Discussion of article "How to quickly develop and debug a trading strategy in MetaTrader 5"

 

New article How to quickly develop and debug a trading strategy in MetaTrader 5 has been published:

Scalping automatic systems are rightfully regarded the pinnacle of algorithmic trading, but at the same time their code is the most difficult to write. In this article we will show how to build strategies based on analysis of incoming ticks using the built-in debugging tools and visual testing. Developing rules for entry and exit often require years of manual trading. But with the help of MetaTrader 5, you can quickly test any such strategy on real history.

The execution speed is crucial for programs working in real time. The MetaEditor development framework allows to easily and quickly evaluate the time consumption of any part of the code. To do that, it is necessary to run the code profiler and let the program work for a while. A minute would be enough for profiling this indicator.

Author: MetaQuotes Software Corp.

 

The best article I have found here so far!

I have been dealing with this tick data (tick charts) for some time, because this is the real data.
All representations in candle charts are IMHO misleading.
The handling of the arrays is better (faster) here than working with ShiftBuffers(...).
The moving averages, and all other indicators, you have to program yourself.
I have the SMA and LWMA for this.
But I still have to synchronise them, as I use OOP indicator buffers, which are a bit more intelligent.
You can then ask them whether they are rising or falling, or have passed a turning point,
have crossed, or how much they are falling or rising.

As soon as I've finished it (will probably take 14 days, I'm very busy at the moment (pensioner's greeting: 'I don't have time')) I'll be happy to post the source code for MT5 here.
I've got something to give away ;-)

Greetings from OPA

 

A coding perfectionist would say the attached indicator doesn't compile

There is a undesired "s" at line 11.

 
Fixed, thank you
 

Good afternoon, please tell me how to change the number of ticks in this indicator at which it will give a signal (according to the condition 4>) https://www.mql5.com/en/articles/2661.

thank you for your promptness I will thank you

 
Good afternoon, help newbie! need to signal only at a larger number of ticks for example only from 10...
 
You have too general a question - it's hard to answer.
 
yesterday35:
Good afternoon, help for a beginner! I need to signal only at a larger number of ticks for example only from 10...

You should ask your question in one of the topics for beginners:

The main thing is to specify your question. For example, what is "10" - is it every tenth tick? Is it a tick that is taken once every ten seconds? Is it the number of ticks per day?

 
Vladimir Karputov:

You need to ask your question in one of the newbie threads:

The main thing is to specify your question. For example, what is "10" - is it every tenth tick? Is it a tick that is taken once every ten seconds? Is it the number of ticks per day?

Tick is a sharp price change, i.e. in this indicator it is from 4 pips and more, I can't understand how to change that the signal comes from 10 pips.
Files:
1.png  48 kb
 
Is it working now in the new build ? I have no indicator on the chart.