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PointFigureKagiCharts - (MT5) https://www.mql5.com/en/market/product/61168
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RenkoFromRealTicks - (MT5) https://www.mql5.com/en/market/product/60797
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VolumeDeltaScanner - (MT5) https://www.mql5.com/en/market/product/53549
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WalkForwardOptimizer 1.11 - (MT5) https://www.mql5.com/en/market/product/23068
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VolumeDeltaM1 1.6 - (MT5) https://www.mql5.com/en/market/product/18307
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VolumeDelta
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CumulativeVolumeDeltaBars
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TrueVolumeSurrogate
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WalkForwardOptimizer
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VolumeDeltaM1
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OnBalanceVolumeSurrogate
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OrderBook History Library
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RenkoTradingBot
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ADXS/ADXSignal
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+ (MT5) https://www.mql5.com/en/market/product/50861
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Front running is a high frequency trading method of placing orders before large orders available in market book. This increases your chances to hit small take profit and eliminate stop loss behind the large order. This technique is highly profitable in comparison to most others, and is often considered to be illegal, if used by agents to make a profit at the expense of the client. Unfortunately, Forex does not provide the order 0book. Nevertheless, large orders influence price action in a
The article deals with the approaches enabling accurate simulation of walk forward optimization using the built-in tester and auxiliary libraries implemented in MQL.
This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight MT5 library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. This script is optional, as the library automatically generates the report immediate after the optimization in the tester is complete. However, the script is convenient because it allows using the same collected data to rebuild
This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. Since the library generates files with the metadata in the "tester\Files" directory (during the optimization), it is necessary to manually move the files to the "MQL4\Files" directory. The script only works in conjunction with the
This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "MQL5\Files" directory. Then it uses these files to automatically build a cluster walk forward report and rolling walk forward reports that refine it (all of them in one HTML file). Using the WalkForwardBuilder MT5 auxiliary script allows building
This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "tester/Files" directory. Then these files can be used by the special WalkForwardBuilder script to build a cluster walk forward report and rolling walk forward reports for refining it. The intermediate files should be manually placed to the
WalkForwardDemo is an expert adviser (EA) demonstrating how the built-in library WalkForwardOptimizer (WFO) for walk-forward optimization works. It allows you to easily optimize, view and analyze your EA performance and robustness in unknown trading conditions of future. You may find more details about walk-forward optimization in Wikipedia . Once you have performed optimization using WFO, the library generates special global variables (saved in an "archived" file with GVF-extension) and a
WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables
The article analyzes the application of the Bayes' formula for increasing the reliability of trading systems by means of using signals from multiple independent indicators. Theoretical calculations are verified with a simple universal EA, configured to work with arbitrary indicators.
The article offers a simple emulator of the MetaTrader 5 trading environment for MetaTrader 4. The emulator implements migration and adjustment of trade classes of the Standard Library. As a result, Expert Advisors generated in the MetaTrader 5 Wizard can be compiled and executed in MetaTrader 4 without changes.
The indicator provides volume delta analysis and visualization. It calculates tick volumes for buys and sells separately, and their delta on every bar, and displays volumes by price clusters (cells) for a specified number of recent bars. This is a special, more descriptive version of the indicator VolumeDelta . This is a limited substitution of market delta (market depth) analysis, which is normally based on real volumes, but they are not available on Forex. The indicator displays the following