of matrices and vectors. Example:
    //---
  matrix a= {{1, 4}, {9, 16}};
  Print("matrix a=\n",a);

  a=MathSqrt(a);
  Print("MatrSqrt(a)=\n",a);
  /*
   matrix a=
   [[1,4]
    [9,16]]
   MatrSqrt(a)=
   [[1,2]
    [3,4]]
  */
    For MathMod and MathPow, the second element can be either a scalar or a matrix/vector of the appropriate size.

    The following example shows how to calculate the standard deviation by applying math functions to a vector.
    //+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
 {
//--- Use the initializing function to populate the vector
  vector r(10, ArrayRandom); // Array of random numbers from 0 to 1
//--- Calculate the average value
  double avr=r.Mean();       // Array mean value
  vector d=r-avr;            // Calculate an array of deviations from the mean
  Print("avr(r)=", avr);
  Print("r=", r);
  Print("d=", d);
  vector s2=MathPow(d, 2);   // Array of squared deviations
  double sum=s2.Sum();       // Sum of squared deviations
//--- Calculate standard deviation in two ways
  double std=MathSqrt(sum/r.Size());
  Print(" std(r)=", std);
  Print("r.Std()=", r.Std());    
 }
/*
  avr(r)=0.5300302133243813
  r=[0.8346201971495713,0.8031556138798182,0.6696676534318063,0.05386516922513505,0.5491195410016175,0.8224433118686484,...
  d=[0.30458998382519,0.2731254005554369,0.1396374401074251,-0.4761650440992462,0.01908932767723626,0.2924130985442671, ...
   std(r)=0.2838269732183663
  r.Std()=0.2838269732183663
*/ 
//+------------------------------------------------------------------+
//| Fills the vector with random values                              |
//+------------------------------------------------------------------+
void ArrayRandom(vector& v)
 {
  for(ulong i=0; i<v.Size(); i++)
    v[i]=double(MathRand())/32767.;
 }

  8. MQL5: Added support in template functions for notations matrix<double>, matrix<float>, vector<double>, vector<float> instead of the corresponding matrix, matrixf, vector and vectorf types.

  9. MQL5: Improved mathematical functions for operations with the float type. The newly implemented possibility to apply mathematical functions to 'float' matrix and vectors has enabled an improvement in mathematical functions applied to 'float' scalars. Previously, these function parameters were unconditionally cast to the 'double' type, then the corresponding implementation of the mathematical function was called, and the result was cast back to the 'float' type. Now the operations are implemented without extra type casting.

    The following example shows the difference in the mathematical sine calculations:

    //+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
 {
//---  Array of random numbers from 0 to 1
  vector d(10, ArrayRandom);
  for(ulong i=0; i<d.Size(); i++)
   {
    double delta=MathSin(d[i])-MathSin((float)d[i]);
    Print(i,". delta=",delta);
   }
 }
/*
   0. delta=5.198186103783087e-09
   1. delta=8.927621308885136e-09
   2. delta=2.131878673594656e-09
   3. delta=1.0228555918923021e-09
   4. delta=2.0585739779477308e-09
   5. delta=-4.199390279957527e-09
   6. delta=-1.3221741035351897e-08
   7. delta=-1.742922250969059e-09
   8. delta=-8.770715820283215e-10
   9. delta=-1.2543186267421902e-08
*/
//+------------------------------------------------------------------+
//| Fills the vector with random values                              |
//+------------------------------------------------------------------+
void ArrayRandom(vector& v)
 {
  for(ulong i=0; i<v.Size(); i++)
    v[i]=double(MathRand())/32767.;
 }

  10. MQL5: Added Activation and Derivative methods for matrices and vectors:
    AF_ELU               Exponential Linear Unit
    AF_EXP               Exponential
    AF_GELU              Gaussian Error Linear Unit
    AF_HARD_SIGMOID      Hard Sigmoid
    AF_LINEAR            Linear
    AF_LRELU             Leaky REctified Linear Unit
    AF_RELU              REctified Linear Unit
    AF_SELU              Scaled Exponential Linear Unit
    AF_SIGMOID           Sigmoid
    AF_SOFTMAX           Softmax
    AF_SOFTPLUS          Softplus
    AF_SOFTSIGN          Softsign
    AF_SWISH             Swish
    AF_TANH              Hyperbolic Tangent
    AF_TRELU             Thresholded REctified Linear Unit
    The neural network activation function determines how the weighted input signal sum is converted into a node output signal at the network level. The selection of the activation function has a big impact on the neural network performance. Different parts of the model can use different activation functions. In addition to all known functions, MQL5 also offers derivatives. Derivative functions enable fast calculation of adjustments based on the error received in learning.
  11. MQL5: Added Loss function for matrices and vectors. It has the following parameters:

    LOSS_MSE            Mean Squared Error
    LOSS_MAE            Mean Absolute Error
    LOSS_CCE            Categorical Crossentropy
    LOSS_BCE            Binary Crossentropy
    LOSS_MAPE           Mean Absolute Percentage Error
    LOSS_MSLE           Mean Squared Logarithmic Error
    LOSS_KLD            Kullback-Leibler Divergence
    LOSS_COSINE         Cosine similarity/proximity
    LOSS_POISSON        Poisson
    LOSS_HINGE          Hinge
    LOSS_SQ_HINGE       Squared Hinge
    LOSS_CAT_HINGE      Categorical Hinge
    LOSS_LOG_COSH       Logarithm of the Hyperbolic Cosine
    LOSS_HUBER          Huber

    The loss function evaluates the quality of model predictions. The model construction targets the minimization of the function value at each stage. The approach depends on the specific dataset. Also, the loss function can depend on weight and offset. The loss function is one-dimensional and is not a vector since it provides a general evaluation of the neural network.

