Yaroslav Barabanov / Profile

The article considers applying the separate optimization method during various market conditions. Separate optimization means defining trading system's optimal parameters by optimizing for an uptrend and downtrend separately. To reduce the effect of false signals and improve profitability, the systems are made flexible, meaning they have some specific set of settings or input data, which is justified because the market behavior is constantly changing.

The article focuses on one-step-ahead forecasting for EURUSD using EViews software and a further evaluation of forecasting results using the programs in EViews. The forecast involves regression models and is evaluated by means of an Expert Advisor developed for MetaTrader 4.

The MQL5 language keeps evolving, and its new features for working with data are constantly being added. Due to innovation it has recently become possible to operate with ZIP archives using regular MQL5 tools without getting third party DLL libraries involved. This article focuses on how this is done and provides the CZip class, which is a universal tool for reading, creating and modifying ZIP archives, as an example.

In this article, we will consider the creation of two indicators: the tick indicator, which plots the tick chart of the price and tick candle indicator, which plot candles with the specified number of ticks. Each of the indicators writes the incoming prices into a file, and uses the saved data after the restart of the indicator (these data also can be used by the other programs)

The article familiarizes the reader with exponential smoothing models used for short-term forecasting of time series. In addition, it touches upon the issues related to optimization and estimation of the forecast results and provides a few examples of scripts and indicators. This article will be useful as a first acquaintance with principles of forecasting on the basis of exponential smoothing models.

The article describes the creation of a custom exchange symbol using the MQL5 language. In particular, it considers the use of exchange quotes from the popular Finam website. Another option considered in this article is the possibility to work with an arbitrary format of text files used in the creation of the custom symbol. This allows working with any financial symbols and data sources. After creating a custom symbol, we can use all the capabilities of the MetaTrader 5 Strategy Tester to test trading algorithms for exchange instruments.

The article describes how to implement Interprocess Communication between MetaTrader 5 client terminals using named pipes. For the use of the named pipes, the CNamedPipes class is developed. For the test of its use and to measure the connection throughput, the tick indicator, the server and client scripts are presented. The use of named pipes is sufficient for real-time quotes.

Since its introduction, MetaTrader 5 provides multicurrency testing options. This possibility is often used by traders. However the function is not universal. The article presents several programs for drawing graphical objects on charts based on HTML and CSV trading history reports. Multicurrency trading can be analyzed in parallel, in several sub-windows, as well as in one window using the dynamic switching command.