Codes
PriceChannel for MetaTrader 5
A price channel based on a bar of user-defined duration (timeframe)
BestInterval for MetaTrader 5
Calculating the best trading interval
Virtual for MetaTrader 5
Virtual trading environment
TradeTransactions for MetaTrader 5
Access to OnTradeTransaction data anywhere within an application
ThirdPartyTicks for MetaTrader 5
A library for working with a third-party tick archive
AccurateTimer for MetaTrader 5
Increased accuracy of the standard timer
Ping for MetaTrader 5
A real-time indicator showing the lag of quotes inside the terminal
Clock for MetaTrader 5
A library for creating analog clocks using MetaTrader 4/5 graphical resources
SubWindow for MetaTrader 5
A library for working with chart subwindows
Expert for MetaTrader 5
A library for reading/writing the parameters of arbitrary Expert Advisors
Articles
Extract profit down to the last pip for MetaTrader 5
The article describes an attempt to combine theory with practice in the algorithmic trading field. Most of discussions concerning the creation of Trading Systems is connected with the use of historic bars and various indicators applied thereon. This is the most well covered field and thus we will
Forum
MT5 and speed in action
The MT5 is a nimble platform. But there are bottlenecks that negate all efforts at fast trading. I would like to collect the problems here, discuss and solve them somewhere with my own efforts, somewhere with the help of the Developers
Limits/stakes at current price in the Terminal (not in the Tester)
The sub-heading has been discussed on the forum more than once. Told me what happens to these orders in the Terminal and in the Tester. But I decided to create a separate thread on the subject. And only on the Terminal in order to deal with a painful issue - the real accounts. For the sake of
Some signs of the right TCs
Market patterns do not change in the cases of Multiplication of symbol prices by a non-zero constant. Symbol flip (1/Symbol). As a conclusion, proper TS should give identical trade signals when run on any custom symbol derived from the original action described above. For example, we took the
Acceptance of SL/TP orders
This branch will deal with orders which are created as a result of triggering of SL/TP levels of open positions . I wrote a complicated but useful function of getting a tick which serves as a trigger for a specified SL/TP order. #define SEARCH_TICK(A, B) \ {
MT4-Tester VS MT5-Tester
I have finally realized an old idea Forum on trading, automated trading systems and trading strategy testing Discussion on "Ready-made EAs from MQL5 Wizard work in MetaTrader 4" fxsaber , 2017.03.09 13:02 I suggest to take Tick Data Suite trial (Compatible: MT4 build 940 - 1052) for comparison. In
Alternative implementations of standard functions/approaches
NormalizeDouble #define EPSILON ( 1.0 e- 7 + 1.0 e- 13 ) #define HALF_PLUS ( 0.5 + EPSILON) double MyNormalizeDouble( const double Value, const int digits ) { // Добавление static ускоряет код в три раза (Optimize=0)! static const double Points[] = { 1.0 e- 0 , 1.0 e- 1 , 1.0 e- 2 , 1.0 e- 3
Limit order slippage statistics on the exchange
In MT5 there is a great feature to determine the slippage of pending orders from the history. In particular, limit orders. I would like to ask your real traders to share the statistics of slippage of your limit orders on the exchange. From the laws of exchange execution it follows that limit orders