Programming EAs in under 5 Minutes.
Believe me, Human brain is making better EAs than automated softwares as they have limited functions and can't express all ideas you want to implement.
To do any idea yo want and express it into EA, you need to do it by yourself, you need to use your brain and not rely on softwares/websites.
- We hate EA builder
- You couldn't be bothered to learn mql4, therefor there is no common language for us to communicate.
- There are only two choices: learn to code it, or pay someone. We're not going to code it FOR you. We are willing to HELP you when you post your attempt (using SRC) and the nature of your problem, but we are not going to debug your hundreds lines of code.
- EA builder makes bad code counting up while closing multiple orders.
- EA builder makes bad code Bars is unreliable (max bars on chart) volume is unreliable (miss ticks) Always use time
- EA builder makes bad code Not adjusting for 4/5 digit brokers
- EA builder makes bad code not adjusting for ECN brokers.
- EA builder makes bad code not checking return codes.
- EATree uses objects on chart to save values - not persistent storage (files or GV+Flush.) No recovery (crash/reboot.)
Standard reply on MQL4 forum:
I was not talking about EA builders.
And I think you misunderstand me, I am talking about programming language which enables writing trading algorithm in less then 2 minutes and will work faster then MQL4/5 while being able to program dynamic structures. Or even HFTs which MQL is not built for.
I was not talking about EA builders.
And I think you misunderstand me, I am talking about programming language which enables writing trading algorithm in less then 2 minutes and will work faster then MQL4/5 while being able to program dynamic structures. Or even HFTs which MQL is not built for.
Please provide an example of such an algorithm written in a pseudo language of your choise. Very interesting to see.
Metaquotes, have given instruction to the Moderators, to remove any or all information about posts that are promoting other products in this forum. And Neither they want to improve Metatrader. They have number of times warned me of posting any information about other products (even when it is regarding advance programming subjects) which is only an indication of closed minded people, that are clever only to bully others, because they don't want to stand up to the competition. In addition, I see that most of the users are from Russia, which will also indicate the nature of lack of freedom and the freedom of opinion. By the way, the other reason why they don't want me to post this information about the advance algorithmic trading subjects, because then people will start being aware that they can't make money with EAs that are not programmed with ideas to deal with nonlinear systems, and then the Market of Metaquotes will start having serious problems of income.
I can understand why this forum is only for the current conditions of Metatrader, so that people without knowledge of the nonlinear systems, will keep on being unaware, and keep on dreaming and wasting money on a system that makes sure they are not aware. And anyone who tried to post over here something that is out of the subject, will be removed, So I have stopped posting and removed all information, and you can conclude, how intelligent programmers, Mathematicians , and business people from Russia close the doors on freedom and the voice of knowledge.
When Business is running good, There is no need for manipulations, And if they are clever to manipulate people, why don't use their wisdom to improve themselves and others, instead of trying to make money dishonestly. It is such a shame that there are people who are really clever, but don't believe they can use their wisdom to make money honestly and without playing around by foolish games that indicate only their childish fears from real success.
And the reason they usually give is, "we don't want the forum to be messy with product that are not related. That way Our users will be focused on our products." And on the lack of awareness.
Please provide an example of such an algorithm written in a pseudo language of your choise. Very interesting to see.
Here you can see an example of the difference between MQL C programming and C-Lite Programming :
I will answer in details Later, but...
Just as a side-note I can confirm that MQL is not as fast as a native code (according to my experience of porting C++ code to MQL, MQL is approx. 7 times slower than C++ DLL), but there is no miracle here. If someone needs a lightning speed of program execution, he can use DLL in MT.
C-lite, is equal in performance to C, and it has much more flexibility then MQL 4/5, most important is runtime optimization with unlimited variables, Ability to program direct access to broker server, without paying 6000 USD.
and all the following that is very needed in MQL :
run either as a stand-alone system with direct broker connection
easy script language with C syntax.
Extremely simple: Strategies require only a few lines of script.
True machine code compiler for fast backtests:
8 x faster than MQL4, 100 x faster than Python, 400 x faster than R.