  12. Added matrix::CompareByDigits and vector::CompareByDigits methods for matrices and vectors. They compare the elements of two matrices/vectors up to significant digits.

  13. Added support for MathMin and MathMax functions for strings. The functions will use lexicographic comparison: letters are compared alphabetically, case sensitive.

  14. MQL5: The maximum number of OpenCL objects has been increased from 256 to 65536. OpenCL object handles are created in an MQL5 program using the CLContextCreate, CLBufferCreate and CLProgramCreate functions. The previous limit of 256 handles was not enough for the efficient use of machine learning methods.

  15. MQL5: Added ability to use OpenCL on graphical card without 'double' support. Previously, only GPUs supporting double were allowed in MQL5 programs, although many tasks allow calculations using float. The float type is initially considered native for parallel computing, as it takes up less space. Therefore, the old requirement has been lifted.

    To set the mandatory use of GPUs with double support for specific tasks, use the CL_USE_GPU_DOUBLE_ONLY in the CLContextCreate call.
       int cl_ctx;
//--- Initializing the OpenCL context
   if((cl_ctx=CLContextCreate(CL_USE_GPU_DOUBLE_ONLY))==INVALID_HANDLE)
     {
      Print("OpenCL not found");
      return;
     }

  16. MQL5: Fixed operation of the CustomBookAdd function. Previously, a non-zero value in the MqlBookInfo::volume_real field prevented the function from creating a Market Depth snapshot. The check is now performed as follows:
    The transmitted data is validated: type, price and volume data must be specified for each element. Also, MqlBookInfo.volume and MqlBookInfo.volume_real must not be zero or negative. If both volumes are negative, this will be considered an error. You can specify any of the volume types or both of them, while the system will use the one that is indicated or is positive:

       volume=-1 && volume_real=2 — volume_real=2 will be used,

       volume=3 && volume_real=0 — volume=3 will be used.

    Increased-precision volume MqlBookInfo.volume_real has a higher priority than MqlBookInfo.volume. Therefore, if both values are specified and are valid, volume_real will be used.

    If any of the Market Depth elements is described incorrectly, the system will discard the transferred state completely.

  17. MQL5: Fixed operation of the CalendarValueLast function. Due to an error, successive function calls after changes in the Economic Calendar (the 'change' parameter was set a new value after the call) could skip some events when using the currency filter. 
    CalendarValueLast(change, result, "", "EUR")
  18. MQL5: Fixed ArrayBSearch function behavior. If multiple identical elements are found, a link to the first result will be returned, rather than a random one.
  19. MQL5: Fixed checks for template function visibility within a class. Due to an error, class template functions declared as private/protected appeared to be public.
  20. MetaEditor: Fixed errors and ambiguous behavior of MetaAssist.
  21. MetaEditor: Added support for the %terminal% macros which indicates the path to the terminal installation directory. For example, %terminal%\MQL5\Experts. 


    Added support for the %terminal% macros which indicates the path to the terminal installation directory

  22. MetaEditor: Improved display of arrays in the debugger.
  23. MetaEditor: Increased buffer for copying values from the debugger.
  24. MetaEditor: Improved error hints.
  25. MetaEditor: Added indication of relative paths in the *.mproj project file. Previously, absolute paths were used, which resulted in compilation errors in case the project was moved.
  26. MetaEditor: Added automatic embedding of BMP resources as globally available 32-bit bitmap arrays in projects. This eliminates the need to call ResourceReadImage inside the code to read the graphical resource.
    'levels.bmp' as 'uint levels[18990]'
  27. MetaEditor: Improved reading of extended BMP file formats.
  28. MetaEditor: Updated UI translations.
  29. Fixed errors reported in crash logs.


The update will be available through the Live Update system.


Forum on trading, automated trading systems and testing trading strategies

New MetaTrader 5 platform build 3440: New trading account report

MetaQuotes, 2022.09.14 13:33

The MetaTrader 5 platform update will be released on Friday, September 16, 2022

We have implemented a new account trading report. The report reflects monthly growth rates, profit graphs, equity diagrams, radar charts for general account statuses and other metrics to help users in gauging trading performance.

New MetaTrader 5 platform build 3440: New trading account report

In addition, we have implemented new MQL5 functions for working with matrices and vectors. All new features, fixes and performance improvements are described in detail below.


