In the article, complete development of objects of multi-period multi-symbol standard indicators. Using Ichimoku Kinko Hyo standard indicator example, analyze creation of compound custom indicators which have auxiliary drawn buffers for displaying data on the chart.
In the current article, I will improve the library classes to implement the ability to develop multi-symbol multi-period standard indicators requiring several indicator buffers to display their data.
In the article, let’s improve library methods for correct display of multi-symbol multi-period standard indicators, which lines are displayed on the current symbol chart with a shift set in the settings. As well, let’s put things in order in methods of work with standard indicators and remove the redundant code to the library area in the final indicator program.
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.
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.
Gary Anderson developed a method of market analysis based on a theory he dubbed the Janus Factor. The theory describes a set of indicators that can be used to reveal trends and assess market risk. In this article we will implement these tools in mql5.
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 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).
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 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.
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 article we discuss methods related to the analysis of timeseries in the frequency domain. Emphasizing the utility of examining the power spectra of time series when building predictive models. In this article we will discuss some of the useful perspectives to be gained by analyzing time series in the frequency domain using the discrete fourier transform (dft).
Machine learning has become a popular method for strategy development. Whilst there has been more emphasis on maximizing profitability and prediction accuracy , the importance of processing the data used to build predictive models has not received a lot of attention. In this article we consider using the concept of entropy to evaluate the appropriateness of indicators to be used in predictive model building as documented in the book Testing and Tuning Market Trading Systems by Timothy Masters.
In this article, I will consider a simple template for creating a universal MetaTrader robot that can be used on multiple charts while being attached to only one chart, without the need to configure each instance of the robot on each individual chart.
In this article we will implement an algorithm that applies the Box and Jenkins Autoregressive Integrated Moving Average model by using Powells method of function minimization. Box and Jenkins stated that most time series could be modeled by one or both of two frameworks.
In this article I'll introduce a method for creating custom indicators whose drawings are made using the class CCanvas from standard library and see charts properties for coordinates conversion. I'll approach specially indicators which need to fill the area between two lines using transparency.
Saplings Sowing and Growing up (SSG) algorithm is inspired by one of the most resilient organisms on the planet demonstrating outstanding capability for survival in a wide variety of conditions.
In the current article, I will study and test the most powerful optimization algorithm - harmonic search (HS) inspired by the process of finding the perfect sound harmony. So what algorithm is now the leader in our rating?
Determing the broker offset and GMT automatically. Instead of asking the support of your broker, from whom you will probably receive an insufficient answer (who would be willing to explain a missing hour), we simply look ourselves how they time their prices in the weeks of the time changes — but not cumbersome by hand, we let a program do it — why do we have a PC after all.
In this article we continue considering how to obtain data from the web and to use it in an Expert Advisor. This time we will proceed to developing an alternative system.
GSA is a population optimization algorithm inspired by inanimate nature. Thanks to Newton's law of gravity implemented in the algorithm, the high reliability of modeling the interaction of physical bodies allows us to observe the enchanting dance of planetary systems and galactic clusters. In this article, I will consider one of the most interesting and original optimization algorithms. The simulator of the space objects movement is provided as well.
Continued from the part 1 in the series, now we proceed to implement as a simple DLL then test with MetaTrader 5. This will prepare us well before developing a full-fledge OpenCL as DLL support in the following part to come.
Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL5 community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that provides insight while hopefully furthering the use of this remarkable field in Traders' strategy development.
The article discusses the possibilities of handling databases based on the SQLite engine. The CDatabase class has been formed for convenience and efficient use of OOP principles. It is subsequently involved in the creation and management of the database of macroeconomic events. The article provides the examples of using multiple methods of the CDatabase class.
E. coli bacterium foraging strategy inspired scientists to create the BFO optimization algorithm. The algorithm contains original ideas and promising approaches to optimization and is worthy of further study.
The amazing ability of weeds to survive in a wide variety of conditions has become the idea for a powerful optimization algorithm. IWO is one of the best algorithms among the previously reviewed ones.
In this article, we will study the algorithm of an artificial bee colony and supplement our knowledge with new principles of studying functional spaces. In this article, I will showcase my interpretation of the classic version of the algorithm.
In this article, I will consider the Firefly Algorithm (FA) optimization method. Thanks to the modification, the algorithm has turned from an outsider into a real rating table leader.
In this article, I will continue the development of the ScrollBar control and start implementing the mouse interaction functionality. In addition, I will expand the lists of mouse state flags and events.
Fish School Search (FSS) is a new optimization algorithm inspired by the behavior of fish in a school, most of which (up to 80%) swim in an organized community of relatives. It has been proven that fish aggregations play an important role in the efficiency of foraging and protection from predators.
In this article, I will start developing the ScrollBar auxiliary control element and its derivative objects — vertical and horizontal scrollbars. A scrollbar is used to scroll the content of the form if it goes beyond the container. Scrollbars are usually located at the bottom and to the right of the form. The horizontal one at the bottom scrolls content left and right, while the vertical one scrolls up and down.
The article describes the versatile capabilities of services — MQL5 programs that do not require binding graphs. I will also highlight the differences of services from other MQL5 programs and emphasize the nuances of the developer's work with services. As examples, the reader is offered various tasks covering a wide range of functionality that can be implemented as a service.
We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.
The next algorithm I will consider is cuckoo search optimization using Levy flights. This is one of the latest optimization algorithms and a new leader in the leaderboard.
Let's consider one of the newest modern optimization algorithms - Grey Wolf Optimization. The original behavior on test functions makes this algorithm one of the most interesting among the ones considered earlier. This is one of the top algorithms for use in training neural networks, smooth functions with many variables.
In this article, I will continue the development of the ProgressBar control. In particular, I will create the functionality for managing the progress bar and visual effects.
In this article, I will make an attempt to consider some ways of building non-linear indicators and their use in trading. There are quite a few indicators in the MetaTrader trading platform that use non-linear approaches.
In this article, I will complete the development of the ToolTip control and start the development of the ProgressBar WinForms object. While working on objects, I will develop universal functionality for animating controls and their components.
