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Developing a Replay System (Part 40): Starting the second phase (I)
Developing a Replay System (Part 40): Starting the second phase (I)
Today we'll talk about the new phase of the replay/simulator system. At this stage, the conversation will become truly interesting and quite rich in content. I strongly recommend that you read the article carefully and use the links provided in it. This will help you understand the content better.
Causal analysis of time series using transfer entropy
Causal analysis of time series using transfer entropy
In this article, we discuss how statistical causality can be applied to identify predictive variables. We will explore the link between causality and transfer entropy, as well as present MQL5 code for detecting directional transfers of information between two variables.
DoEasy. Service functions (Part 1): Price patterns
DoEasy. Service functions (Part 1): Price patterns
In this article, we will start developing methods for searching for price patterns using timeseries data. A pattern has a certain set of parameters, common to any type of patterns. All data of this kind will be concentrated in the object class of the base abstract pattern. In the current article, we will create an abstract pattern class and a Pin Bar pattern class.
Multibot in MetaTrader (Part II): Improved dynamic template
Multibot in MetaTrader (Part II): Improved dynamic template
Developing the theme of the previous article, I decided to create a more flexible and functional template that has greater capabilities and can be effectively used both in freelancing and as a base for developing multi-currency and multi-period EAs with the ability to integrate with external solutions.
Combine Fundamental And Technical Analysis Strategies in MQL5 For Beginners
Combine Fundamental And Technical Analysis Strategies in MQL5 For Beginners
In this article, we will discuss how to integrate trend following and fundamental principles seamlessly into one Expert Advisors to build a strategy that is more robust. This article will demonstrate how easy it is for anyone to get up and running building customized trading algorithms using MQL5.
GIT: What is it?
GIT: What is it?
In this article, I will introduce a very important tool for developers. If you are not familiar with GIT, read this article to get an idea of what it is and how to use it with MQL5.
SP500 Trading Strategy in MQL5 For Beginners
SP500 Trading Strategy in MQL5 For Beginners
Discover how to leverage MQL5 to forecast the S&P 500 with precision, blending in classical technical analysis for added stability and combining algorithms with time-tested principles for robust market insights.
Understanding Programming Paradigms (Part 2): An Object-Oriented Approach to Developing a Price Action Expert Advisor
Understanding Programming Paradigms (Part 2): An Object-Oriented Approach to Developing a Price Action Expert Advisor
Learn about the object-oriented programming paradigm and its application in MQL5 code. This second article goes deeper into the specifics of object-oriented programming, offering hands-on experience through a practical example. You'll learn how to convert our earlier developed procedural price action expert advisor using the EMA indicator and candlestick price data to object-oriented code.
Price Driven CGI Model: Theoretical Foundation
Price Driven CGI Model: Theoretical Foundation
Let's discuss the data manipulation algorithm, as we dive deeper into conceptualizing the idea of using price data to drive CGI objects. Think about transferring the effects of events, human emotions and actions on financial asset prices to a real-life model. This study delves into leveraging price data to influence the scale of a CGI object, controlling growth and emotions. These visible effects can establish a fresh analytical foundation for traders. Further insights are shared in the article.
Developing a Replay System (Part 41): Starting the second phase (II)
Developing a Replay System (Part 41): Starting the second phase (II)
If everything seemed right to you up to this point, it means you're not really thinking about the long term, when you start developing applications. Over time you will no longer need to program new applications, you will just have to make them work together. So let's see how to finish assembling the mouse indicator.
Developing an MQL5 RL agent with RestAPI integration (Part 4): Organizing functions in classes in MQL5
Developing an MQL5 RL agent with RestAPI integration (Part 4): Organizing functions in classes in MQL5
This article discusses the transition from procedural coding to object-oriented programming (OOP) in MQL5 with an emphasis on integration with the REST API. Today we will discuss how to organize HTTP request functions (GET and POST) into classes. We will take a closer look at code refactoring and show how to replace isolated functions with class methods. The article contains practical examples and tests.
