The Power of MetaTrader 5: From Step-by-Step Debugging to EX5 Protection in a Unified Environment
The Power of MetaTrader 5: From Step-by-Step Debugging to EX5 Protection in a Unified Environment
This article examines a comprehensive approach to developing trading algorithms: from project setup and logic debugging to protecting the finished product. We will explore MetaEditor's built-in tools, including step-by-step debugging using real ticks, performance profiling, and direct integration with C++ DLLs to speed up calculations. The article also explains how to protect intellectual property using MQL5 Cloud Protector. The application of the described techniques will transform Expert Advisor development from a chaotic search for solutions into a systematic process, significantly reducing the time required to develop a strategy.
Beyond GARCH (Part III): Building the MMAR and the Verdict
Beyond GARCH (Part III): Building the MMAR and the Verdict
With the multifractal parameters from Part 2 in hand, this article builds the full MMAR process. We construct the multiplicative cascade for trading time, generate Fractional Brownian Motion via Davies-Harte FFT, and combine both into X(t) = B_H[theta(t)]. A 100-path Monte Carlo simulation produces the volatility forecast, which we then pit against GARCH on the same EURUSD M5 data. Does Mandelbrot's fractal architecture outforecast Engle's conditional variance framework? Part 3 of a eight-part series leading to a native MQL5 library and Expert Advisor.
Eagle Strategy (ES)
Eagle Strategy (ES)
Eagle Strategy is an algorithm that mimics the eagle's two-phase hunting strategy: global search via Levy flights using Mantegna method, alternating with intense local exploitation using the firefly algorithm, a mathematically sound approach to balancing exploration and exploitation, and a bioinspired concept that combines two natural phenomena into a single computational method.
MQL5 Trading Tools (Part 32): Crosshair, Magnifier, and Measure Mode
MQL5 Trading Tools (Part 32): Crosshair, Magnifier, and Measure Mode
In this article, we extend the Tools Palette with a precision crosshair for MQL5 charts: reticle tick marks, full-width and full-height lines with axis labels, and a circular magnifier that renders zoomed candles. A double-click measure mode adds anchor markers, a diagonal connector, and a floating label with bars, pips, and price difference. Implementation details include a crosshair manager, eleven canvas layers, Bresenham line drawing, and theme-aware behavior that hides near the sidebar and fly out.
MetaTrader 5: Build a Market to Suit Your Strategy — Renko/Range/Volume, Synthetics, and Stress Tests on Custom Symbols
MetaTrader 5: Build a Market to Suit Your Strategy — Renko/Range/Volume, Synthetics, and Stress Tests on Custom Symbols
In this article, we demonstrate how to use API of the MetaTrader 5 custom symbols to transform your terminal into a data constructor for generating timeless Renko, Range, and Equal-Volume charts and assembling synthetic instruments. We will analyze tick aggregation and history modification for stress tests (spread widening, stop level changes) taking into account platform limitations. Besides, you will get some practice of handling CiCustomSymbol and routing orders to a real symbol through the CustomOrder wrapper with ready-made code fragments.
Price Action Analysis Toolkit Development (Part 45): Creating a Dynamic Level-Analysis Panel in MQL5
Price Action Analysis Toolkit Development (Part 45): Creating a Dynamic Level-Analysis Panel in MQL5
In this article, we explore a powerful MQL5 tool that let's you test any price level you desire with just one click. Simply enter your chosen level and press analyze, the EA instantly scans historical data, highlights every touch and breakout on the chart, and displays statistics in a clean, organized dashboard. You'll see exactly how often price respected or broke through your level, and whether it behaved more like support or resistance. Continue reading to explore the detailed procedure.
From "Best Pass" to Robust Solutions: Exploring the Optimization Surface in MetaTrader 5
From "Best Pass" to Robust Solutions: Exploring the Optimization Surface in MetaTrader 5
The article examines an engineering approach to optimizing an Expert Advisor in MetaTrader 5: from collecting custom metrics through Optimization Frames to parameter surface analysis. A simple event-driven EMA/RSI model demonstrates CSV export, smoothing, and local stability assessment in Python. The goal is to find stable areas of configurations and validate them with forward optimization for reliable implementation.