MQL programming language allows implementing the concept of modular development of trading strategies. The article shows an example of developing a multi-module Expert Advisor consisting of separately compiled file modules.
The ZUP indicator platform allows searching for multiple known patterns, parameters for which have already been set. These parameters can be edited to suit your requirements. You can also create new patterns using the ZUP graphical interfaces and save their parameters to a file. After that you can quickly check, whether these new patterns can be found on charts.
When making trading decisions, we often have to analyze charts on several timeframes. At the same time, these charts often contain graphical objects. Applying the same objects to all charts is inconvenient. In this article, I propose to automate cloning of objects to be displayed on charts.
The article provides an example of an MQL application with its graphical interface featuring multi-symbol balance and deposit drawdown graphs based on the last test results.
The article considers the possibility to apply Bayesian optimization to hyperparameters of deep neural networks, obtained by various training variants. The classification quality of a DNN with the optimal hyperparameters in different training variants is compared. Depth of effectiveness of the DNN optimal hyperparameters has been checked in forward tests. The possible directions for improving the classification quality have been determined.
The article compares the classic MQL5 access to indicators with alternative MQL4-style methods. Several varieties of MQL4-style access to indicators are considered: with and without the indicator handles caching. Considering the indicator handles inside the MQL5 core is analyzed as well.
The article features a detailed explanation of how to create a panel on the basis of the CAppDialog class and how to add controls to the panel. It provides the description of the panel structure and a scheme, which shows the inheritance of objects. From this article, you will also learn how events are handled and how they are delivered to dependent controls. Additional examples show how to edit panel parameters, such as the size and the background color.
The article implements an MQL application with a graphical interface for extended visualization of the optimization process. The graphical interface applies the last version of EasyAndFast library. Many users may ask why they need graphical interfaces in MQL applications. This article demonstrates one of multiple cases where they can be useful for traders.
Most often the first step in the development of a trading system is the creation of a technical indicator, which can identify favorable market behavior patterns. A professionally developed indicator can be ordered from the Freelance service. From this article you will learn how to create a proper Requirements Specification, which will help you to obtain the desired indicator faster.
The article is based on 'The Mathematics of Money Management' by Ralph Vince. It provides the description of empirical and parametric methods used for finding the optimal size of a trading lot. Also the article features implementation of trading modules for the MQL5 Wizard based on these methods.
The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look into the macro substitution of the #define preprocessor.
The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing trading strategies — Simulated annealing. The method's algorithm, its implementation and integration into any Expert Advisor are considered. The developed algorithm is tested on the Moving Average EA.
If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented in MQL5. All functions are as clear as possible and perfectly suited for step-by-step debugging.
The article describes the way to create a custom strategy tester and a custom analyzer of the optimization passes. After reading it, you will understand how the math calculations mode and the mechanism of so-called frames work, how to prepare and load custom data for calculations and use effective algorithms for their compression. This article will also be interesting to those interested in ways of storing custom information within an expert.
The article deals with automatic construction of support/resistance lines using local tops and bottoms of price charts. The well-known ZigZag indicator is applied to define these extreme values.
In this article, we finish testing the patterns that can be detected when trading currency pair baskets. Here we present the results of testing the patterns tracking the movement of pair's currencies relative to each other.
Price trends form price channels that can be observed on financial symbol charts. The breakout of the current channel is one of the strong trend reversal signals. In this article, I suggest a way to automate the process of finding such signals and see if the channel breakout pattern can be used for creating a trading strategy.
Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a profit when trading.
The article is devoted to the analysis of trading signals for the MetaTrader 5 platform, which enable the automated execution of trading operations on subscribers' accounts. Also, the article considers the development of tools, which help search for potentially promising trading signals straight from the terminal.
The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.
The article deals with the concept of night trading, as well as trading strategies and their implementation in MQL5. We perform tests and make appropriate conclusions.
In this article, we continue to consider writing the code to trading systems described in a book by Linda B. Raschke and Laurence A. Connors “Street Smarts: High Probability Short-Term Trading Strategies”. This time we study Momentum Pinball system: there is described creation of two indicators, trade robot and signal block on it.
In this article we look at the possibility of creating a flexible news feed that offers more options in terms of the type of news and also its source. The article will show how a web API can be integrated with the MetaTrader 5 terminal.
In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating strategies based on a combination of NRTR with additional trend confirmation indicators.
We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the combined WPR graph crossing the moving average. If the answer is yes, we should consider the appropriate usage methods.
The article considers one of the variants for Expert Advisor practical realization to trade DiNapoli levels using MQL5 standard tools. Its performance is tested and conclusions are made.
The article suggests a technology helping everyone to create custom trading strategies by assembling an individual indicator set, as well as to develop custom market entry signals.
Different situations happen in trader’s life. Often, the history of successful trades allows us to restore a strategy, while looking at a loss history we try to develop and improve it. In both cases, we compare trades with known indicators. This article suggests methods of batch comparison of trades with a number of indicators.
For successful trading, we almost always need indicators that can separate the main price movement from noise fluctuations. In this article, we consider one of the most promising digital filters, the Kalman filter. The article provides the description of how to draw and use the filter.
This article describes the construction of the custom optimization criterion R-squared. This criterion can be used to estimate the quality of a strategy's balance curve and to select the most smoothly growing and stable strategies. The work discusses the principles of its construction and statistical methods used in estimation of properties and quality of this metric.
This article deals with seven types of moving averages (MA) and a trading strategy to work with them. We also test and compare various MAs at a single trading strategy and evaluate the efficiency of each moving average compared to others.
The article deals with the popular trading method - triangular arbitrage. Here we analyze the topic in as much detail as possible, consider the positive and negative aspects of the strategy and develop the ready-made Expert Advisor code.
Mini Market Emulator is an indicator designed for partial emulation of work in the terminal. Presumably, it can be used to test "manual" strategies of market analysis and trading.
The article considers an example of applying the fuzzy logic to build a simple trading system, using the Fuzzy library. Variants for improving the system by combining fuzzy logic, genetic algorithms and neural networks are proposed.
The article considers the classic method for divergence construction and provides an additional divergence interpretation method. A trading strategy was developed based on this new interpretation method. This strategy is also described in the article.
In this article, we consider yet another custom trading strategy optimization criterion based on the balance graph analysis. The linear regression is calculated using the function from the ALGLIB library.
The main difference of the trading system proposed in the article is the use of mathematical tools for analyzing stock quotes. The system applies digital filtering and spectral estimation of discrete time series. The theoretical aspects of the strategy are described and a test Expert Advisor is created.
In this article, we will create the basic functionality of a scalping Market Depth tool. Also, we will develop a tick chart based on the CGraphic library and integrate it with the order book. Using the described Market Depth, it will be possible to create a powerful assistant tool for short-term trading.
The article considers all kinds of divergence: simple, hidden, extended, triple, quadruple, convergence, as well as divergences of A, B and C classes. A universal indicator for their search and display on the chart is developed.
This article deals primarily with the classes CExpertAdvisor and CExpertAdvisors, which serve as the container for all the other components described in this article-series regarding cross-platform expert advisors.
