Learn about programming paradigms and their application in MQL5 code. This article explores the specifics of procedural programming, offering hands-on experience through a practical example. You'll learn how to develop a price action expert advisor using the EMA indicator and candlestick price data. Additionally, the article introduces you to the functional programming paradigm.
In this article I will show the first part of the improvements that allowed me not only to close the entire automation chain for MetaTrader 4 and 5 trading, but also to do something much more interesting. From now on, this solution allows me to fully automate both creating EAs and optimization, as well as to minimize labor costs for finding effective trading configurations.
In this article we explore the application of digital filters on time series represented in the frequency domain so as to extract unique features that may be useful to prediction models.
The article considers handling trade request structures, namely creating a request, its preliminary verification before sending it to the server, the server's response to a trade request and the structure of trade transactions. We will create simple and convenient functions for sending trading orders to the server and, based on everything discussed, create an EA informing of trade transactions.
In this article, we will see how to develop a quality score that your Expert Advisor can display in the strategy tester. We will look at two well-known calculation methods – Van Tharp and Sunny Harris.
In this article, we will look at how to lock the indicator while simply using the MQL5 language, and we will do it in a very interesting and amazing way.
In order to use the data that forms the bars, we must abandon replay and start developing a simulator. We will use 1 minute bars because they offer the least amount of difficulty.
In this article we present an algorithm for permuting price bars and detail how permutation tests can be used to recognize instances where strategy performance has been fabricated to deceive potential buyers of Expert Advisors.
In this article we will look at the MqlDateTime, MqlTick, MqlRates and MqlBookInfo strutures, as well as methods for printing data from them. In order to print all the fields of a structure, there is a standard ArrayPrint() function, which displays the data contained in the array with the type of the handled structure in a convenient tabular format.
In this article we present the implementation of several risk return metrics billed as alternatives to the Sharpe ratio and examine hypothetical equity curves to analyze their characteristics.
The article continues the review of the PrintFormat() function. We will briefly look at formatting strings using StringFormat() and their further use in the program. We will also write templates to display symbol data in the terminal journal. The article will be useful for both beginners and experienced developers.
The article will be useful for both beginners and experienced developers. We will look at the PrintFormat() function, analyze examples of string formatting and write templates for displaying various information in the terminal log.
The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders for example: Trailing Stop Loss and Trailing Profit) for more than 1 symbol pair only from one symbol chart. This time we will use only 1 indicator, namely Parabolic SAR or iSAR in multi-timeframes starting from PERIOD_M15 to PERIOD_D1.
This article shows you how to build an Object-Oriented Expert Advisor from scratch, from conceiving a theoretical trading idea to programming a MQL5 EA that makes that idea real in the empirical world. Learning by doing is IMHO a solid approach to succeed, so I am showing a practical example in order for you to see how you can order your ideas to finally code your Forex robots. My goal is also to invite you to adhere the OO principles.
In the previous article, we made some fixes and added tests to our replication system to ensure the best possible stability. We also started creating and using a configuration file for this system.
Regression is a task of predicting a real value from an unlabeled example. The so-called regression metrics are used to assess the accuracy of regression model predictions.
In this article we explore the practical implementation of elastic net regression to minimize overfitting and at the same time automatically separate useful predictors from those that have little prognostic power.
The Multi-Currency Expert Advisor in this article is Expert Advisor or trading robot that can trade (open orders, close orders and manage orders an more) for more than 1 symbol pair only from one symbol chart.
In the article, we will complete the development of the horizontal scrollbar object functionality. We will also make it possible to scroll the contents of the container by moving the scrollbar slider and rotating the mouse wheel, as well as make additions to the library, taking into account the new order execution policy and new runtime error codes in MQL5.
We have managed to develop a way to implement the market replay system in a realistic and accessible way. Now let's continue our project and add data to improve the replay behavior.
Object-oriented programming enables creation of a more compact code that is easy to read and modify. Here we will have a look at the example for three ONNX models.
In the current article, I will create the class of the WinForms text label control object. Such an object will have the ability to position its container anywhere, while its own functionality will repeat the functionality of the MS Visual Studio text label. We will be able to set font parameters for a displayed text.
In the article, I will continue my work on the Panel WinForms object and implement its auto resizing to fit the general size of Dock objects located inside the panel. Besides, I will add the new properties to the Symbol library object.
In the article, I will create the base object of all library WinForms objects and start implementing the AutoSize property of the Panel WinForms object — auto sizing for fitting the object internal content.
In this article, I will implement handling Padding (internal indents/margin on all sides of an element) and Dock parameters (the way an object is located inside its container).
In this article, I will create subordinate controls bound to the base element. The development will be performed using the base control functionality. In addition, I will tinker with the graphical element shadow object a bit since it still suffers from some logic errors when applied to any of the objects capable of having a shadow.
In the current article, I will get rid of some errors related to handling graphical elements and continue the development of the CPanel control. In particular, I will implement the methods for setting the parameters of the font used by default for all panel text objects.
This article starts an extensive topic of creating controls in Windows Forms style using MQL5. My first object of interest is creating the panel class. It is already becoming difficult to manage things without controls. Therefore, I will create all possible controls in Windows Forms style.
In the current article, I will eliminate obvious flaws in simultaneous handling of extended (and standard) graphical objects and form objects on canvas, as well as fix errors detected during the test performed in the previous article. The article concludes this section of the library description.
In the previous article, I implemented the ability to move pivot points of an extended graphical object using control forms. Now I am going to implement the ability to move a composite graphical object using a single graphical object control point (form).
In the article, I continue the development of extended standard graphical objects and create the functionality for moving pivot points of composite graphical objects using the control points for managing the coordinates of the graphical object pivot points.
In this article, I will consider the implementation of the independent dragging of any form objects using a mouse. Besides, I will complement the library by error messages and new deal properties previously implemented into the terminal and MQL5.
In this article, I will start creating the functionality for handling mouse events in form objects, as well as add new properties and their tracking to a symbol object. Besides, I will improve the symbol object class since the chart symbols now have new properties to be considered and tracked.