  1. Terminal: Added new account trading performance report. It is similar to the already familiar Signals reports in terms of statistics availability and data presentation. The following performance data will be available in the platform:

    • Graphs and tables visualizing monthly growth metrics
    • Equity chart
    • Radar chart which enables quick account state evaluation
    • Trading statistics by instrument
    • A variety of additional metrics for trading analysis

    The report can be viewed directly in the platform, without the need to export it to a file. To open it, select Reports in the View menu.


    New account trading report


  2. Terminal: Fixed options board filling for Call and Put contracts with unmatching quantity or symbol type.
  3. Terminal: Fixed position selection in the Trade dialog during Close by operations. The error occurred for opposite order lists sorted by any column other than the ticket.
  4. Terminal: Accelerated platform logging.
  5. Terminal: Fixed display of comments on custom symbol charts.
  6. MQL5: Fixed CArrayList::LastIndexOf function operation. Previously, it always returned -1 instead of the index of the last found element.
  7. MQL5: Added new matrix and vector method - Assign. It replaces matrix/vector elements with the passed matrix/vector or array data.
    bool vector<TDst>::Assign(const vector<TSrc> &assign);
bool matrix<TDst>::Assign(const matrix<TSrc> &assign);
    Example:
      //--- copying matrices
  matrix b={};
  matrix a=b;
  a.Assign(b);
  
  //--- copying an array to a matrix
  double arr[5][5]={{1,2},{3,4},{5,6}};
  Print("array arr");
  ArrayPrint(arr);
  b.Assign(arr);
  Print("matrix b \n",b);
/*
array arr
        [,0]    [,1]    [,2]    [,3]    [,4]
[0,] 1.00000 2.00000 0.00000 0.00000 0.00000
[1,] 3.00000 4.00000 0.00000 0.00000 0.00000
[2,] 5.00000 6.00000 0.00000 0.00000 0.00000
[3,] 0.00000 0.00000 0.00000 0.00000 0.00000
[4,] 0.00000 0.00000 0.00000 0.00000 0.00000
matrix b 
[[1,2,0,0,0]
 [3,4,0,0,0]
 [5,6,0,0,0]
 [0,0,0,0,0]
 [0,0,0,0,0]]

*/
  8. MQL5: Added new matrix and vector method - CopyRates. It copies price data arrays into vectors and matrices.
    bool matrix::CopyRates(string symbol,ENUM_TIMEFRAMES period,ulong rates_mask,ulong from,ulong count);
bool vector::CopyRates(string symbol,ENUM_TIMEFRAMES period,ulong rates_mask,ulong from,ulong count);
    The copied data type is specified in the rates_mask parameter using the ENUM_COPY_RATES enumeration. The following values are available:
    COPY_RATES_OPEN
    COPY_RATES_HIGH
    COPY_RATES_LOW
    COPY_RATES_CLOSE
    COPY_RATES_TIME
    COPY_RATES_VOLUME_TICK
    COPY_RATES_VOLUME_REAL
    COPY_RATES_SPREAD
    COPY_RATES_OHLC
    COPY_RATES_OHLCT
    The last two values enable the simultaneous selection of multiple bar parameters: Open, High, Low, Close and time.

    If multiple data types are selected (only available for matrices), the order of the rows in the matrix will correspond to the order of values in the enumeration.

  9. MQL5: Fixed display of Text Label objects. When using OBJPROP_XOFFSET and OBJPROP_YOFFSET properties, a wrong image fragment could be displayed on the chart.

  10. MQL5: Fixed error when changing a constant parameter which has been passed to a function as an object pointer reference.

    The const specifier declares a variable as a constant to prevent it from being changed during program execution. It only allows one-time variable initialization during declaration. An example of constant variables in the OnCalculate function:

    int OnCalculate (const int rates_total,      // price[] array size
                 const int prev_calculated,  // bars processed on previous call
                 const int begin,            // meaningful data starts at
                 const double& price[]       // array for calculation
   );

    The below example contains a compiler error which allowed an implicit pointer casting for reference parameters:

    class A {};
const A *a = new A;

void foo( const A*& b )
  {
   b = a;
  }

void OnStart()
  {
        A *b; 
        foo(b);  // not allowed
        Print( a,":",b );
  }
    The compiler will detect such illegal operations and will return the relevant error.

  11. MetaEditor: Fixed display of complex number references in the debugger.
  12. MetaEditor: Improved MQL5 Cloud Protector. Previously, file protection could fail under certain conditions.
  13. Fixed errors reported in crash logs.

The update will be available through the Live Update system.


New MetaTrader 5 Web Terminal

We have released a revised MetaTrader 5 Web Terminal which features an updated interface and a redesigned core. The new interface is similar to the terminal version for iPad:

New MetaTrader 5 Web Terminal


It also features a plethora of new functions:

  • Ability to request real accounts with the detailed registration form and document submission options
  • Support for price data subscriptions and the ability to receive delayed quotes
  • More analytical objects with convenient management options
  • Market entries and exits displayed on charts
  • Economic Calendar events displayed on charts
  • Convenient configuration of instruments in the Market Watch, along with the daily price change data
  • Simplified interface to assist beginners in getting started with the terminal: removed chart context menu and top menu; all chart control commands, objects and indicators are available on the left-hand side and top panels, while other commands can be accessed through the hamburger menu
  • Interface dark mode

Try the new web terminal at www.mql5.com right now. It will soon become available for your brokers.


