Codes
Historex: export the history of rates and ticks to CSV-files pour MetaTrader 5
This is a script to export rates and ticks of current chart's symbol into CSV-files compatible with MT5's export/import format
SubScaler pour MetaTrader 5
This is a helper indicator which allows you to adjust vertical scale of a subwindow manually, which is useful for zooming in and zooming out graphs of your favourite indicator placed in the same subwindow
ChartBrowser pour MetaTrader 5
This is an utility which allows you to list all open charts, indicators, expert advisers, and scripts in alphabetic order, and switch between them
Universal Signals & Universal Trailing Modules pour MetaTrader 5
This is a module for MQL5 Wizard and Standard Library, which allows you to generate expert adviser based on arbitrary set of indicators and conditions
TickCompressor pour MetaTrader 5
Convert MqlTick-s into minified structures to free RAM or store tick arrays in a compact files
M1MA indicator pour MetaTrader 5
M1-based Moving Average. It gives more adequate estimation of average price per bar compared to any standard price type (close, open, median, typical, weighted, etc)
MQL5 Program Packer pour MetaTrader 5
This is MQL5 project packer: assemble all source and resource files from dependencies into a single ZIP
Pseudo-Indicator with Asynchronous Multi-Threaded Calculations Demo pour MetaTrader 5
This is an indicator w/o buffers which demonstrates parallel multi-threaded calculations in chart objects hosting worker expert adviser
WmiFor 3.5 for MT5 (with DTW engine) pour MetaTrader 5
This indicator predicts future price movements by searching for similar candle patterns in the rate history
BPNN MQL Predictor Demo with library pour MetaTrader 5
This is a demo indicator with BPNN neural network library ported from C++ to MQL
Articles
Backpropagation Neural Networks using MQL5 Matrices pour MetaTrader 5
The article describes the theory and practice of applying the backpropagation algorithm in MQL5 using matrices. It provides ready-made classes along with script, indicator and Expert Advisor examples
Parallel Particle Swarm Optimization pour MetaTrader 5
The article describes a method of fast optimization using the particle swarm algorithm. It also presents the method implementation in MQL, which is ready for use both in single-threaded mode inside an Expert Advisor and in a parallel multi-threaded mode as an add-on that runs on local tester agents
Custom symbols: Practical basics pour MetaTrader 5
The article is devoted to the programmatic generation of custom symbols which are used to demonstrate some popular methods for displaying quotes. It describes a suggested variant of minimally invasive adaptation of Expert Advisors for trading a real symbol from a derived custom symbol chart. MQL
Calculating mathematical expressions (Part 2). Pratt and shunting yard parsers pour MetaTrader 5
In this article, we consider the principles of mathematical expression parsing and evaluation using parsers based on operator precedence. We will implement Pratt and shunting-yard parser, byte-code generation and calculations by this code, as well as view how to use indicators as functions in
Calculating mathematical expressions (Part 1). Recursive descent parsers pour MetaTrader 5
The article considers the basic principles of mathematical expression parsing and calculation. We will implement recursive descent parsers operating in the interpreter and fast calculation modes, based on a pre-built syntax tree
MQL as a Markup Tool for the Graphical Interface of MQL Programs (Part 3). Form Designer pour MetaTrader 5
In this paper, we are completing the description of our concept of building the window interface of MQL programs, using the structures of MQL. Specialized graphical editor will allow to interactively set up the layout that consists of the basic classes of the GUI elements and then export it into the
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 2 pour MetaTrader 5
This paper continues checking the new conception to describe the window interface of MQL programs, using the structures of MQL. Automatically creating GUI based on the MQL markup provides additional functionality for caching and dynamically generating the elements and controlling the styles and new
MQL as a Markup Tool for the Graphical Interface of MQL Programs. Part 1 pour MetaTrader 5
This paper proposes a new conception to describe the window interface of MQL programs, using the structures of MQL. Special classes transform the viewable MQL markup into the GUI elements and allow manage them, set up their properties, and process the events in a unified manner. It also provides
Applying OLAP in trading (part 4): Quantitative and visual analysis of tester reports pour MetaTrader 5
The article offers basic tools for the OLAP analysis of tester reports relating to single passes and optimization results. The tool can work with standard format files (tst and opt), and it also provides a graphical interface. MQL source codes are attached below
Forecasting Time Series (Part 2): Least-Square Support-Vector Machine (LS-SVM) pour MetaTrader 5
This article deals with the theory and practical application of the algorithm for forecasting time series, based on support-vector method. It also proposes its implementation in MQL and provides test indicators and Expert Advisors. This technology has not been implemented in MQL yet. But first, we
Forum
L'abonnement à OnBookEvent est parfois interrompu - existe-t-il une telle chose ?
Après avoir commencé à travailler avec le tumbler et ajouté quelques indicateurs signés à OnBookEvent, j'ai constaté que certains d'entre eux tombent silencieusement, en particulier, 1 expert et 1 indicateur sur des symboles différents. Aucune erreur dans les journaux. Les citations ont continué
L'énigme du profilage des experts - comment ne pas dépasser la limite des 15 minutes du Championnat
C'est une situation intéressante. Mon conseiller expert multi-devises, non encombré par un quelconque recyclage en ligne, n'entre pas dans la limite des 15 minutes. J'ai inséré un profileur primitif et entouré mes appels de code avec celui-ci. Il s'avère que mon code ne fonctionne que pendant 1,5
Marché : la tarification comme seuil d'entrée
Récemment sur le forum il y avait un sujet intéressant lié au coût éventuel des Expert Advisors gagnants du prochain championnat. L'accent a été mis sur les gagnants et exactement sur les Expert Advisors (apparemment, comme la quintessence du trading automatisé), bien que la question du coût
Messieurs les développeurs de sites - veuillez écrire correctement en russe
Les messages sur les forums sont souvent écrits dans le désordre - c'est bien, mais le texte sur le site lui-même doit être correct. Pour l'instant, il est écrit dans le "sous-sol" : Comment écrire un conseiller expert ou un indicateur Les cas génitifs et accusatifs des compléments homogènes sont