File arrangement structure

In this book, we will create many files for various purposes. Before proceeding, I suggest that you decide on the structure of the file arrangement. It should be noted that working in the MQL5 development environment imposes some limitations on the file structure: each type of program has its own directory.

• terminal_dir\MQL5\Experts is the directory for storing Expert Advisors;
• terminal_dir\MQL5/Indicators stores indicators;
• terminal_dir\MQL5\Scripts is the directory for scripts;
• terminal_dir\MQL5\Include is the directory for storing various libraries of included files;
• terminal_dir\MQL5\Libraries is the directory for storing compiled dynamic libraries.

At the same time, the development environment does not restrict the creation of subdirectories for organizing files. Within the scope of this book, we will be creating three types of files. First and foremost, we have our library of include files, where we will primarily focus on organizing the operation of neural network models. As part of testing the created models, we will be generating and using various scripts. At the end of the book, we will create an Expert Advisor template to demonstrate the approaches of using models in practical trading.

Thus, we will create our files in three subdirectories:

• terminal_dir\MQL5\Experts for Expert Advisors;
• terminal_dir\MQL5\Scripts for scripts;
• terminal_dir\MQL5\Include for various libraries of included files.

To separate our files from all others, we will create a NeuroNetworksBook subdirectory in each of the specified directories. We will specify deeper structuring for each file we create.