Forum on trading, automated trading systems and testing trading strategies

New MetaTrader 5 platform build 3490: Mobile Web Terminal version and new matrix methods in MQL5

MetaQuotes, 2022.10.14 16:29

The MetaTrader 5 platform update will be released on Friday, November 4, 2022.

The update introduces the new Web Terminal with full support for mobile devices. Now its interface automatically adapts to the user screen size.

In addition, we have improved the task manager for a more accurate monitoring of consumed resources and have added the OpenCL tab for managing available devices. The new OpenCL manager enables explicit specification of devices to be used for faster calculations.

We continue to expand platform capabilities in working with matrices and vectors. MQL5 features new functions for operations with price ticks and for data exchange between matrices and vectors. It also provides expanded assignment methods.

Mobile Web Terminal version and new matrix and vector methods in MQL5

In addition, we have implemented multiple fixes and improvements in all platform components. All new features, fixes and performance improvements are described in detail below.


Mobile version of the web platform

The new Web Terminal provides full-featured support for mobile devices. The interface will automatically adapt to the screen size, enabling efficient operations from iOS and Android phones and tablets:

Added support for mobile devices in the new web terminal

Also, the Web Terminal features a lot of fixes and improvements.

The new MetaTrader 5 Web Terminal supports the full set of trading functions. It enables users to:

  • Work with demo and live accounts
  • Receive any financial symbol quotes
  • Trade in any markets
  • Analyze symbol quotes using more than 30 indicators and 20 graphical objects
  • Use Economic Calendar data for fundamental analysis


MetaTrader 5 Client Terminal build 3490

  1. Terminal: Extended task manager features. The new version enables more accurate monitoring of consumed resources.

    • Added stack size display for threads.
    • Added display of the number of context switches.
    • Added recognition of system and third-party DLL threads.
    • Added display of kernel mode operating time. An increase in this metric compared to the time spent in user mode can indicate system-level issues: drivers problems, hardware errors or slow hardware. For further details, please read the Microsoft Documentation.
    • Added display of user mode operating time.

    OpenCL manager to control available devices


  2. Terminal: New OpenCL tab in terminal settings for managing available devices. The new OpenCL manager enables explicit specification of devices to be used for calculations.

    OpenCL manager to control available devices

  3. Terminal: Added indication of Stop Loss and Take Profit levels in the Depth of Market for accounts operating in FIFO mode (the mode can be enabled on the broker's side).

    According to the FIFO rule, positions for each instrument can only be closed in the same order in which they were opened. To ensure FIFO-compliant position closing by stop levels, the following logic has been implemented on the client terminal side:

    If multiple positions exist for the same instrument, the placing of stop levels for any of the positions causes the same levels to be placed for all other positions as well. Accordingly, if a level triggers, all positions will be closed in a FIFO-compliant order.

    Now, when the user opens the Depth of Market for an instrument which already has open positions for, the levels of existing positions (if any) are automatically specified in the Stop Loss and Take Profit fields.

  4. Terminal: Fixed deletion of Stop Loss and Take Profit levels using X buttons in the Toolbox\Trade window. The error occurred when the quick trading function was disabled. A click on the button will open a trading dialog with an empty value of the relevant level.

  5. Terminal: Fixed graph captions and final commission calculations in the trading report. The section could show incorrect Profit in report statistics and incorrect values in Equity and Balance graph tooltips.

  6. MQL5: Added vector and matrix methods CopyTicks and CopyTicksRange. They enable easy copying of tick data arrays into vectors and matrices.
    bool matrix::CopyTicks(string symbol,uint flags,ulong from_msc,uint count);
bool vector::CopyTicks(string symbol,uint flags,ulong from_msc,uint count);

bool matrix::CopyTicksRange(string symbol,uint flags,ulong from_msc,ulong to_msc);
bool matrix::CopyTicksRange(string symbol,uint flags,ulong from_msc,ulong to_msc);
    The copied data type is specified in the 'flags' parameter using the ENUM_COPY_TICKS enumeration. The following values are available:
    COPY_TICKS_INFO    = 1,       // ticks resulting from Bid and/or Ask changes
COPY_TICKS_TRADE   = 2,       // ticks resulting from Last and Volume changes
COPY_TICKS_ALL     = 3,       // all ticks having changes
COPY_TICKS_TIME_MS = 1<<8,    // time in milliseconds
COPY_TICKS_BID     = 1<<9,    // Bid price
COPY_TICKS_ASK     = 1<<10,   // Ask price
COPY_TICKS_LAST    = 1<<11,   // Last price
COPY_TICKS_VOLUME  = 1<<12,   // volume
COPY_TICKS_FLAGS   = 1<<13,   // tick flags
    If multiple data types are selected (only available for matrices), the order of the rows in the matrix will correspond to the order of values in the enumeration.

  7. MQL5: Expanded features of matrix::Assign and vector::Assign methods.

    Now the matrix can be assigned a one-dimensional array or vector:
    bool matrix::Assign(const vector &vec);
    The result will be a one-row matrix.