MQL5 Trading Toolkit (Part 1): Developing A Positions Management EX5 Library
MQL5 Trading Toolkit (Part 1): Developing A Positions Management EX5 Library
Learn how to create a developer's toolkit for managing various position operations with MQL5. In this article, I will demonstrate how to create a library of functions (ex5) that will perform simple to advanced position management operations, including automatic handling and reporting of the different errors that arise when dealing with position management tasks with MQL5.
Integrate Your Own LLM into EA (Part 3): Training Your Own LLM with CPU
Integrate Your Own LLM into EA (Part 3): Training Your Own LLM with CPU
With the rapid development of artificial intelligence today, language models (LLMs) are an important part of artificial intelligence, so we should think about how to integrate powerful LLMs into our algorithmic trading. For most people, it is difficult to fine-tune these powerful models according to their needs, deploy them locally, and then apply them to algorithmic trading. This series of articles will take a step-by-step approach to achieve this goal.
Creating Time Series Predictions using LSTM Neural Networks: Normalizing Price and Tokenizing Time
Creating Time Series Predictions using LSTM Neural Networks: Normalizing Price and Tokenizing Time
This article outlines a simple strategy for normalizing the market data using the daily range and training a neural network to enhance market predictions. The developed models may be used in conjunction with an existing technical analysis frameworks or on a standalone basis to assist in predicting the overall market direction. The framework outlined in this article may be further refined by any technical analyst to develop models suitable for both manual and automated trading strategies.
Developing a Replay System (Part 39): Paving the Path (III)
Developing a Replay System (Part 39): Paving the Path (III)
Before we proceed to the second stage of development, we need to revise some ideas. Do you know how to make MQL5 do what you need? Have you ever tried to go beyond what is contained in the documentation? If not, then get ready. Because we will be doing something that most people don't normally do.
Population optimization algorithms: Resistance to getting stuck in local extrema (Part I)
Population optimization algorithms: Resistance to getting stuck in local extrema (Part I)
This article presents a unique experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Working in this direction will provide further insight into which specific algorithms can successfully continue their search using coordinates set by the user as a starting point, and what factors influence their success.
Balancing risk when trading multiple instruments simultaneously
Balancing risk when trading multiple instruments simultaneously
This article will allow a beginner to write an implementation of a script from scratch for balancing risks when trading multiple instruments simultaneously. Besides, it may give experienced users new ideas for implementing their solutions in relation to the options proposed in this article.
DoEasy. Controls (Part 33): Vertical ScrollBar
DoEasy. Controls (Part 33): Vertical ScrollBar
In this article, we will continue the development of graphical elements of the DoEasy library and add vertical scrolling of form object controls, as well as some useful functions and methods that will be required in the future.
Developing a Replay System (Part 38): Paving the Path (II)
Developing a Replay System (Part 38): Paving the Path (II)
Many people who consider themselves MQL5 programmers do not have the basic knowledge that I will outline in this article. Many people consider MQL5 to be a limited tool, but the actual reason is that they do not have the required knowledge. So, if you don't know something, don't be ashamed of it. It's better to feel ashamed for not asking. Simply forcing MetaTrader 5 to disable indicator duplication in no way ensures two-way communication between the indicator and the Expert Advisor. We are still very far from this, but the fact that the indicator is not duplicated on the chart gives us some confidence.
Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5
Developing an MQL5 RL agent with RestAPI integration (Part 3): Creating automatic moves and test scripts in MQL5
This article discusses the implementation of automatic moves in the tic-tac-toe game in Python, integrated with MQL5 functions and unit tests. The goal is to improve the interactivity of the game and ensure the reliability of the system through testing in MQL5. The presentation covers game logic development, integration, and hands-on testing, and concludes with the creation of a dynamic game environment and a robust integrated system.
