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System of linear algebraic equations on each bar - indicator for MetaTrader 5
This work has 3 goals:
Using MATLAB 2018 computational capabilities in MetaTrader 5
This article is a development of the article "Interaction between MetaTrader 4 and MATLAB" by A. Emelyanov, and it provides information on solving a similar task for modern 64-bit versions of all platforms utilized by users. Over the past period, the method for creating shared DLL libraries has been substantially upgraded in the MATLAB package. Therefore, the method discussed in the original article requires modification. This happened because MATLAB Compiler SDK or MATLAB Coder must now be used instead of MATLAB Compiler. In addition, the practice of working with dynamic memory in MATLAB has changed, which implies certain adjustments of the source code that addresses a library written in the MATLAB language.
Developing a cross-platform grider EA
Most frequent users of this website know pretty well that MQL5 is the best option for developing custom EAs. Unfortunately, not all brokers allow creating accounts available in MetaTrader 5. Even if you currently work with a broker that allows that, you may switch to a broker offering only MetaTrader 4 in the future. What are you going to do with all the MQL5 EAs you have developed in that case? Are you going to spend a huge amount of time to rework them to fit into MQL4? Perhaps, it would be more reasonable to develop an EA able to work both in MetaTrader 5 and MetaTrader 4?
In this article, we will try to develop such an EA and check if a trading system based on an order grid is usable.
How to visualize multicurrency trading history based on HTML and CSV reports
Since its introduction, MetaTrader 5 provides multicurrency testing options. This possibility is often used by traders. However the function is not universal. In particular, after running a test, the user can open a chart with performed trading operations. But this is only a chart of one traded symbol selected in the strategy tester settings. The entire trading history of all used symbols cannot be viewed after testing, while visual examination is not always efficient. Additional analysis may be required after some time after testing. Also, a report can be provided by another person. Therefore, a tool for visualizing trading on multiple working symbols based on the HTML testing report would be very useful.
The previous article provided a description of the HTML parser based on CSS selectors. The parser extracts the list of deals from the HTML report, based on which we can trades can be formed (graphical objects). Parsing of CSV files from the Signals section is a bit easier, while the file format for the MetaTrader 4 (*.history.csv) and MetaTrader 5 (*.positions.csv) signals is supported by the built-in MQL functions.