Codes
Historex: export the history of rates and ticks to CSV-files for MetaTrader 5
This is a script to export rates and ticks of current chart's symbol into CSV-files compatible with MT5's export/import format
SubScaler for MetaTrader 5
This is a helper indicator which allows you to adjust vertical scale of a subwindow manually, which is useful for zooming in and zooming out graphs of your favourite indicator placed in the same subwindow
ChartBrowser for MetaTrader 5
This is an utility which allows you to list all open charts, indicators, expert advisers, and scripts in alphabetic order, and switch between them
Universal Signals & Universal Trailing Modules for MetaTrader 5
This is a module for MQL5 Wizard and Standard Library, which allows you to generate expert adviser based on arbitrary set of indicators and conditions
TickCompressor for MetaTrader 5
Convert MqlTick-s into minified structures to free RAM or store tick arrays in a compact files
M1MA indicator for MetaTrader 5
M1-based Moving Average. It gives more adequate estimation of average price per bar compared to any standard price type (close, open, median, typical, weighted, etc)
MQL5 Program Packer for MetaTrader 5
This is MQL5 project packer: assemble all source and resource files from dependencies into a single ZIP
Pseudo-Indicator with Asynchronous Multi-Threaded Calculations Demo for MetaTrader 5
This is an indicator w/o buffers which demonstrates parallel multi-threaded calculations in chart objects hosting worker expert adviser
WmiFor 3.5 for MT5 (with DTW engine) for MetaTrader 5
This indicator predicts future price movements by searching for similar candle patterns in the rate history
BPNN MQL Predictor Demo with library for MetaTrader 5
This is a demo indicator with BPNN neural network library ported from C++ to MQL
Articles
Backpropagation Neural Networks using MQL5 Matrices for MetaTrader 5
The article describes the theory and practice of applying the backpropagation algorithm in MQL5 using matrices. It provides ready-made classes along with script, indicator and Expert Advisor examples
Parallel Particle Swarm Optimization for MetaTrader 5
The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an Expert Advisor and in a parallel multi-threaded mode as an add-on that runs on local tester agents
Custom symbols: Practical basics for MetaTrader 5
The article is devoted to the programmatic generation of custom symbols which are used to demonstrate some popular methods for displaying quotes. It describes a suggested variant of minimally invasive adaptation of Expert Advisors for trading a real symbol from a derived custom symbol chart. MQL
Calculating mathematical expressions (Part 2). Pratt and shunting yard parsers for MetaTrader 5
In this article, we consider the principles of mathematical expression parsing and evaluation using parsers based on operator precedence. We will implement Pratt and shunting-yard parser, byte-code generation and calculations by this code, as well as view how to use indicators as functions in
Calculating mathematical expressions (Part 1). Recursive descent parsers for MetaTrader 5
The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes, based on a pre-built syntax tree
MQL as a Markup Tool for the Graphical Interface of MQL Programs (Part 3). Form Designer for MetaTrader 5
In this paper, we are completing the description of our concept of building the window interface of MQL programs, using the structures of MQL. Specialized graphical editor will allow to interactively set up the layout that consists of the basic classes of the GUI elements and then export it into the
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2 for MetaTrader 5
This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional functionality for caching and dynamically generating the elements and controlling the styles and new
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1 for MetaTrader 5
This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow manage them, set up their properties, and process the events in a unified manner. It also provides
Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports for MetaTrader 5
The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also provides a graphical interface. MQL source codes are attached below
Forecasting Time Series (Part 2): Least-Square Support-Vector Machine (LS-SVM) for MetaTrader 5
This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test indicators and Expert Advisors. This technology has not been implemented in MQL yet. But first, we
Forum
Subscription to OnBookEvent sometimes falls off - is there such a thing?
After I have started working with the tumbler and added some indicators signed to OnBookEvent, I have found that some of them silently fall off, in particular, 1 expert and 1 indicator on different symbols. No errors in the logs. The quotes kept going. Other symbols continued to work. After manually
Expert profiling conundrum - how not to exceed the 15 minute limit of the Championship
This is an interesting situation. My multicurrency Expert Advisor, unencumbered by any online retraining, does not fit into the 15 minute limit. I inserted a primitive profiler and surrounded my code calls with it. It turns out that my code works for only 1.5 minutes for a 16-minute test from the
Market: pricing as a threshold of entry
Recently on the forum there was an interesting topic related to the possible cost of the winning Expert Advisors of the upcoming championship. The emphasis was placed on winners and exactly on Expert Advisors (apparently, as the quintessence of automated trading), although the question of cost
Gentlemen site developers - please write correctly in Russian
Postings on forums are often written out of order - that's fine, but the text on the site itself must be correct. Right now it is written in the 'basement': How to write an Expert Advisor or an indicator The genitive and accusative cases of homogeneous complements are monstrously mixed up here. To
What are formal rules of Order Book correctness/validity?
I've searched through the internet, but did not find a documentation or informal data on proper order book (Depth of Market, DOM) structure and content. There are numerous articles about what the order book is in general and many examples of trading by it. But there's no exact information what is
With usability and efficiency in mind: what is an optimal number of buffers in a scalable indicator?
8 (previous standard de facto from MT4) 16 (twice as the standard, without a reasoning) 32 (looks like somewhat number of Forex majors and crosses) 64 (looks like Forex with exotics, an overkill imho) another option (can explain)
Do we need a beta-channel for the Market products?
Yes No I don't know
Demand research: Do you want to have a MQL5 book?
Yes, I would buy a book if it's great Yes, I'd like to have a book freely available on mql5.com Maybe, I don't know, I don't care No, I trade using pure MT5 and existing MQL programs No, I hire a programmer when necessary No, MQL5 reference/help is sufficient No, existing series of articles on MQL5
What is a typical lifetime of open positions (or open orders in MT4) in your trading strategies?
milliseconds seconds (for example, scalping, arbitrage) minutes (for example, trading on news events) hours (for example, intraday or intersession trading) days (for example, TA on H4, D1) weeks or months (investing, carry-trade, etc)
Should we require a text review for product marks in the Market?
Yes, any mark must be accompanied with an explanation No, a mark can be placed without any feedback (as it is now) Maybe a mark should be accompanied with an explanation, but anonymously