Algorithmic Trading Articles — Guides & Examples

In this article, I will consider several possible approaches to creating adaptive indicators. Adaptive indicators are distinguished by the presence of feedback between the values of the input and output signals. This feedback allows the indicator to independently adjust to the optimal processing of financial time series values.

MQL5 Wizard techniques you should know (Part 04): Linear Discriminant Analysis

Todays trader is a philomath who is almost always looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders in this effort.

Developing an Expert Advisor from scratch (Part 30): CHART TRADE as an indicator?

Today we are going to use Chart Trade again, but this time it will be an on-chart indicator which may or may not be present on the chart.

DoEasy. Controls (Part 16): TabControl WinForms object — several rows of tab headers, stretching headers to fit the container

In this article, I will continue the development of TabControl and implement the arrangement of tab headers on all four sides of the control for all modes of setting the size of headers: Normal, Fixed and Fill To Right.

DoEasy. Controls (Part 23): Improving TabControl and SplitContainer WinForms objects

In this article, I will add new mouse events relative to the boundaries of the working areas of WinForms objects and fix some shortcomings in the functioning of the TabControl and SplitContainer controls.

Population optimization algorithms: Particle swarm (PSO)

In this article, I will consider the popular Particle Swarm Optimization (PSO) algorithm. Previously, we discussed such important characteristics of optimization algorithms as convergence, convergence rate, stability, scalability, as well as developed a test stand and considered the simplest RNG algorithm.

Data Science and Machine Learning (Part 07): Polynomial Regression

Unlike linear regression, polynomial regression is a flexible model aimed to perform better at tasks the linear regression model could not handle, Let's find out how to make polynomial models in MQL5 and make something positive out of it.

DoEasy. Controls (Part 22): SplitContainer. Changing the properties of the created object

In the current article, I will implement the ability to change the properties and appearance of the newly created SplitContainer control.

Learn how to design a trading system by Accelerator Oscillator

A new article from our series about how to create simple trading systems by the most popular technical indicators. We will learn about a new one which is the Accelerator Oscillator indicator and we will learn how to design a trading system using it.

Neural networks made easy (Part 30): Genetic algorithms

Today I want to introduce you to a slightly different learning method. We can say that it is borrowed from Darwin's theory of evolution. It is probably less controllable than the previously discussed methods but it allows training non-differentiable models.

Learn how to design a trading system by Awesome Oscillator

In this new article in our series, we will learn about a new technical tool that may be useful in our trading. It is the Awesome Oscillator (AO) indicator. We will learn how to design a trading system by this indicator.

Neural networks made easy (Part 25): Practicing Transfer Learning

In the last two articles, we developed a tool for creating and editing neural network models. Now it is time to evaluate the potential use of Transfer Learning technology using practical examples.

Learn how to design a trading system by VIDYA

Welcome to a new article from our series about learning how to design a trading system by the most popular technical indicators, in this article we will learn about a new technical tool and learn how to design a trading system by Variable Index Dynamic Average (VIDYA).

Learn how to design a trading system by Bear's Power

Welcome to a new article in our series about learning how to design a trading system by the most popular technical indicator here is a new article about learning how to design a trading system by Bear's Power technical indicator.

Neural networks made easy (Part 26): Reinforcement Learning

We continue to study machine learning methods. With this article, we begin another big topic, Reinforcement Learning. This approach allows the models to set up certain strategies for solving the problems. We can expect that this property of reinforcement learning will open up new horizons for building trading strategies.

DoEasy. Controls (Part 21): SplitContainer control. Panel separator

In this article, I will create the class of an auxiliary panel separator object for the SplitContainer control.

DoEasy. Controls (Part 20): SplitContainer WinForms object

In the current article, I will start developing the SplitContainer control from the MS Visual Studio toolkit. This control consists of two panels separated by a vertical or horizontal movable separator.

Developing a trading Expert Advisor from scratch (Part 29): The talking platform

In this article, we will learn how to make the MetaTrader 5 platform talk. What if we make the EA more fun? Financial market trading is often too boring and monotonous, but we can make this job less tiring. Please note that this project can be dangerous for those who experience problems such as addiction. However, in a general case, it just makes things less boring.

Neural networks made easy (Part 27): Deep Q-Learning (DQN)

We continue to study reinforcement learning. In this article, we will get acquainted with the Deep Q-Learning method. The use of this method has enabled the DeepMind team to create a model that can outperform a human when playing Atari computer games. I think it will be useful to evaluate the possibilities of the technology for solving trading problems.

DoEasy. Controls (Part 19): Scrolling tabs in TabControl, WinForms object events

In this article, I will create the functionality for scrolling tab headers in TabControl using scrolling buttons. The functionality is meant to place tab headers into a single line from either side of the control.