    Also, a matrix can now be assigned to a vector (matrix smoothing will be performed):
    bool vector::Assign(const matrix &mat);
  8. MQL5: Added Swap methods for vectors and matrices.
    bool vector::Swap(vector &vec);
bool vector::Swap(matrix &vec);
bool vector::Swap(double &arr[]);
bool matrix::Swap(vector &vec);
bool matrix::Swap(matrix &vec);
bool matrix::Swap(double &arr[]);
    Each array, vector or matrix refers to a memory buffer which contains the elements of that object. The Swap method actually swaps pointers to these buffers without writing the elements to memory. Therefore, a matrix remains a matrix, and a vector remains a vector. Swapping a matrix and a vector will result in a one-row matrix with vector elements and a vector with matrix elements in a flat representation (see the Flat method).
    //+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
 {
//---
  matrix a= {{1, 2, 3}, {4, 5, 6}};
  Print("a before Swap: \n", a);
  matrix b= {{5, 10, 15, 20}, {25, 30, 35, 40}, {45, 50, 55, 60}};
  Print("b before Swap: \n", b);  
//--- swap matrix pointers
  a.Swap(b);
  Print("a after Swap: \n", a);
  Print("b after Swap: \n", b);
  /*
  a before Swap:
  [[1,2,3]
  [4,5,6]]
  b before Swap:
  [[5,10,15,20]
  [25,30,35,40]
  [45,50,55,60]]
  
  a after Swap:
  [[5,10,15,20]
  [25,30,35,40]
  [45,50,55,60]]
  b after Swap:
  [[1,2,3]
  [4,5,6]]
  */
  vector v=vector::Full(10, 7);
  Print("v before Swap: \n", v);
  Print("b before Swap: \n", b);
  v.Swap(b);
  Print("v after Swap: \n", v);
  Print("b after Swap: \n", b);
  /*
  v before Swap:
  [7,7,7,7,7,7,7,7,7,7]
  b before Swap:
  [[1,2,3]
  [4,5,6]]
  
  v after Swap:
  [1,2,3,4,5,6]
  b after Swap:
  [[7,7,7,7,7,7,7,7,7,7]]
  */
 }
    The Swap() method also enables operations with dynamic arrays (fixed-sized arrays cannot be passed as parameters). The array can be of any dimension but of an agreed size, which means that the total size of a matrix or vector must be a multiple of the array's zero dimension. The array's zero dimension is the number of elements contained at the first index. For example, for a dynamic three-dimensional array 'double array[][2][3]', the zero dimension is the product of the second and third dimension sizes: 2x3=6. So, such an array can only be used in the Swap method with matrices and vectors whose total size is a multiple of 6: 6, 12, 18, 24, etc.

    Consider the following example:
    //+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
 {
//--- fill the 1x10 matrix with the value 7.0
  matrix m= matrix::Full(1, 10, 7.0);
  Print("matrix before Swap:\n", m);
//--- try to swap the matrix and the array
  double array_small[2][5]= {{1, 2, 3, 4, 5}, {6, 7, 8, 9, 10}};
  Print("array_small before Swap:");
  ArrayPrint(array_small);
  if(m.Swap(array_small))
   {
    Print("array_small after Swap:");
    ArrayPrint(array_small);
    Print("matrix after Swap: \n", m);
   }
  else // the matrix size is not a multiple of the first array dimension
   {
    Print("m.Swap(array_small) failed. Error ", GetLastError());
   }
  /*
  matrix before Swap:
  [[7,7,7,7,7,7,7,7,7,7]]
  array_small before Swap:
           [,0]     [,1]     [,2]     [,3]     [,4]
  [0,]  1.00000  2.00000  3.00000  4.00000  5.00000
  [1,]  6.00000  7.00000  8.00000  9.00000 10.00000
  m.Swap(array_small) failed. Error 4006
  */
//--- use a larger matrix and retry the swap operation
  double array_static[3][10]= {{1, 2, 3, 4, 5, 6, 7, 8, 9, 10},
     {2, 4, 6, 8, 10, 12, 14, 16, 18, 20},
     {3, 6, 9, 12, 15, 18, 21, 24, 27, 30}
   };
  Print("array_static before Swap:");
  ArrayPrint(array_static);
  if(m.Swap(array_static))
   {
    Print("array_static after Swap:");
    ArrayPrint(array_static);
    Print("matrix after Swap: \n", m);
   }
  else // a static array cannot be used to swap with a matrix
   {
    Print("m.Swap(array_static) failed. Error ", GetLastError());
   }
  /*
  array_static before Swap:
         [,0]     [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]     [,8]     [,9]
  [0,]  1.00000  2.00000  3.00000  4.00000  5.00000  6.00000  7.00000  8.00000  9.00000 10.00000
  [1,]  2.00000  4.00000  6.00000  8.00000 10.00000 12.00000 14.00000 16.00000 18.00000 20.00000
  [2,]  3.00000  6.00000  9.00000 12.00000 15.00000 18.00000 21.00000 24.00000 27.00000 30.00000
  m.Swap(array_static) failed. Error 4006
  */
//--- another attempt to swap an array and a matrix
  double array_dynamic[][10];    // dynamic array
  ArrayResize(array_dynamic, 3); // set the first dimension size
  ArrayCopy(array_dynamic, array_static);
//--- now use a dynamic array for swap
  if(m.Swap(array_dynamic))
   {
    Print("array_dynamic after Swap:");
    ArrayPrint(array_dynamic);
    Print("matrix after Swap: \n", m);
   }
  else //  no error
   {
    Print("m.Swap(array_dynamic) failed. Error ", GetLastError());
   }
  /*
  array_dynamic after Swap:
        [,0]    [,1]    [,2]    [,3]    [,4]    [,5]    [,6]    [,7]    [,8]    [,9]
  [0,] 7.00000 7.00000 7.00000 7.00000 7.00000 7.00000 7.00000 7.00000 7.00000 7.00000
  matrix after Swap:
  [[1,2,3,4,5,6,7,8,9,10,2,4,6,8,10,12,14,16,18,20,3,6,9,12,15,18,21,24,27,30]]
  */
 }
  9. MQL5: Added LossGradient method for vectors and matrices. This method calculates a vector or matrix of partial derivatives of the loss function on predicted values. In linear algebra, such a vector is referred to as a gradient and is used in machine learning.
    vector vector::LossGradient(const vector &expected,ENUM_LOSS_FUNCTION loss) const;
matrix matrix::LossGradient(const matrix &expected,ENUM_LOSS_FUNCTION loss) const;
  10. MQL5: Enabled use of FOREIGN KEYS in SQLite to enforce relationships between tables in SQL queries.   Example:
    CREATE TABLE artist(
  artistid    INTEGER PRIMARY KEY, 
  artistname  TEXT
);

