History of MQL5.community development

Long Short-Term Memory (LSTM) is a type of recurrent neural network (RNN) designed to model sequential data by effectively capturing long-term dependencies and addressing the vanishing gradient problem. In this article, we will explore how to utilize LSTM to predict future trends, enhancing the performance of trend-following strategies. The article will cover the introduction of key concepts and the motivation behind development, fetching data from MetaTrader 5, using that data to train the model in Python, integrating the machine learning model into MQL5, and reflecting on the results and future aspirations based on statistical backtesting.

One of the directions for increasing the efficiency of the model training and convergence process is the improvement of optimization methods. Adam-mini is an adaptive optimization method designed to improve on the basic Adam algorithm.

The best practices, defining how to safely us an indicator, are not always easy to follow. Quiet market conditions may surprisingly produce readings on the indicator that do not qualify as a trading signal, leading to missed opportunities for algorithmic traders. This article will suggest a potential solution to this problem, as we discuss how to build trading applications capable of adapting their trading rules to the available market data.

One point to note: although the service code is not included in this article and will only be provided in the next one, I'll explain it since we'll be using that same code as a springboard for what we're actually developing. So, be attentive and patient. Wait for the next article, because every day everything becomes more interesting.

In this article, we develop the Adaptive Crossover RSI Trading Suite System, which uses 14- and 50-period moving average crossovers for signals, confirmed by a 14-period RSI filter. The system includes a trading day filter, signal arrows with annotations, and a real-time dashboard for monitoring. This approach ensures precision and adaptability in automated trading.

Today we will look at how to work with static variables. This question often confuses many programmers, both beginners and those with some experience, because there are several recommendations that must be followed when using this mechanism. The materials presented here are intended for didactic purposes only. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.

We continue our dive into chaos theory in financial markets. This time I will consider its applicability to the analysis of currencies and other assets.

In this article we are creating a synthetic symbol using a Generative Adversarial Network (GAN) involves generating realistic Financial data that mimics the behavior of actual market instruments, such as EURUSD. The GAN model learns patterns and volatility from historical market data and creates synthetic price data with similar characteristics.

The Market Facilitation Index is another Bill Williams Indicator that is intended to measure the efficiency of price movement in tandem with volume. As always, we look at the various patterns of this indicator within the confines of a wizard assembly signal class, and present a variety of test reports and analyses for the various patterns.

When working with machine learning models, it’s essential to ensure consistency in the data used for training, validation, and testing. In this article, we will create our own version of the Pandas library in MQL5 to ensure a unified approach for handling machine learning data, for ensuring the same data is applied inside and outside MQL5, where most of the training occurs.