Developing a trading Expert Advisor from scratch (Part 10): Accessing custom indicators

How to access custom indicators directly in an Expert Advisor? A trading EA can be truly useful only if it can use custom indicators; otherwise, it is just a set of codes and instructions.

Data Science and Machine Learning — Neural Network (Part 02): Feed forward NN Architectures Design

There are minor things to cover on the feed-forward neural network before we are through, the design being one of them. Let's see how we can build and design a flexible neural network to our inputs, the number of hidden layers, and the nodes for each of the network.

DoEasy. Controls (Part 18): Functionality for scrolling tabs in TabControl

In this article, I will place header scrolling control buttons in TabControl WinForms object in case the header bar does not fit the size of the control. Besides, I will implement the shift of the header bar when clicking on the cropped tab header.

This is an introductory article on optimization algorithm (OA) classification. The article attempts to create a test stand (a set of functions), which is to be used for comparing OAs and, perhaps, identifying the most universal algorithm out of all widely known ones.

Neural networks made easy (Part 22): Unsupervised learning of recurrent models

We continue to study unsupervised learning algorithms. This time I suggest that we discuss the features of autoencoders when applied to recurrent model training.

Data Science and Machine Learning (Part 06): Gradient Descent

The gradient descent plays a significant role in training neural networks and many machine learning algorithms. It is a quick and intelligent algorithm despite its impressive work it is still misunderstood by a lot of data scientists let's see what it is all about.

Developing a trading Expert Advisor from scratch (Part 28): Towards the future (III)

There is still one task which our order system is not up to, but we will FINALLY figure it out. The MetaTrader 5 provides a system of tickets which allows creating and correcting order values. The idea is to have an Expert Advisor that would make the same ticket system faster and more efficient.

DoEasy. Controls (Part 17): Cropping invisible object parts, auxiliary arrow buttons WinForms objects

In this article, I will create the functionality for hiding object sections located beyond their containers. Besides, I will create auxiliary arrow button objects to be used as part of other WinForms objects.

Neural networks made easy (Part 21): Variational autoencoders (VAE)

In the last article, we got acquainted with the Autoencoder algorithm. Like any other algorithm, it has its advantages and disadvantages. In its original implementation, the autoenctoder is used to separate the objects from the training sample as much as possible. This time we will talk about how to deal with some of its disadvantages.

Developing a trading Expert Advisor from scratch (Part 23): New order system (VI)

We will make the order system more flexible. Here we will consider changes to the code that will make it more flexible, which will allow us to change position stop levels much faster.

Neural networks made easy (Part 24): Improving the tool for Transfer Learning

In the previous article, we created a tool for creating and editing the architecture of neural networks. Today we will continue working on this tool. We will try to make it more user friendly. This may see, top be a step away form our topic. But don't you think that a well organized workspace plays an important role in achieving the result.

DoEasy. Controls (Part 10): WinForms objects — Animating the interface

It is time to animate the graphical interface by implementing the functionality for object interaction with users and objects. The new functionality will also be necessary to let more complex objects work correctly.

In this article, I will consider the algorithms allowing you to create your own technical indicator. You will learn how to obtain pretty complex and interesting results with very simple initial assumptions.

Developing a trading Expert Advisor from scratch (Part 27): Towards the future (II)

Let's move on to a more complete order system directly on the chart. In this article, I will show a way to fix the order system, or rather, to make it more intuitive.

DoEasy. Controls (Part 15): TabControl WinForms object — several rows of tab headers, tab handling methods

In this article, I will continue working on the TabControl WinForm object — I will create a tab field object class, make it possible to arrange tab headers in several rows and add methods for handling object tabs.

Developing a trading Expert Advisor from scratch (Part 26): Towards the future (I)

Today we will take our order system to the next level. But before that, we need to solve a few problems. Now we have some questions that are related to how we want to work and what things we do during the trading day.

Developing a trading Expert Advisor from scratch (Part 25): Providing system robustness (II)

In this article, we will make the final step towards the EA's performance. So, be prepared for a long read. To make our Expert Advisor reliable, we will first remove everything from the code that is not part of the trading system.

Developing a trading Expert Advisor from scratch (Part 24): Providing system robustness (I)

In this article, we will make the system more reliable to ensure a robust and secure use. One of the ways to achieve the desired robustness is to try to re-use the code as much as possible so that it is constantly tested in different cases. But this is only one of the ways. Another one is to use OOP.

Neural networks made easy (Part 23): Building a tool for Transfer Learning

In this series of articles, we have already mentioned Transfer Learning more than once. However, this was only mentioning. in this article, I suggest filling this gap and taking a closer look at Transfer Learning.

DoEasy. Controls (Part 14): New algorithm for naming graphical elements. Continuing work on the TabControl WinForms object

In this article, I will create a new algorithm for naming all graphical elements meant for building custom graphics, as well as continue developing the TabControl WinForms object.