Articles
Defining your Edge (Part 6): Harnessing Fourier Transform and a Spiking Neural Network in an Expert Advisor for MetaTrader 5
Article revisits Trading Robot that merged Discrete Fourier Transform with Leaky Integrate-and-Fire Spiking Neural Network. Evaluation is made over the seven operating modes with different symbols, timeframes, and test windows. We use two-thirds of the test window to optimize while the one-third
Defining your Edge (Part 5): Using GARCH Variance and Volatility-Scaled LSTM in an Expert Advisor for MetaTrader 5
We merge GARCH(1,1) variance projections with ATR plus Bollinger-Bands patterns to form an algorithm that could optionally be used with volatility-scaled LSTM within LSTM Wizard-ready signal class. We cover feature scaling, mode scoring, thresholds, and safety checks. Readers can replicate
Defining your Edge (Part 4): Applying Isotonic Regression and PNN Price-Forecasting in an Expert Advisor for MetaTrader 5
We consider the methods with which Isotonic Regression calibrates raw RSI, Stochastic and price-action signal scores into probabilities that are sorted, while a separate Probability based Neural Network evaluates similar historical market states. This article uses both approaches in a ready-made
Defining your Edge (Part 3): Using HMM and GRU in an Expert Advisor for MetaTrader 5
We examine how a Hidden Markov Model (HMM) estimates latent market regimes while basing on observable price and indicator sequences. This is done by estimating the probability of state transitions. A Gated Recurrent Unit (GRU) network models time dependencies and keeps important information over
Defining your Edge (Part 2): Using Divergence Mapping and a Temporal Fusion Transformer in a Trading Robot for MetaTrader 5
In this article we make the case for merging Divergence Mapping with a Temporal Fusion Proxy in a Trading Robot. Rather than depending on lagging price confirmations, the Divergence Mapping's thesis is that acting like a structural sensor can help identify hidden momentum shifts from price action
Defining your Edge (Part 1): Using a Discrete Fourier Transform and a Spiking Neural Network in a Trading Robot for MetaTrader 5
In this article we make the case for pairing the Discrete Fourier Transform with a Spiking Neural Network in a Trading Robot. The Fourier Transform helps represent data as oscillations instead of its raw values. To govern how we interpret these cycles, we engage a Spiking Neural Network that unlike
MQL5 Wizard Techniques you should know (Part 100): Sliding Window Median and Bidirectional LSTM for a Custom Trailing Stop for MetaTrader 5
CTrailingSlidingMedianBiLSTM is a custom MQL5 Wizard trailing module that combines robust median/MAD outlier filtering with a BiLSTM context score in the range [-1, 1]. Four algorithm modes (standard, bands, RSI, adaptive) target noise, mean-reverting bursts and liquidity spikes, reducing premature
MQL5 Wizard Techniques you should know (Part 99): Using a KD-Tree and an Echo State Network in a Custom Money Management Class for MetaTrader 5
This article lays out 'CMoneyKDTreeESN' custom money management class usable with the MQL5 Wizard, that combines the KD-Tree algorithm and the Echo State Network. We use the KD-Tree on log returns and ATR to give us a risk score, while the ESN tracks recent flow to give us a bounded lot size
MQL5 Wizard Techniques you should know (Part 98): Using an Unscented Kalman Filter and a Capsule Network in a Custom Signal Class for MetaTrader 5
This article presents 'CSignalUKFCapsNet', as a custom class coded in MQL5. This class is meant to be used with the MQL5 Wizard when assembling an Expert Advisor and when selected in the Wizard it defines the Expert Advisor's entry signals. In building this custom class, we brought together the
MQL5 Wizard Techniques you should know (Part 97): Using Convex Hull and a miniature GRU Network in a Custom Trailing Stop Class for MetaTrader 5
For this article we look at a custom MQL5 Wizard class for Trailing Stops. Our implemented custom class ‘CTrailingConvexHullGRU’, is built from merging the Convex Hull algorithm with a GRU network. As always we seek to develop a model that is testable with MQL5 Wizard-Assembled Expert Advisors and
Forum
Tick volume vs Real volume
MQ5 offers these two. What is the difference between them
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