Articles, Library comments - page 11

Check out the new article: Statistical Arbitrage Through Cointegrated Stocks (Part 1): Engle-Granger and Johansen Cointegration Tests . This article aims to provide a trader-friendly, gentle introduction to the most common cointegration tests, along with a simple guide to understanding their

Check out the new article: Arithmetic Optimization Algorithm (AOA): From AOA to SOA (Simple Optimization Algorithm) . In this article, we present the Arithmetic Optimization Algorithm (AOA) based on simple arithmetic operations: addition, subtraction, multiplication and division. These basic

Check out the new article: Formulating Dynamic Multi-Pair EA (Part 3): Mean Reversion and Momentum Strategies . In this article, we will explore the third part of our journey in formulating a Dynamic Multi-Pair Expert Advisor (EA), focusing specifically on integrating Mean Reversion and Momentum

Check out the new article: From Basic to Intermediate: Union (I) . In this article we will look at what a union is. Here, through experiments, we will analyze the first constructions in which union can be used. However, what will be shown here is only a core part of a set of concepts and information

Check out the new article: Neural Networks in Trading: Hyperbolic Latent Diffusion Model (HypDiff) . The article considers methods of encoding initial data in hyperbolic latent space through anisotropic diffusion processes. This helps to more accurately preserve the topological characteristics of

New article Interview with Anton Nel (ATC 2012) is published: Today we talk to Anton Nel (ROMAN5) from South Africa, a professional developer of automated trading systems. Obviously, his Expert Advisor just could not go unnoticed. Breaking into the top ten from the very start of the Championship, it

GARCH Indicator - Industrial Level Volatility Estimator : Volatility indicator with a threshold line based on the Generalized AutoRegressive Conditional Heteroskedasticiticy (GARCH) statistical model used for time series analysis and forecasting. Author: Serhad Yildirim

Check out the new article: Statistical Arbitrage Through Mean Reversion in Pairs Trading: Beating the Market by Math . This article describes the fundamentals of portfolio-level statistical arbitrage. Its goal is to facilitate the understanding of the principles of statistical arbitrage to readers

Check out the new article: From Novice to Expert: Animated News Headline Using MQL5 (IV) — Locally hosted AI model market insights . In today's discussion, we explore how to self-host open-source AI models and use them to generate market insights. This forms part of our ongoing effort to expand the

AutoTrendLines Indicator for MQL5 : The AutoTrendLines indicator automatically draws support and resistance trend lines on your MetaTrader 5 chart. It identifies key price levels using two methods: Two Extremums (Type 1) or Extremum and Delta (Type 2). The lines are recalculated only when a new bar

Auto Tp : Set Auto TP and SL: Automatically setting Take Profit (TP) and Stop Loss (SL) helps manage risk and lock in profits without manual intervention. This feature ensures each trade has predefined exit levels, reducing emotional decision-making and improving trading discipline. Ideal for both

Check out the new article: MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase . Discover how to effortlessly import and utilize the History Manager EX5 library in your MQL5 source code to process trade histories in your MetaTrader 5 account in

Check out the new article: Creating an MQL5-Telegram Integrated Expert Advisor (Part 3): Sending Chart Screenshots with Captions from MQL5 to Telegram . In this article, we create an MQL5 Expert Advisor that encodes chart screenshots as image data and sends them to a Telegram chat via HTTP requests

MQL5 Programming for Traders – Source Codes from the Book. Part 7 : The final seventh part of the book discusses the advanced capabilities of the MQL5 API, which will be useful when developing programs for MetaTrader 5. These include custom financial symbols, built-in economic calendar events, and

Time To Close v1.01 - MT5 : Time to candle Close. Dynamic text colours. Optimised for back-testing. Author: Tautvydas Vaitkus

Check out the new article: MQL5 Wizard Techniques you should know (Part 73): Using Patterns of Ichimoku and the ADX-Wilder . The Ichimoku-Kinko-Hyo Indicator and the ADX-Wilder oscillator are a pairing that could be used in complimentarily within an MQL5 Expert Advisor. The Ichimoku is

TickCompressor : Convert MqlTick-s into minified structures to free RAM or store tick arrays in a compact files. Author: Stanislav Korotky

Check out the new article: Using association rules in Forex data analysis . How to apply predictive rules of supermarket retail analytics to the real Forex market? How are purchases of cookies, milk and bread related to stock exchange transactions? The article discusses an innovative approach to

EAX_Mysql - mysql library : This library allows an easy interface to mysql. Author: Michael Schoen

Easy Canvas : The library and iCanvas class simplify writing programs using Canvas. Author: Nikolai Semko

Monthly VWAP : Monthly VWAP (Volume Weighted Average Price) is an essential MQL5 indicator that calculates and displays the Volume Weighted Average Price for each trading month. It's a powerful tool for understanding long-term market sentiment, identifying key monthly fair value, and informing

Check out the new article: Developing a multi-currency Expert Advisor (Part 20): Putting in order the conveyor of automatic project optimization stages (I) . We have already created quite a few components that help arrange auto optimization. During the creation, we followed the traditional cyclical

Check out the new article: Implementing Practical Modules from Other Languages in MQL5 (Part 01): Building the SQLite3 Library, Inspired by Python . The sqlite3 module in Python offers a straightforward approach for working with SQLite databases, it is fast and convenient. In this article, we are

Butterfly Strategy Expert Advisor with Multiple TimeFrames : Butterfly Strategy Expert Advisor This Expert Advisor (EA) implements the Butterfly harmonic trading pattern across multiple timeframes (M2 to D1) for automated forex trading. It detects bullish and bearish Butterfly patterns using pivot

Check out the new article: Regression models of the Scikit-learn Library and their export to ONNX . In this article, we will explore the application of regression models from the Scikit-learn package, attempt to convert them into ONNX format, and use the resultant models within MQL5 programs

Basket Manager EA : This EA is meant to impose a few rules to manage baskets. Author: Yashar Seyyedin

Simple Scalping EA: Very simple scalping EA, no Indicators. Logic is based on very fast price movements. Author: yan

Check out the new article: Implementing the SHA-256 Cryptographic Algorithm from Scratch in MQL5 . Building DLL-free cryptocurrency exchange integrations has long been a challenge, but this solution provides a complete framework for direct market connectivity. When implementing SHA-256 in a trading

Check out the new article: Price Action Analysis Toolkit Development (Part 30): Commodity Channel Index (CCI), Zero Line EA . Automating price action analysis is the way forward. In this article, we utilize the Dual CCI indicator, the Zero Line Crossover strategy, EMA, and price action to develop a

Check out the new article: MQL5 Wizard Techniques you should know (Part 72): Using Patterns of MACD and the OBV with Supervised Learning . We follow up on our last article, where we introduced the indicator pair of the MACD and the OBV, by looking at how this pairing could be enhanced with Machine