Master MQL5 from beginner to pro (Part II): Basic data types and use of variable
Master MQL5 from beginner to pro (Part II): Basic data types and use of variable
This is a continuation of the series for beginners. In this article, we'll look at how to create constants and variables, write dates, colors, and other useful data. We will learn how to create enumerations like days of the week or line styles (solid, dotted, etc.). Variables and expressions are the basis of programming. They are definitely present in 99% of programs, so understanding them is critical. Therefore, if you are new to programming, this article can be very useful for you. Required programming knowledge level: very basic, within the limits of my previous article (see the link at the beginning).
News Trading Made Easy (Part 2): Risk Management
News Trading Made Easy (Part 2): Risk Management
In this article, inheritance will be introduced into our previous and new code. A new database design will be implemented to provide efficiency. Additionally, a risk management class will be created to tackle volume calculations.
Reimagining Classic Strategies: Crude Oil
Reimagining Classic Strategies: Crude Oil
In this article, we revisit a classic crude oil trading strategy with the aim of enhancing it by leveraging supervised machine learning algorithms. We will construct a least-squares model to predict future Brent crude oil prices based on the spread between Brent and WTI crude oil prices. Our goal is to identify a leading indicator of future changes in Brent prices.
Population optimization algorithms: Evolution of Social Groups (ESG)
Population optimization algorithms: Evolution of Social Groups (ESG)
We will consider the principle of constructing multi-population algorithms. As an example of this type of algorithm, we will have a look at the new custom algorithm - Evolution of Social Groups (ESG). We will analyze the basic concepts, population interaction mechanisms and advantages of this algorithm, as well as examine its performance in optimization problems.
Trailing stop in trading
Trailing stop in trading
In this article, we will look at the use of a trailing stop in trading. We will assess how useful and effective it is, and how it can be used. The efficiency of a trailing stop largely depends on price volatility and the selection of the stop loss level. A variety of approaches can be used to set a stop loss.
DRAW_ARROW drawing type in multi-symbol multi-period indicators
DRAW_ARROW drawing type in multi-symbol multi-period indicators
In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.
A Generic Optimization Formulation (GOF) to Implement Custom Max with Constraints
A Generic Optimization Formulation (GOF) to Implement Custom Max with Constraints
In this article we will present a way to implement optimization problems with multiple objectives and constraints when selecting "Custom Max" in the Setting tab of the MetaTrader 5 terminal. As an example, the optimization problem could be: Maximize Profit Factor, Net Profit, and Recovery Factor, such that the Draw Down is less than 10%, the number of consecutive losses is less than 5, and the number of trades per week is more than 5.
Population optimization algorithms: Binary Genetic Algorithm (BGA). Part I
Population optimization algorithms: Binary Genetic Algorithm (BGA). Part I
In this article, we will explore various methods used in binary genetic and other population algorithms. We will look at the main components of the algorithm, such as selection, crossover and mutation, and their impact on the optimization. In addition, we will study data presentation methods and their impact on optimization results.
Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)
Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)
The article presents a new approach to solving optimization problems by combining ideas from bacterial foraging optimization (BFO) algorithms and techniques used in the genetic algorithm (GA) into a hybrid BFO-GA algorithm. It uses bacterial swarming to globally search for an optimal solution and genetic operators to refine local optima. Unlike the original BFO, bacteria can now mutate and inherit genes.
Developing an MQL5 RL agent with RestAPI integration (Part 2): MQL5 functions for HTTP interaction with the tic-tac-toe game REST API
Developing an MQL5 RL agent with RestAPI integration (Part 2): MQL5 functions for HTTP interaction with the tic-tac-toe game REST API
In this article we will talk about how MQL5 can interact with Python and FastAPI, using HTTP calls in MQL5 to interact with the tic-tac-toe game in Python. The article discusses the creation of an API using FastAPI for this integration and provides a test script in MQL5, highlighting the versatility of MQL5, the simplicity of Python, and the effectiveness of FastAPI in connecting different technologies to create innovative solutions.