Articles

MQL5 Wizard Techniques you should know (Part 16): Principal Component Analysis with Eigen Vectors for MetaTrader 5

Principal Component Analysis, a dimensionality reducing technique in data analysis, is looked at in this article, with how it could be implemented with Eigen values and vectors. As always, we aim to develop a prototype expert-signal-class usable in the MQL5 wizard

MQL5 Wizard Techniques You Should Know (Part 15): Support Vector Machines with Newton's Polynomial for MetaTrader 5

Support Vector Machines classify data based on predefined classes by exploring the effects of increasing its dimensionality. It is a supervised learning method that is fairly complex given its potential to deal with multi-dimensioned data. For this article we consider how it’s very basic

MQL5 Wizard Techniques you should know (14): Multi Objective Timeseries Forecasting with STF for MetaTrader 5

Spatial Temporal Fusion which is using both ‘space’ and time metrics in modelling data is primarily useful in remote-sensing, and a host of other visual based activities in gaining a better understanding of our surroundings. Thanks to a published paper, we take a novel approach in using it by

MQL5 Wizard Techniques you should know (Part 13): DBSCAN for Expert Signal Class for MetaTrader 5

Density Based Spatial Clustering for Applications with Noise is an unsupervised form of grouping data that hardly requires any input parameters, save for just 2, which when compared to other approaches like k-means, is a boon. We delve into how this could be constructive for testing and eventually

MQL5 Wizard Techniques you should know (Part 12): Newton Polynomial for MetaTrader 5

Newton’s polynomial, which creates quadratic equations from a set of a few points, is an archaic but interesting approach at looking at a time series. In this article we try to explore what aspects could be of use to traders from this approach as well as address its limitations

MQL5 Wizard Techniques you should know (Part 11): Number Walls for MetaTrader 5

Number Walls are a variant of Linear Shift Back Registers that prescreen sequences for predictability by checking for convergence. We look at how these ideas could be of use in MQL5

MQL5 Wizard Techniques you should know (Part 10). The Unconventional RBM for MetaTrader 5

Restrictive Boltzmann Machines are at the basic level, a two-layer neural network that is proficient at unsupervised classification through dimensionality reduction. We take its basic principles and examine if we were to re-design and train it unorthodoxly, we could get a useful signal filter

MQL5 Wizard Techniques you should know (Part 09): Pairing K-Means Clustering with Fractal Waves for MetaTrader 5

K-Means clustering takes the approach to grouping data points as a process that’s initially focused on the macro view of a data set that uses random generated cluster centroids before zooming in and adjusting these centroids to accurately represent the data set. We will look at this and exploit a

MQL5 Wizard Techniques you should know (Part 08): Perceptrons for MetaTrader 5

Perceptrons, single hidden layer networks, can be a good segue for anyone familiar with basic automated trading and is looking to dip into neural networks. We take a step by step look at how this could be realized in a signal class assembly that is part of the MQL5 Wizard classes for expert

The case for using a Composite Data Set this Q4 in weighing SPDR XLY's next performance for MetaTrader 5

We consider XLY, SPDR’s consumer discretionary spending ETF and see if with tools in MetaTrader’s IDE we can sift through an array of data sets in selecting what could work with a forecasting model with a forward outlook of not more than a year

Forum

Suggestion

We need an app like this for mql5 on iOS Continuous .NET C# and F# IDE by Krueger Systems, Inc. https://itunes.apple.com/us/app/continuous-net-c-and-f-ide/id1095213378?mt=8 The link above is to an app that allows programming c# and f# on iOS. We need something similar for mql

ini script

Hello, I need help with a sample ini script that makes MetaTrader 5 optimize an EA and save the best results in a *.*set file to a location of my choosing. This optimization is to be done for multiple symbols. Are samples of this available online

Ransomware Protection

The developers of this virus that almost shut down UK's NHS are allegedly redeveloping and improving it to wreck more havoc! My question is what assurance do we have that virtual servers (esp. those offered by metaquotes in lieu of VPS) will be secure going forward

Order filling (Persistent Problem)

I keep getting order filling error 10030 with FxPro. Here is my code. bool IsFillingTypeAllowed( string symbol, int fill_type) { int filling = ( int ) SymbolInfoInteger (symbol, SYMBOL_FILLING_MODE );

Broker Order filling

I trade with a certain broker using an EA and I never used to have problems. However recently my orders have been declined because of error 10030. Prior to this I used to input the order filling type as a parameter for the EA and it would work without a problem. But now even when I use

Closing a position

How does one close a position under the new hedging system via an MqlTradeRequest

Local Network farm

Snap shot of my agents

OpenCL Query

How do I implement a for-loop with 'break' and 'continue' in OpenCL. The examples in the articles provided do not show this

PR Calculation for agents!!

The calculation of "Performance Rating" for agents is not transparent enough user accounts are running up all sorts of strange charges! Even when no passes are being made by the agents, one's balance can still be used up. I propose before each optimization Metatrader calculates the cost of a single

Build 1043

ExpertRemove() is not terminating tester as before. Why is this