CREATE TABLE track(
  trackid     INTEGER, 
  trackname   TEXT, 
  trackartist INTEGER,
  FOREIGN KEY(trackartist) REFERENCES artist(artistid)
);

  11. MQL5: Fixed selection of the appropriate class method depending on the method and object constness.

  12. MetaEditor: Increased allowable length of comments in commits to MQL5 Storage. Detailed comments when committing changes to the repository are considered good practice when working in large projects, but previously the comment length has been limited to 128 characters. The allowed length is now up to 260 characters.
  13. MetaTester: Increased sensitivity of the testing speed switch in visual mode.
  14. Fixed errors reported in crash logs.


The update will be available through the Live Update system.


Forum on trading, automated trading systems and testing trading strategies

MetaTrader 5 Platform update build 3500: Improvements and fixes

MetaQuotes, 2022.11.10 16:20

The MetaTrader 5 platform update will be released on Friday, November 11, 2022. The update provides the following changes:


MetaTrader 5 Client Terminal build 3500
  1. Terminal: A new command has been added to the context menu of the Trade and History sections, to enable access to the new trading report.


    Added command to access the new trading report


    The trading report provides the following performance data:

    • Graphs and tables visualizing monthly growth metrics
    • Equity chart
    • Radar chart which enables quick account state evaluation
    • Trading statistics by instrument
    • A variety of additional metrics for trading analysis

  2. Terminal: Fixed initial deposit calculations in the trading report.
  3. Terminal: Fixed setting of Stop Loss and Take Profit levels when using using the quick trading panel in the chart and Market Watch. The levels could be inherited from previously opened positions even when the inheritance was not required (the relevant functionality is implemented for FIFO-based accounts).
  4. Terminal: Updated user interface translations.
  5. MQL5: Fixed a compiler bug which enabled access to a structure field using a constant string with the field name value.
  6. MQL5: Fixed checking of key states using the TerminalInfoInteger(TERMINAL_KEYSTATE_*) function.
  7. Fixed errors reported in crash logs.

MetaTrader 5 WebTerminal build 3500

  1. Fixed position closing upon requotes.
  2. Fixed reconnection to the server after maximizing a browser window which has been inactive for a long time.
  3. Fixed display of credit funds.
  4. Other improvements and fixes.


The update will be available through the Live Update system.


Forum on trading, automated trading systems and testing trading strategies

MetaTrader 5 Platform update build 3510: Web Terminal improvements

MetaQuotes, 2022.11.17 14:53

The MetaTrader 5 platform update will be released on Friday, November 18, 2022. The update provides the following changes:

MetaTrader 5 WebTerminal build 3510

  1. In the mobile version we have implemented trading history sorting and filtering by depth. Use the top-panel commands to customize the history display:


    Customizable trading history view in the mobile version


    Operations can be sorted by the main parameters, such as date, ticket, symbol and volume, among others.

  2. Improved access to trading account details.

    • In the desktop version the current account data is clickable. Click on the account to view its details.
    • In the mobile version the current account is displayed under the Settings section. Click on the account to view its details.


    Improved access to trading account data

  3. Fixed display of the account type in the account management window.
  4. Fixed equity and free margin display after refreshing the web terminal page in mobile browsers.
  5. Fixed bottom bar display in Firefox mobile browser.

