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Walkthrough: https://www.mql5.com/en/articles/117
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The article describes the library allowing you to increase the efficiency of working with HTTP requests in MQL5. Execution of WebRequest in non-blocking mode is implemented in additional threads that use auxiliary charts and Expert Advisors, exchanging custom events and reading shared resources. The source codes are applied as well.
This article provides further description of the walk-forward optimization in the MetaTrader 5 terminal. In previous articles, we considered methods for generating and filtering the optimization report and started analyzing the internal structure of the application responsible for the optimization process. The Auto Optimizer is implemented as a C# application and it has its own graphical interface. The fifth article is devoted to the creation of this graphical interface.