Articles
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
MQL5 Wizard Techniques you should know (Part 96): Using Wavelet Thresholding and LSTM Network in a Custom Money Management Class for MetaTrader 5
In this article we consider a custom MQL5 Wizard class that processes Money Management. Our custom class is labelled ‘CMoneyWaveletLSTM’, and is developed by combining the Wavelet Thresholding algorithm with an LSTM network. As has been the case throughout these series, the developed model is
MQL5 Wizard Techniques you should know (Part 95): Using Disjoint Set Union and Deep Belief Network in a Custom Signal Class for MetaTrader 5
For this article we switch to a custom MQL5 Wizard class that examines entry Signals. Our custom class is ‘CSignalDSUDBN’ this time around, and is coded by combining the Disjoint Set Union algorithm with a Deep Belief network. As has been the case throughout these series, our model is testable with
MQL5 Wizard Techniques you should know (Part 94): Using Reservoir Sampling and Linear Regression in a Custom Trailing Stop Class for MetaTrader 5
For this article we rotate to a custom MQL5 Wizard class implementation that explores Trailing Stops. Our custom class is ‘CTrailingReservoirLinReg’ that we derive by combining the Reservoir Sampling algorithm with a Linear Regression network. As has been the case throughout these series, this
MQL5 Wizard Techniques you should know (Part 93): Using Suffix Automation and an Auto Encoder in a Custom Money Management Class for MetaTrader 5
For this article we switch to a custom MQL5 Wizard class implementation that explores Money Management. We are labelling our custom class ‘CMoneySuffixAE’ that we derive by combining the Suffix Automaton algorithm with an Autoencoder neural network. As always, this formulation is testable with MQL5
MQL5 Wizard Techniques you should know (Part 92): Using B-Tree Indexing and a Bayesian NN in a Custom Signal Class for MetaTrader 5
In this article we present yet another custom MQL5 Signal Class that we are labelling ‘CSignalBTreeBayesian’. We are marrying the algorithm of a balanced tree with a neural network that is built on Bayesian principles to formulate yet another custom signal testable independently or with other
MQL5 Wizard Techniques you should know (Part 91): Using Skip Lists and a Hopfield Network in a Custom Trailing Class for MetaTrader 5
For our next Exploration on notions that are testable with the MQL5 Wizard we examine if Skip Lists and the Hopfield Network can give us a profit-guarding trailing strategy. Trailing Stop Management, as already argued, can be overlooked in most trading systems at the expense of Entry Signals or even
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