MetaTrader 5 Client Terminal build 3510

  1. Terminal: Fixed equity and balance graph calculations in the trading report.
  2. MQL5: New behavior of typename(expr). The updated function returns the full type with modifiers and dimensions (for arrays):
    class A
  {
  };

void OnStart(void)
  {
   const A *const arr[][2][3]={};
   Print(typename(arr));
  }
    Result:
    "class A const * const [][2][3]"
  3. Fixed errors reported in crash logs.


The update will be available through the Live Update system.


Forum on trading, automated trading systems and testing trading strategies

New MetaTrader 5 platform build 3520: 2FA/TOTP authentication using Google Authenticator

MetaQuotes, 2022.11.24 16:46

The MetaTrader 5 platform update will be released on Friday, November 25, 2022.

In this update, we have implemented 2FA/TOTP authentication in MetaTrader 5 trading terminals using Google Authenticator and have added OpenCL error reporting.

New MetaTrader 5 platform build 3520: 2FA/TOTP authentication using Google Authenticator

Other fixes and updated features improve the overall platform operational stability. All new features are described in detail below.


  1. Terminal: Added 2FA/TOTP authentication using Google Authenticator and similar apps.

    The 2FA/TOTP authentication protects a trading account from unauthorized access even if its login and password are leaked. Authentication using Time-based One-time Password Algorithm (TOTP) can be implemented using various mobile apps. The most popular of them are Google Authenticator, Microsoft Authenticator, LastPass Authenticator and Authy. Now you can connect to your account in the MetaTrader 5 client terminal using one-time passwords generated by such Authenticator apps.

    To enable the two-factor authentication option, connect to your account and execute the "Enable 2FA/TOTP" command in the account context menu. Run the Authenticator app on your mobile device, click "+" to add your trading account and scan the QR code from the terminal. Enter the generated code in the "One-time password" field and click "Enable 2FA". A secret will be registered for your account on the broker's trading server.


    Added support for 2FA/TOTP authentication using Google Authenticator and similar apps.

    The saved secret will be used in the Authenticator app to generate an OTP code every time you connect to your account. Each password is valid for 30 seconds. After that a new one is generated.



    An additional OTP from the Authenticator app will be required for connecting to the account

    If you decide to remove the stored secret from the Authenticator app, you should first disable 2FA/TOTP authentication using the appropriate account context menu command. If the new 2FA/TOTP authentication method is not available on your account, please contact your broker.

  2. MQL5: Fixed operation of the CopyTicks function for custom trading instruments. When working with custom symbols, previous session's initial ticks could be returned instead of requested data, under certain conditions.

  3. MQL5: Added new enumeration values to get the last OpenCL error code and text description.
    1. Value CL_LAST_ERROR (code 4094) has been added to the ENUM_OPENCL_PROPERTY_INTEGER enumeration

      When obtaining the last OpenCL error via CLGetInfoInteger, the handle parameter is ignored. Error descriptions: https://registry.khronos.org/OpenCL/specs/3.0-unified/html/OpenCL_API.html#CL_SUCCESS.
      For an unknown error code, the string "unknown OpenCL error N" is returned, where N is the error code.

      Example: 
      //--- the first handle parameter is ignored when obtaining the last error code
int code = (int)CLGetInfoInteger(0,CL_LAST_ERROR);

    2. Value CL_ERROR_DESCRIPTION (4093) has been added to the ENUM_OPENCL_PROPERTY_STRING enumeration.
      A text error description can be obtained using CLGetInfoString. Error descriptions: https://registry.khronos.org/OpenCL/specs/3.0-unified/html/OpenCL_API.html#CL_SUCCESS.

      When using CL_ERROR_DESCRIPTION, an error code should be passed as the handle parameter in CLGetInfoString. If CL_LAST_ERROR is passed instead of the error code, the function will return the last error description.

      Example: 
      //--- get the code of the last OpenCL error
int    code = (int)CLGetInfoInteger(0,CL_LAST_ERROR);
string desc; // to get the text description of the error

//--- use the error code to get the text description of the error
if(!CLGetInfoString(code,CL_ERROR_DESCRIPTION,desc))
   desc = "cannot get OpenCL error description, " + (string)GetLastError();
Print(desc);


//--- to get the description of the last OpenCL error without receiving the code, pass CL_LAST_ERROR  
if(!CLGetInfoString(CL_LAST_ERROR,CL_ERROR_DESCRIPTION, desc))
   desc = "cannot get OpenCL error description, " + (string)GetLastError();
Print(desc);
      The internal enumeration name is passed as the error description. Its explanation can be found at https://registry.khronos.org/OpenCL/specs/3.0-unified/html/OpenCL_API.html#CL_SUCCESS. For example, the CL_INVALID_KERNEL_ARGS value means "Returned when enqueuing a kernel when some kernel arguments have not been set or are invalid."

  4. MQL5: Fixed operation of the matrix::MatMul method. When working with large matrices, the terminal could crash on certain sizes.
  5. Fixed errors reported in crash logs.

The update will be available through the Live Update system.


