Published article "Controlled optimization: Simulated annealing".
The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing trading strategies — Simulated annealing. The method's algorithm, its implementation and integration into any Expert Advisor are considered. The developed algorithm is tested on the Moving Average EA.
Most read articles this week
LifeHack for traders: Fast food made of indicators
If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented in MQL5. All functions are as clear as possible and perfectly suited for step-by-step debugging.
Custom Strategy Tester based on fast mathematical calculations
The article describes the way to create a custom strategy tester and a custom analyzer of the optimization passes. After reading it, you will understand how the math calculations mode and the mechanism of so-called frames work, how to prepare and load custom data for calculations and use effective algorithms for their compression. This article will also be interesting to those interested in ways of storing custom information within an expert.
Automatic construction of support and resistance lines
The article deals with automatic construction of support/resistance lines using local tops and bottoms of price charts. The well-known ZigZag indicator is applied to define these extreme values.
Most downloaded source codes this week
- TradePanel Simple one click trade panel, typically useful for scalpers and day traders.
- Signal Candles Get entry signals from specific candles based on your rules.
- Daily Pivot Points shifted for different day start time This indicator is another implementation of daily pivot points that allows the time for pivot point calculation to be advanced or delayed from the server time. It considers any Saturday trading to be Friday and any Sunday trading to be Monday.
Bestsellers in the Market:
The most popular forum topics:
- Help - I'm a newbie 86 new comments
- From theory to practice 42 new comments
- Interesting and Humour 30 new comments
The most downloaded free products:
The most popular forum topics:
- 50k dollars a month 65 new comments
- From theory to practice 50 new comments
- Optimise an EA and get the best of the optimised ones. 24 new comments
Bestsellers in the Market:
The most popular forum topics:
- From theory to practice 132 new comments
- Machine learning in trading: theory, models, practice and algo-trading 30 new comments
- ZigZags Shepherds 30 new comments
Bestsellers in the Market:
The most downloaded free products:
The most popular forum topics:
- Machine learning in trading: theory, models, practice and algo-trading 86 new comments
- From theory to practice 70 new comments
- 50k dollars a month 41 new comments
Bestsellers in the Market:
Bestsellers in the Market:
The most popular forum topics:
- Optimise an EA and get the best of the optimised ones. 53 new comments
- Machine learning in trading: theory, models, practice and algo-trading 51 new comments
- 50k dollars a month 51 new comments
New publications in CodeBase
- Point of Balance The indicator shows current trend by showing a color of the current balance. The opposite color is not displayed as long as it does not become a trend (hence, lack of color, means the opposite trend is the prevailing)
- Candle Closing Time Remaining (CCTR) MT5 MetaTrader 5 version of Candle Closing Time Remaining (CCTR) is an indicator which displays the remaining time for an open candle to be closed.
- Inverse Fisher CCI CCI is a very useful indicator. But it lacks one thing: known bounds. Adding Inverse Fisher Transform to CCI makes it oscillate in known bounds, and that way it can help in assessing what is exactly going on with the markets.
The most downloaded free products:
Most read articles this month
Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a profit when trading.
Price trends form price channels that can be observed on financial symbol charts. The breakout of the current channel is one of the strong trend reversal signals. In this article, I suggest a way to automate the process of finding such signals and see if the channel breakout pattern can be used for creating a trading strategy.
Testing patterns that arise when trading currency pair baskets. Part III
In this article, we finish testing the patterns that can be detected when trading currency pair baskets. Here we present the results of testing the patterns tracking the movement of pair's currencies relative to each other.
Most downloaded source codes this month
- TradePanel Simple one click trade panel, typically useful for scalpers and day traders.
- Signal Candles Get entry signals from specific candles based on your rules.
- Daily Pivot Points shifted for different day start time This indicator is another implementation of daily pivot points that allows the time for pivot point calculation to be advanced or delayed from the server time. It considers any Saturday trading to be Friday and any Sunday trading to be Monday.
Bestsellers in the Market:
Bestsellers in the Market:
The most popular forum topics:
- Any questions from newcomers on MQL4 and MQL5, help and discussion on algorithms and codes 25 new comments
- Interesting and Humour 21 new comments
- There certainly is a Holy Grail! 20 new comments
New publications in CodeBase
- Volume Average percent This version is a sort of normalized version - since it shows Volume as a percent compared to the Average Volume over a chosen period.
- Volume Average Long known volume analysis method.
- Open two Market orders in opposite directions Can be used for hedging or trading breakout systems.
Bestsellers in the Market:
The most downloaded free products:
Most read articles this week
Custom Strategy Tester based on fast mathematical calculations
The article describes the way to create a custom strategy tester and a custom analyzer of the optimization passes. After reading it, you will understand how the math calculations mode and the mechanism of so-called frames work, how to prepare and load custom data for calculations and use effective algorithms for their compression. This article will also be interesting to those interested in ways of storing custom information within an expert.
Automatic construction of support and resistance lines
The article deals with automatic construction of support/resistance lines using local tops and bottoms of price charts. The well-known ZigZag indicator is applied to define these extreme values.
Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a profit when trading.
Most downloaded source codes this week
- TradePanel Simple one click trade panel, typically useful for scalpers and day traders.
- MA Cross Studies Simple program using the moving average as bias and providing many trade and money management options.
- Renko The renko (renko) chart in a separate subwindow. No matter on what chart timeframe the indicator is attached, the renko is drawn on close price of М1 timeframe.
The most popular forum topics:
- Errors, bugs, questions 35 new comments
- Machine learning in trading: theory, models, practice and algo-trading 18 new comments
- Hi everyone! What is best between 2 options)??? 14 new comments
Bestsellers in the Market:
Bestsellers in the Market:
Published article "LifeHack for traders: Fast food made of indicators".
If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented in MQL5. All functions are as clear as possible and perfectly suited for step-by-step debugging.
New publications in CodeBase
- McGinley Dynamic Indicator The McGinley Dynamic indicator was developed by John McGinley and outlined in the Market Technicians Association's "Journal Of Technical Analysis" in 1991. The purpose of this indicator is to address flaws found in conventional moving averages, such as price separation and whipsaws. The result is a remarkable indicator that follows the average price of an instrument while adapting to current market speeds.
- 3 MAs Market Indicator that shows the current estimated state of the market based on a correlation of 3 Moving Averages.
The most downloaded free products:
The most popular forum topics:
- Machine learning in trading: theory, models, practice and algo-trading 46 new comments
- From theory to practice 43 new comments
- Got stood up in a shop with an ePayments card 33 new comments