How to Start with Metatrader 5 - page 140

[Sergey Golubev]

An example of how to ensemble ONNX models in MQL5

For stable trading, it is usually recommended to diversify both the traded instruments and the trading strategies. The same refers to machine learning models: it is easier to create several simpler models that one complex one. But it can be difficult to assemble these models into one ONNX model. In this article, we will consider one of the ensembles called the voting classifier. We will show you how easy it is to implement such an ensemble.

[Sergey Golubev]

Just a suggestion for newbies (for the people who want to start trading with Metatrader 5 but have no idea about where to start to):

----------------

You need to read the manual: MetaTrader 5 Help - Trading Platform — User Manual 

Open demo account with any broker and try to trade with 0.01 lot size.

Find Metatrader broker (there are a lot of Metatrader brokers, use google to find), and open the account according to their condition on their websites.
Try with demo first.

1. The article - MQL5.community - User Memo 

2. MetaTrader 5 Help - Open an Account

3. Where Do I start from?
https://www.mql5.com/en/forum/212020 

4. MetaTrader 5 Help - Trading Platform — User Manual 

5. How to make a search on the forum
https://www.mql5.com/en/forum/193510 

6. Find a Server by the Broker's Name: 
https://www.mql5.com/en/forum/214820

[Sergey Golubev]

About Metatrader 5 -

Forum on trading, automated trading systems and testing trading strategies

New version of the MetaTrader 5 platform build 3660: Improvements and fixes

Renat Fatkhullin , 2023.05.25 13:43

Update to Windows 10 at least please.

Support for Windows 7/8 is being phased out and the functionality for them has already begun to be curtailed. Very soon we will disable terminal updates for versions below Windows 10.

Installers in a week will also switch exclusively to 64-bit versions. From January 1, 2024, we will stop supporting old 32-bit terminals.

[Sergey Golubev]

New  summary discussion thread about matrices and vectors - 

Matrices and vectors in MQL5

Forum on trading, automated trading systems and testing trading strategies

How to Start with Metatrader 5

Sergey Golubev, 2013.09.20 08:21

Summaries :

====

1. How to Start with MT5, a summary !  (incl the previous thread:How to start with MetaTrader and forex, the beginning) 
       MetaTrader 4 Help - Client Terminal – User Guide 
       MetaTrader 5 Help - Trading Platform — User Manual 
   
   
2. MetaTrader 5 Python User Group - the summary
   
   
3. MetaEditor, Open AI and ChatGPT  - summary discussion thread about new feature in MT5 and MetaEditor
   
   
4. Matrices and vectors in MQL5 - summary discussion thread about matrices and vectors
   
   
5. All (not yet) about Strategy Tester, Optimization and Cloud
   
   
6. ASCTREND SYSTEM summary (incl 2 good EAs)
   
   
7. BRAINTRADING SYSTEM HowTo
   
   
8. PriceChannel Parabolic system (incl 2 versions of the EA)
   
   
9. Trading Systems Based on Signal Indicators
   
   
10. Market Condition Evaluation (2 EAs were created)
    
    
11. All about mql OOP
    
    
12. Ichimoku
    
    
13. Financial and trading videos - Table of Contents
    
    
14. All about Calendar tab and Macro Economic Events
    
    
15. All about MQL5 Wizard : create robots without programming

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Free hosting for algorithmic trading: Inquire with your broker

MetaQuotes, 2023.06.20 10:41

Tens of thousands of traders use MetaTrader 5 VPS as a secure, reliable and fast hosting solution for automated trading. Recognizing the growing popularity of the service, brokerage companies approached us for the possibility to utilize VPSs to reward loyal users. This is how the Sponsored VPS service project appeared in 2020. This innovative service enables brokers to offer free VPS access to their traders under predefined terms and conditions.

We have recently implemented a major service update based on the accumulated experience and valuable feedback from brokers. The updated Sponsored VPS has become more user-friendly and accessible for MetaTrader 5 brokerages. We expect that even more companies will take advantage of this opportunity, as this interaction capability can bring benefits to both brokers and traders.

MetaTrader VPS is a specialized natively integrated solution for professional social and algorithmic trading, which does not require additional activations or configurations. Transferring robots or signal subscriptions to a virtual server does not require any special programming skills or technical knowledge. Your apps, along with all their settings can be migrated in just a couple of clicks.

More than a dozen hosting points are located around the world, to ensure optimal access with less than 5 milliseconds for 82% of all brokerage servers. This means that most traders can obtain a significant gain in execution speed through MetaTrader VPS. MetaQuotes servers are hosted by the most reliable providers to ensure a maximum uptime of 99.99%. You can be sure that your trading strategies will run consistently 24/7. Smart resource allocation algorithms ensure that each trading platform receives enough resources on a virtual machine: up to 3 GB of RAM, up to 16 GB of hard disk space and several CPUs are allocated on demand.

Contact your broker to inquire about the availability of this service and learn how you can receive a free VPS to run your algorithmic trading strategies.

[2AB3BFDD]

My trade I pay for the bot already but I just signed in now but I don't know what next steps 

[Sergey Golubev]

2AB3BFDD #:
My trade I pay for the bot already but I just signed in now but I don't know what next steps 

if you paid for the bot from the Market, and if the money already came to the Market (it may take some days in some cases)
so your bot should be listed on your profile here:
https://www.mql5.com/en/users/2ab3bfdd/market
---------------------

This is the instruction about how to buy, download and install (one instruction for MT4 and the other one is for MT5):

How to buy, install, test and use a MT4 Expert Advisor
How to buy, install, test and use a MT5 Expert Advisor

[Sergey Golubev]

Rebuy algorithm: Multicurrency trading simulation

In the previous article I showed you a lot of useful features that you probably did not know, but the most interesting thing is ahead - research or trading simulation. Sometimes a strategy tester is not enough. Although this is a very convenient tool for getting to know the market, but this is only the first step. If you carefully read the previous article, then you most likely know the reason already.

[Sergey Golubev]

There is one summary post about  How to prepare MT4 for backtesting/trading: #932 

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As to MT5 so there is good discussion thread to be started on Russian forum, and it is one post on the thread -
it is about the different backtesting results for same EA with same broker/account but with different number of ticks - about why it may be happened (why the backtesting results may be the different ones with same condition of backtesting for same account/parameters -
(machine translation to the English):

Forum on trading, automated trading systems and testing trading strategies

Periodic changes in the quote history of the same broker.

2023.07.06 00:43

Does the Expert Advisor exactly opens the orders based on chart signals or indicators?

Sometimes it happens that the history is not loaded correctly the first time (packet loss and such). You should download the history three times for the desired/sufficient period (with a margin), and then turn on the test. The terminal, it seems, during the test, first loads the data, and then it tests. But if there is already a history in the terminal, then it does not load it.

How to download the history ... one time or 3 times ... but how to do it in Metatrader 5?
Look at those 3 screenshots about HowTo:

[Sergey Golubev]

Sergey Golubev #:

An example of how to ensemble ONNX models in MQL5

For stable trading, it is usually recommended to diversify both the traded instruments and the trading strategies. The same refers to machine learning models: it is easier to create several simpler models that one complex one. But it can be difficult to assemble these models into one ONNX model. In this article, we will consider one of the ensembles called the voting classifier. We will show you how easy it is to implement such an ensemble.

Wrapping ONNX models in classes

In the previous article, we used two ONNX models to arrange the voting classifier. The entire source text was organized as a single MQ5 file. The entire code was divided into functions. But what if we try to swap models? Or add another model? The original text will become even bigger. Let's try the object-oriented approach.