In this article, we consider encryption/decryption of objects in MetaTrader and in external applications. Our purpose is to determine the conditions under which the same results will be obtained with the same initial data.
The article considers an example of creating multi-symbol multi-period standard indicators using a single indicator buffer for construction and working in the indicator subwindow. I am going to prepare the library classes for working with standard indicators working in the program main window and having more than one buffer for displaying their data.
Nowadays, voice assistants play a prominent role in human life, as we often use navigators, voice search and translators. In this article, I will try to develop a simple and user friendly system of voice notifications for various trade events, market states or signals generated by trading signals.
In this article, I will start developing the methods of working with standard indicators, which will ultimately allow creating multi-symbol multi-period standard indicators based on library classes. Besides, I will add the "Skipped bars" event to the timeseries classes and eliminate excessive load from the main program code by moving the library preparation functions to CEngine class.
Overbought/oversold zones characterize a certain state of the market, differentiating through weaker changes in the prices of securities. This adverse change in the synamics is pronounced most at the final stage in the development of trends of any scales. Since the profit value in trading depends directly on the capability of covering as large trend amplitude as possible, the accuracy of detecting such zones is a key task in trading with any securities whatsoever.
Trading is always about making decisions in the face of uncertainty. This means that the results of the decisions are not quite obvious at the time these decisions are made. This entails the importance of theoretical approaches to the construction of mathematical models allowing us to describe such cases in meaningful manner.
In this article, we will expand the capabilities of the toolkit: we will add the ability to close trade positions upon specific conditions and will create tables for controlling market and pending orders, with the ability to edit these orders.
In this article, I am going to improve the classes of indicator buffer objects to work in the multi-symbol mode. This will pave the way for creating multi-symbol multi-period indicators in custom programs. I will add the missing functionality to the calculated buffer objects allowing us to create multi-symbol multi-period standard indicators.
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 expressions and how to set up trading signals in Expert Advisors based on these indicators.
In this article, I will start the improvement of the indicator buffer objects and collection class for working in multi-period and multi-symbol modes. I am going to consider the operation of buffer objects for receiving and displaying data from any timeframe on the current symbol chart.
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.
Today, many traders switch to automated trading systems which can require additional setup or can be fully automated and ready to use. However, there is a considerable part of traders who prefer trading manually, in the old fashioned way. In this article, we will create toolkit for quick manual trading, using hotkeys, and for performing typical trading actions in one click.
The article provides a description and instructions for the practical use of neural network modules on the Matlab platform. It also covers the main aspects of creation of a trading system using the neural network module. In order to be able to introduce the complex within one article, I had to modify it so as to combine several neural network module functions in one program.
In this article, we will consider the main aspects of integration of neural networks and the trading terminal, with the purpose of creating a fully featured trading robot.
This is the first article in a series, in which I am going to describe a toolkit which enables manual application of chart graphics by utilizing keyboard shortcuts. It is very convenient: you press one key and a trendline appears, you press another key — this will create a Fibonacci fan with the necessary parameters. It will also be possible to switch timeframes, to rearrange layers or to delete all objects from the chart.
The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of buffers that can be created in MQL indicators is 512).
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 description to use it in your MQL project. The paper presents the internal design of the editor and a user guide. Source codes are attached.
The article considers the development of indicator buffer object classes as descendants of the abstract buffer object simplifying declaration and working with indicator buffers, while creating custom indicator programs based on DoEasy library.
In the fifth article related to the creation of a trading signal monitor, we will consider composite signals and will implement the necessary functionality. In earlier versions, we used simple signals, such as RSI, WPR and CCI, and we also introduced the possibility to use custom indicators.
A Twitter client implemented as MQL class to allow you to send tweets with photos. All you need is to include a single self contained include file and off you go to tweet all your wonderful charts and signals.
In this article, we start the development of the indicator buffer classes for the DoEasy library. We will create the base class of the abstract buffer which is to be used as a foundation for the development of different class types of indicator buffers.
Ever wanted to access tweets and/or post your trade signals on Twitter ? Search no more, these on-going article series will show you how to do it without using any DLL. Enjoy the journey of implementing Twitter API using MQL. In this first part, we will follow the glory path of authentication and authorization in accessing Twitter API.
In the article, we will consider a sample multi-symbol multi-period indicator using the timeseries classes of the DoEasy library displaying the chart of a selected currency pair on a selected timeframe as candles in a subwindow. I am going to modify the library classes a bit and create a separate file for storing enumerations for program inputs and selecting a compilation language.
This article describes the connection of the graphical part of the auto optimizer program with its logical part. It considers the optimization launch process, from a button click to task redirection to the optimization manager.
The article considers the development of a simple multi-period indicator based on the DoEasy library. Let's improve the timeseries classes to receive data from any timeframes to display it on the current chart period.
Markets dropped down by more that 30% within one month. It seems to be the best time for testing grid- and martingale-based Expert Advisors. This article is an unplanned continuation of the series "Creating a Cross-Platform Grid EA". The current market provides an opportunity to arrange a stress rest for the grid EA. So, let's use this opportunity and test our Expert Advisor.
We have previously considered the creation of automatic walk-forward optimization. This time, we will proceed to the internal structure of the auto optimizer tool. The article will be useful for all those who wish to further work with the created project and to modify it, as well as for those who wish to understand the program logic. The current article contains UML diagrams which present the internal structure of the project and the relationships between objects. It also describes the process of optimization start, but it does not contain the description of the optimizer implementation process.
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 schemes for processing the events. Attached is an enhanced version of the standard library of controls.
The article deals with applying DoEasy library for creating multi-symbol multi-period indicators. We are going to prepare the library classes to work within indicators and test creating timeseries to be used as data sources in indicators. We will also implement creating and sending timeseries events.
In this part, we expand the trading signal searching and editing system, as well as introduce the possibility to use custom indicators and add program localization. We have previously created a basic system for searching signals, but it was based on a small set of indicators and a simple set of search rules.
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 some examples of using the markup for the dialogs and elements of a standard library.
The article considers real-time update of timeseries data and sending messages about the "New bar" event to the control program chart from all timeseries of all symbols for the ability to handle these events in custom programs. The "New tick" class is used to determine the need to update timeseries for the non-current chart symbol and periods.
In the previous article, we developed the visual part of the application, as well as the basic interaction of GUI elements. This time we are going to add internal logic and the algorithm of trading signal data preparation, as well us the ability to set up signals, to search them and to visualize them in the monitor.
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.
The article deals with the development of the timeseries collection of specified timeframes for all symbols used in the program. We are going to develop the timeseries collection, the methods of setting collection's timeseries parameters and the initial filling of developed timeseries with historical data.
This article provides further description of the walk-forward optimization in the MetaTrader 5 terminal. In previous articles, we considered methods for generating and filtering the optimization report and started analyzing the internal structure of the application responsible for the optimization process. The Auto Optimizer is implemented as a C# application and it has its own graphical interface. The fifth article is devoted to the creation of this graphical interface.
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 have to get to know math for it.
A big program starts with a small file, which then grows in size as you keep adding more functions and objects. Most robot developers utilize include files to handle this problem. However, there is a better solution: start developing any trading application in a project. There are so many reasons to do so.
The main purpose of the article is to describe the mechanism of working with our application and its capabilities. Thus the article can be treated as an instruction on how to use the application. It covers all possible pitfalls and specifics of the application usage.
In this article, we will consider combining the lists of bar objects for each used symbol period into a single symbol timeseries object. Thus, each symbol will have an object storing the lists of all used symbol timeseries periods.
