Feature Engineering With Python And MQL5 (Part IV): Candlestick Pattern Recognition With UMAP Regression
Feature Engineering With Python And MQL5 (Part IV): Candlestick Pattern Recognition With UMAP Regression
Dimension reduction techniques are widely used to improve the performance of machine learning models. Let us discuss a relatively new technique known as Uniform Manifold Approximation and Projection (UMAP). This new technique has been developed to explicitly overcome the limitations of legacy methods that create artifacts and distortions in the data. UMAP is a powerful dimension reduction technique, and it helps us group similar candle sticks in a novel and effective way that reduces our error rates on out of sample data and improves our trading performance.
Master MQL5 from Beginner to Pro (Part VI): Basics of Developing Expert Advisors
Master MQL5 from Beginner to Pro (Part VI): Basics of Developing Expert Advisors
This article continues the series for beginners. Here we will discuss the basic principles of developing Expert Advisors (EAs). We will create two EAs: the first one will trade without indicators, using pending orders, and the second one will be based on the standard MA indicator, opening deals at the current price. Here I assume that you are no longer a complete beginner and have a relatively good command of the material from the previous articles.
Singular Spectrum Analysis in MQL5
Singular Spectrum Analysis in MQL5
This article is meant as a guide for those unfamiliar with the concept of Singular Spectrum Analysis and who wish to gain enough understanding to be able to apply the built-in tools available in MQL5.
Automating Trading Strategies in MQL5 (Part 23): Zone Recovery with Trailing and Basket Logic
Automating Trading Strategies in MQL5 (Part 23): Zone Recovery with Trailing and Basket Logic
In this article, we enhance our Zone Recovery System by introducing trailing stops and multi-basket trading capabilities. We explore how the improved architecture uses dynamic trailing stops to lock in profits and a basket management system to handle multiple trade signals efficiently. Through implementation and backtesting, we demonstrate a more robust trading system tailored for adaptive market performance.
Neural Networks in Trading: Hyperbolic Latent Diffusion Model (Final Part)
Neural Networks in Trading: Hyperbolic Latent Diffusion Model (Final Part)
The use of anisotropic diffusion processes for encoding the initial data in a hyperbolic latent space, as proposed in the HypDIff framework, assists in preserving the topological features of the current market situation and improves the quality of its analysis. In the previous article, we started implementing the proposed approaches using MQL5. Today we will continue the work we started and will bring it to its logical conclusion.
Graph Theory: Dijkstra's Algorithm Applied in Trading
Graph Theory: Dijkstra's Algorithm Applied in Trading
Dijkstra's algorithm, a classic shortest-path solution in graph theory, can optimize trading strategies by modeling market networks. Traders can use it to find the most efficient routes in the candlestick chart data.
Formulating Dynamic Multi-Pair EA (Part 3): Mean Reversion and Momentum Strategies
Formulating Dynamic Multi-Pair EA (Part 3): Mean Reversion and Momentum Strategies
In this article, we will explore the third part of our journey in formulating a Dynamic Multi-Pair Expert Advisor (EA), focusing specifically on integrating Mean Reversion and Momentum trading strategies. We will break down how to detect and act on price deviations from the mean (Z-score), and how to measure momentum across multiple forex pairs to determine trade direction.
From Novice to Expert: Animated News Headline Using MQL5 (IV) — Locally hosted AI model market insights
From Novice to Expert: Animated News Headline Using MQL5 (IV) — Locally hosted AI model market insights
In today's discussion, we explore how to self-host open-source AI models and use them to generate market insights. This forms part of our ongoing effort to expand the News Headline EA, introducing an AI Insights Lane that transforms it into a multi-integration assistive tool. The upgraded EA aims to keep traders informed through calendar events, financial breaking news, technical indicators, and now AI-generated market perspectives—offering timely, diverse, and intelligent support to trading decisions. Join the conversation as we explore practical integration strategies and how MQL5 can collaborate with external resources to build a powerful and intelligent trading work terminal.
MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase
MQL5 Trading Toolkit (Part 8): How to Implement and Use the History Manager EX5 Library in Your Codebase
Discover how to effortlessly import and utilize the History Manager EX5 library in your MQL5 source code to process trade histories in your MetaTrader 5 account in this series' final article. With simple one-line function calls in MQL5, you can efficiently manage and analyze your trading data. Additionally, you will learn how to create different trade history analytics scripts and develop a price-based Expert Advisor as practical use-case examples. The example EA leverages price data and the History Manager EX5 library to make informed trading decisions, adjust trade volumes, and implement recovery strategies based on previously closed trades.
Automating Trading Strategies in MQL5 (Part 11): Developing a Multi-Level Grid Trading System
Automating Trading Strategies in MQL5 (Part 11): Developing a Multi-Level Grid Trading System
In this article, we develop a multi-level grid trading system EA using MQL5, focusing on the architecture and algorithm design behind grid trading strategies. We explore the implementation of multi-layered grid logic and risk management techniques to handle varying market conditions. Finally, we provide detailed explanations and practical tips to guide you through building, testing, and refining the automated trading system.
Build Self Optimizing Expert Advisors in MQL5 (Part 6): Stop Out Prevention
Build Self Optimizing Expert Advisors in MQL5 (Part 6): Stop Out Prevention
Join us in our discussion today as we look for an algorithmic procedure to minimize the total number of times we get stopped out of winning trades. The problem we faced is significantly challenging, and most solutions given in community discussions lack set and fixed rules. Our algorithmic approach to solving the problem increased the profitability of our trades and reduced our average loss per trade. However, there are further advancements to be made to completely filter out all trades that will be stopped out, our solution is a good first step for anyone to try.
Creating a Trading Administrator Panel in MQL5 (Part IX): Code Organization (III): Communication Module
Creating a Trading Administrator Panel in MQL5 (Part IX): Code Organization (III): Communication Module
Join us for an in-depth discussion on the latest advancements in MQL5 interface design as we unveil the redesigned Communications Panel and continue our series on building the New Admin Panel using modularization principles. We'll develop the CommunicationsDialog class step by step, thoroughly explaining how to inherit it from the Dialog class. Additionally, we'll leverage arrays and ListView class in our development. Gain actionable insights to elevate your MQL5 development skills—read through the article and join the discussion in the comments section!
From Python to MQL5: A Journey into Quantum-Inspired Trading Systems
From Python to MQL5: A Journey into Quantum-Inspired Trading Systems
The article explores the development of a quantum-inspired trading system, transitioning from a Python prototype to an MQL5 implementation for real-world trading. The system uses quantum computing principles like superposition and entanglement to analyze market states, though it runs on classical computers using quantum simulators. Key features include a three-qubit system for analyzing eight market states simultaneously, 24-hour lookback periods, and seven technical indicators for market analysis. While the accuracy rates might seem modest, they provide a significant edge when combined with proper risk management strategies.
From Novice to Expert: Animated News Headline Using MQL5 (I)
From Novice to Expert: Animated News Headline Using MQL5 (I)
News accessibility is a critical factor when trading on the MetaTrader 5 terminal. While numerous news APIs are available, many traders face challenges in accessing and integrating them effectively into their trading environment. In this discussion, we aim to develop a streamlined solution that brings news directly onto the chart—where it’s most needed. We'll accomplish this by building a News Headline Expert Advisor that monitors and displays real-time news updates from API sources.
Neural Networks in Trading: Contrastive Pattern Transformer (Final Part)
Neural Networks in Trading: Contrastive Pattern Transformer (Final Part)
In the previous last article within this series, we looked at the Atom-Motif Contrastive Transformer (AMCT) framework, which uses contrastive learning to discover key patterns at all levels, from basic elements to complex structures. In this article, we continue implementing AMCT approaches using MQL5.
Build Self Optimizing Expert Advisors in MQL5 (Part 4): Dynamic Position Sizing
Build Self Optimizing Expert Advisors in MQL5 (Part 4): Dynamic Position Sizing
Successfully employing algorithmic trading requires continuous, interdisciplinary learning. However, the infinite range of possibilities can consume years of effort without yielding tangible results. To address this, we propose a framework that gradually introduces complexity, allowing traders to refine their strategies iteratively rather than committing indefinite time to uncertain outcomes.