Forum on trading, automated trading systems and testing trading strategies

New MetaTrader 5 platform build 3540: 2FA/TOTP authentication and improved Market Watch in Web Terminal

MetaQuotes, 2022.12.09 10:21

The MetaTrader 5 platform update will be released on Friday, December 9, 2022.

This update provides multiple improvements in the Web Terminal. In particular, it features 2FA/TOTP authentication using Google Authenticator and other similar apps. The Market Watch now has more price data: maximum and minimum Bid/Ask values, as well as session Open and Close prices.

New MetaTrader 5 platform build 3540: 2FA/TOTP authentication and improved Market Watch in Web Terminal

Multiple fixes and updated features improve the overall platform operational stability. These new features, along with other changes, are described in detail below.


MetaTrader 5 Web Terminal build 3540

  1. Added support for 2FA/TOTP authentication using Google Authenticator and similar apps.

    The 2FA/TOTP authentication protects a trading account from unauthorized access even if its login and password are leaked. Authentication using Time-based One-time Password Algorithm (TOTP) can be implemented using various mobile apps. The most popular of them are Google Authenticator, Microsoft Authenticator, LastPass Authenticator and Authy. Now you can connect to your account in the MetaTrader 5 client terminal using one-time passwords generated by such Authenticator apps.

    To enable the two-factor authentication option, connect to your account via MetaTrader 5 Web Terminal. Then click on your account in the menu and select "Enable 2FA/TOTP" in the newly opened dialog. Run the Authenticator app on your mobile device, click "+" to add your trading account and scan the QR code from the terminal. Enter the generated code in the "One-time password" field and click "Enable 2FA". A secret will be registered for your account on the broker's trading server.


    Added support for 2FA/TOTP authentication using Google Authenticator and similar apps


    The saved secret will be used in the Authenticator app to generate an OTP code every time you connect to your account. Each password is valid for 30 seconds. After that a new one is generated.


    An additional OTP from the Authenticator app will be required for connecting to the account


    A backup code is also displayed in the QR code dialog for linking to the generator. Save it in a secure place. If you lose access to your linked device, the code will allow you to add your account to the Authenticator app again.

    If you decide to remove the stored secret from the Authenticator app, you should first disable 2FA/TOTP authentication using the appropriate account menu command. If the new 2FA/TOTP authentication method is not available on your account, please contact your broker.

  2. Expanded the amount of data displayed in the Market Watch. Now, in addition to the current Bid/Ask prices and the price change percentage, you can see:

    • Maximum and minimum Bid/Ask price for the current trading session
    • Open prices of the current trading session and close prices of the previous trading session

    Use the context menu to customize the displayed information:


    Additional Market Watch data


  3. Added risk notification display when a corresponding setting is enabled on the broker's side. Some regulators require that traders read and accept the notification before trading.
  4. Fixed display of the top toolbar on iPhone models featuring a notch at the top of the screen. Previously, it occasionally could cover the panel buttons.
  5. Fixed display of the account final financial parameters (profit, equity, etc.) in the Google Chrome browser. Sometimes, they were not updated.

MetaTrader 5 Client Terminal build 3540

  1. Terminal: Optimized and greatly accelerated the demo account opening dialog.
  2. Terminal: Updated translations of the user interface.
  3. MQL5: Added new methods to the COpenCL class of the Standard Library:

    • BufferFromMatrix — filling the device buffer with data from the matrix
    • BufferToMatrix — reading data from the device buffer into the matrix
    • ContextCreate — creating the device context (the first part of the Initialize method)
    • ProgramCreate — creating a program based on the OpenCL source code (the second part of the Initialize method)
    • ContextClean — releasing all data belonging to the device context (similar to the Shutdown method but without removing the context)
    • GetDeviceInfoInteger — receiving an integer device property
    • GetKernelInfoInteger — receiving an integer kernel property
    • GetDeviceInfo — receiving any single integer device property not present in the ENUM_OPENCL_PROPERTY_INTEGER enumeration

    GetDeviceInfo usage example:
    long preferred_workgroup_size_multiple=OpenCL.GetDeviceInfo(0x1067);
  4. MQL5: Added the TERMINAL_CPU_NAME and TERMINAL_OS_VERSION values to the ENUM_TERMINAL_INFO_STRING enumeration. They allow receiving the user's CPU and OS names.
    void OnStart()
  {
   string cpu,os;
//---
   cpu=TerminalInfoString(TERMINAL_CPU_NAME);
   os=TerminalInfoString(TERMINAL_OS_VERSION);
   PrintFormat("CPU: %s, OS: %s",cpu,os);
  }
    Result:
    CPU: Intel Xeon  E5-2630 v4 @ 2.20GHz, OS: Windows 10 build 19045
  5. MQL5: Fixed operation of the "table_or_sql" parameter in the DatabasePrint and DatabaseExport functions. Now it is able to pass a table name in addition to a SQL query.
  6. MetaEditor: Fixed the check for the maximum number of displayable columns in the database. Up to 64 columns can now be displayed.
  7. MetaEditor: Fixed operation of breakpoints in short constructions like IF[ if(cond) break; ].
  8. Fixes based on crash logs.


The update will be available through the Live Update system.


1...1617181920212223
New comment