String, file, and vector/matrix function library.
Event driven: Immediate reaction on price ticks.
No limits: Full access to the Windows API and external DLLs.
R bridge: Include R functions in trading, training and backtest.
Sytax highlighting script editor with command help window.
Script code can easily be converted from or to other platforms.
Single step mode for debugging trade strategies.
lite-C strategy programming course included.
Curve pattern detection with Fréchet algorithm.
Curve spectrum analysis with filter bank and Hilbert transformation.
Correlation and autocorrelation analysis.
Fuzzy logic for peak / valley, crossover, and pattern detection.
Algorithm generator with multivarate logistic regression (Perceptron).
Algorithm generator with pruned decision tree.
Algorithm generator for price action trading with patterns of up to 20 variables.
Generated trade algorithms can be exported in C code to other platforms.
Machine learning framework that uses arbitrary R training and prediction functions.
Download function for historical prices from various sources.
Multi-asset, multi-timeframe, multi-algorithm portfolio analysis.
High test speed: up to 100 x faster than MetaTrader4™.
Single-run and stepwise backtests.
Precise broker simulation considering fees, margin, spread, swap, slippage.
Out-of-sample testing with several data split methods.
Anchored and rolling Walk Forward Analysis (WFA).
Uses multiple CPU cores for parameter training and machine learning.
Bootstrap / Monte Carlo analysis with randomized price and equity curves.
Calculation of Sharpe Ratio, AR, CAGR, R2.
User-defined optimization target.
Separate parameter optimization for portfolio components.
Robustness / consistency analysis through oversampling.
Adjustable time offsets for feed-independent price data.
Detrending on price, signal, or trade level.
Sine, square wave, and noise generators for algorithm testing.
Optimal capital allocation factor calculation with MVO and OptimalF algorithms.
Seasonal analysis with day, week, month, or year profiles.
Tick mode for precision, bar mode for speed.
Automatic price history download and update.
CSV data, balance curve, and trade list import/export for performance analysis.
Minute- and tick-based price data for major currencies and indices included.
Detailed performance sheet with portfolio analysis.
Bar, line, dot, or band chart for indicators or user defined functions.
Statistics charts for price, profit, season, and parameter profiles.
Profit and MAE distribution charts.
Line and symbol drawing functions.
Detailed trade statistics export to spreadsheet programs.
User-defined data export to .csv data files.
Multiple asset types (stocks, forex, futures, CFDs, ETFs, binary options...)
Thousands of brokers (IB™, FXCM™, Oanda™...), directly or via MT4 bridge.
Identical software for test and trading guarantees reproducible results.
Customized strategy control panels with user-defined buttons and entry fields.
Native portfolio support with multiple assets, algorithms, and time frames.
Symbol mapping and broker-dependent parameters.
Time frames from 100 milliseconds to 1 month.
Tick-precise trade entry/exit handling with user-supplied execution algorithms.
Entry limit, stop loss, profit target, profit lock, trailing, timed exit.
Virtual hedging: Simultaneous long and short virtual positions.
Full NFA and FIFO compliance for US-based accounts.
Money management with OptimalF position sizing.
Realtime trade simulation ('phantom trades') for equity curve trading.
Realtime parameter adjustment with customizable sliders.
Realtime parameter optimization without interrupting the trade process.
Trade entry time adjustable with millisecond resolution.
Open API interface for easy implementation of any broker API (source code included).
Open API interface for connection to external signal services.
Remote control of external programs by sending key strokes and button clicks.
Command line parameters for starting from external programs.
Posting about the strategy tester and optimizer and the lack of efficiencies within it, is not posting about other systems, Metaquotes Moderator erased it even when it was about MQL and MT4.
>>still supporting the DLL way as well
DLL is not supported because you can't sell EAs on the market with DLL files.
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I would like to know if anyone has a clue how to program EAs much faster, without all the slow process of coding 2000 lines.
I have seen somewhere Programming platforms that enable to develop EA in under 2 minutes, and work much better then MQL Linear Programming.
Can Anyone share some information?