Price Action Analysis Toolkit Development (Part 7): Signal Pulse EA
Price Action Analysis Toolkit Development (Part 7): Signal Pulse EA
Unlock the potential of multi-timeframe analysis with 'Signal Pulse,' an MQL5 Expert Advisor that integrates Bollinger Bands and the Stochastic Oscillator to deliver accurate, high-probability trading signals. Discover how to implement this strategy and effectively visualize buy and sell opportunities using custom arrows. Ideal for traders seeking to enhance their judgment through automated analysis across multiple timeframes.
Neural Networks in Trading: Contrastive Pattern Transformer
Neural Networks in Trading: Contrastive Pattern Transformer
The Contrastive Transformer is designed to analyze markets both at the level of individual candlesticks and based on entire patterns. This helps improve the quality of market trend modeling. Moreover, the use of contrastive learning to align representations of candlesticks and patterns fosters self-regulation and improves the accuracy of forecasts.
Neural Networks in Trading: Market Analysis Using a Pattern Transformer
Neural Networks in Trading: Market Analysis Using a Pattern Transformer
When we use models to analyze the market situation, we mainly focus on the candlestick. However, it has long been known that candlestick patterns can help in predicting future price movements. In this article, we will get acquainted with a method that allows us to integrate both of these approaches.
Integration of Broker APIs with Expert Advisors using MQL5 and Python
Integration of Broker APIs with Expert Advisors using MQL5 and Python
In this article, we will discuss the implementation of MQL5 in partnership with Python to perform broker-related operations. Imagine having a continuously running Expert Advisor (EA) hosted on a VPS, executing trades on your behalf. At some point, the ability of the EA to manage funds becomes paramount. This includes operations such as topping up your trading account and initiating withdrawals. In this discussion, we will shed light on the advantages and practical implementation of these features, ensuring seamless integration of fund management into your trading strategy. Stay tuned!
Neural Networks in Trading: Generalized 3D Referring Expression Segmentation
Neural Networks in Trading: Generalized 3D Referring Expression Segmentation
While analyzing the market situation, we divide it into separate segments, identifying key trends. However, traditional analysis methods often focus on one aspect and thus limit the proper perception. In this article, we will learn about a method that enables the selection of multiple objects to ensure a more comprehensive and multi-layered understanding of the situation.
Neural Networks in Trading: Controlled Segmentation (Final Part)
Neural Networks in Trading: Controlled Segmentation (Final Part)
We continue the work started in the previous article on building the RefMask3D framework using MQL5. This framework is designed to comprehensively study multimodal interaction and feature analysis in a point cloud, followed by target object identification based on a description provided in natural language.
Neural Networks in Trading: Transformer with Relative Encoding
Neural Networks in Trading: Transformer with Relative Encoding
Self-supervised learning can be an effective way to analyze large amounts of unlabeled data. The efficiency is provided by the adaptation of models to the specific features of financial markets, which helps improve the effectiveness of traditional methods. This article introduces an alternative attention mechanism that takes into account the relative dependencies and relationships between inputs.
From Novice to Expert: Auto-Geometric Analysis System
From Novice to Expert: Auto-Geometric Analysis System
Geometric patterns offer traders a concise way to interpret price action. Many analysts draw trend lines, rectangles, and other shapes by hand, and then base trading decisions on the formations they see. In this article, we explore an automated alternative: harnessing MQL5 to detect and analyze the most popular geometric patterns. We’ll break down the methodology, discuss implementation details, and highlight how automated pattern recognition can sharpen a trader's market insights.
Neural Networks in Trading: Superpoint Transformer (SPFormer)
Neural Networks in Trading: Superpoint Transformer (SPFormer)
In this article, we introduce a method for segmenting 3D objects based on Superpoint Transformer (SPFormer), which eliminates the need for intermediate data aggregation. This speeds up the segmentation process and improves the performance of the model.