History of MQL5.community development

When exploring various model architecture designs, we often devote insufficient attention to the process of model training. In this article, I aim to address this gap.

The Accelerator Oscillator is another Bill Williams Indicator that tracks price momentum's acceleration and not just its pace. Although much like the Awesome oscillator we reviewed in a recent article, it seeks to avoid the lagging effects by focusing more on acceleration as opposed to just speed. We examine as always what patterns we can get from this and also what significance each could have in trading via a wizard assembled Expert Advisor.

In this article, we present the implementation of several ensemble classifiers in MQL5 and discuss their efficacy in varying situations.

Moving average cross-overs are widely known by traders in our community, and yet the core of the strategy has changed very little since its inception. In this discussion, we will present you with a slight adjustment to the original strategy, that aims to minimize the lag present in the trading strategy. All fans of the original strategy, could consider revising the strategy in accordance with the insights we will discuss today. By using 2 moving averages with the same period, we reduce the lag in the trading strategy considerably, without violating the foundational principles of the strategy.

The article presents an artificial electric field algorithm (AEFA) inspired by Coulomb's law of electrostatic force. The algorithm simulates electrical phenomena to solve complex optimization problems using charged particles and their interactions. AEFA exhibits unique properties in the context of other algorithms related to laws of nature.

In this article news filtration for individual news events based on their IDs will be implemented. In addition, previous SQL queries will be improved to provide additional information or reduce the query's runtime. Furthermore, the code built in the previous articles will be made functional.

The previously developed risk manager contained only basic functionality. Let's try to consider possible ways of its development, allowing us to improve trading results without interfering with the logic of trading strategies.

The article examines the possibilities of generating and providing reporting data on the use of the seasonality factor when trading spreads on Forex.