Automating Trading Strategies in MQL5 (Part 32): Creating a Price Action 5 Drives Harmonic Pattern System

Automating Trading Strategies in MQL5 (Part 32): Creating a Price Action 5 Drives Harmonic Pattern System

In this article, we develop a 5 Drives pattern system in MQL5 that identifies bullish and bearish 5 Drives harmonic patterns using pivot points and Fibonacci ratios, executing trades with customizable entry, stop loss, and take-profit levels based on user-selected options. We enhance trader insight with visual feedback through chart objects like triangles, trendlines, and labels to clearly display the A-B-C-D-E-F pattern structure.
Developing a multi-currency Expert Advisor (Part 21): Preparing for an important experiment and optimizing the code

Developing a multi-currency Expert Advisor (Part 21): Preparing for an important experiment and optimizing the code

For further progress it would be good to see if we can improve the results by periodically re-running the automatic optimization and generating a new EA. The stumbling block in many debates about the use of parameter optimization is the question of how long the obtained parameters can be used for trading in the future period while maintaining the profitability and drawdown at the specified levels. And is it even possible to do this?
Neural Networks in Trading: An Ensemble of Agents with Attention Mechanisms (MASAAT)

Neural Networks in Trading: An Ensemble of Agents with Attention Mechanisms (MASAAT)

We introduce the Multi-Agent Self-Adaptive Portfolio Optimization Framework (MASAAT), which combines attention mechanisms and time series analysis. MASAAT generates a set of agents that analyze price series and directional changes, enabling the identification of significant fluctuations in asset prices at different levels of detail.
Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (Final Part)

Neural Networks in Trading: A Multi-Agent Self-Adaptive Model (Final Part)

In the previous article, we introduced the multi-agent self-adaptive framework MASA, which combines reinforcement learning approaches and self-adaptive strategies, providing a harmonious balance between profitability and risk in turbulent market conditions. We have built the functionality of individual agents within this framework. In this article, we will continue the work we started, bringing it to its logical conclusion.
From Novice to Expert: Mastering Detailed Trading Reports with Reporting EA

From Novice to Expert: Mastering Detailed Trading Reports with Reporting EA

In this article, we delve into enhancing the details of trading reports and delivering the final document via email in PDF format. This marks a progression from our previous work, as we continue exploring how to harness the power of MQL5 and Python to generate and schedule trading reports in the most convenient and professional formats. Join us in this discussion to learn more about optimizing trading report generation within the MQL5 ecosystem.
Trend criteria in trading

Trend criteria in trading

Trends are an important part of many trading strategies. In this article, we will look at some of the tools used to identify trends and their characteristics. Understanding and correctly interpreting trends can significantly improve trading efficiency and minimize risks.
Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns

Introduction to MQL5 (Part 20): Introduction to Harmonic Patterns

In this article, we explore the fundamentals of harmonic patterns, their structures, and how they are applied in trading. You’ll learn about Fibonacci retracements, extensions, and how to implement harmonic pattern detection in MQL5, setting the foundation for building advanced trading tools and Expert Advisors.
MQL5 Wizard Techniques you should know (Part 79): Using Gator Oscillator and Accumulation/Distribution Oscillator with Supervised Learning

MQL5 Wizard Techniques you should know (Part 79): Using Gator Oscillator and Accumulation/Distribution Oscillator with Supervised Learning

In the last piece, we concluded our look at the pairing of the gator oscillator and the accumulation/distribution oscillator when used in their typical setting of the raw signals they generate. These two indicators are complimentary as trend and volume indicators, respectively. We now follow up that piece, by examining the effect that supervised learning can have on enhancing some of the feature patterns we had reviewed. Our supervised learning approach is a CNN that engages with kernel regression and dot product similarity to size its kernels and channels. As always, we do this in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (Final Part)

Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (Final Part)

SAMformer offers a solution to the key drawbacks of Transformer models in long-term time series forecasting, such as training complexity and poor generalization on small datasets. Its shallow architecture and sharpness-aware optimization help avoid suboptimal local minima. In this article, we will continue to implement approaches using MQL5 and evaluate their practical value.
Python-MetaTrader 5 Strategy Tester (Part 01): Trade Simulator

Python-MetaTrader 5 Strategy Tester (Part 01): Trade Simulator

The MetaTrader 5 module offered in Python provides a convenient way of opening trades in the MetaTrader 5 app using Python, but it has a huge problem, it doesn't have the strategy tester capability present in the MetaTrader 5 app, In this article series, we will build a framework for back testing your trading strategies in Python environments.
Self Optimizing Expert Advisors in MQL5 (Part 10): Matrix Factorization

Self Optimizing Expert Advisors in MQL5 (Part 10): Matrix Factorization

Factorization is a mathematical process used to gain insights into the attributes of data. When we apply factorization to large sets of market data — organized in rows and columns — we can uncover patterns and characteristics of the market. Factorization is a powerful tool, and this article will show how you can use it within the MetaTrader 5 terminal, through the MQL5 API, to gain more profound insights into your market data.
From Novice to Expert: Reporting EA — Setting up the work flow

From Novice to Expert: Reporting EA — Setting up the work flow

Brokerages often provide trading account reports at regular intervals, based on a predefined schedule. These firms, through their API technologies, have access to your account activity and trading history, allowing them to generate performance reports on your behalf. Similarly, the MetaTrader 5 terminal stores detailed records of your trading activity, which can be leveraged using MQL5 to create fully customized reports and define personalized delivery methods.
MQL5 Wizard Techniques you should know (Part 77): Using Gator Oscillator and the Accumulation/Distribution Oscillator

MQL5 Wizard Techniques you should know (Part 77): Using Gator Oscillator and the Accumulation/Distribution Oscillator

The Gator Oscillator by Bill Williams and the Accumulation/Distribution Oscillator are another indicator pairing that could be used harmoniously within an MQL5 Expert Advisor. We use the Gator Oscillator for its ability to affirm trends, while the A/D is used to provide confirmation of the trends via checks on volume. In exploring this indicator pairing, as always, we use the MQL5 wizard to build and test out their potential.
From Novice to Expert: Animated News Headline Using MQL5 (VII) — Post Impact Strategy for News Trading

From Novice to Expert: Animated News Headline Using MQL5 (VII) — Post Impact Strategy for News Trading

The risk of whipsaw is extremely high during the first minute following a high-impact economic news release. In that brief window, price movements can be erratic and volatile, often triggering both sides of pending orders. Shortly after the release—typically within a minute—the market tends to stabilize, resuming or correcting the prevailing trend with more typical volatility. In this section, we’ll explore an alternative approach to news trading, aiming to assess its effectiveness as a valuable addition to a trader’s toolkit. Continue reading for more insights and details in this discussion.
Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool

Price Action Analysis Toolkit Development (Part 33): Candle Range Theory Tool

Upgrade your market reading with the Candle-Range Theory suite for MetaTrader 5, a fully MQL5-native solution that converts raw price bars into real-time volatility intelligence. The lightweight CRangePattern library benchmarks each candle’s true range against an adaptive ATR and classifies it the instant it closes; the CRT Indicator then projects those classifications on your chart as crisp, color-coded rectangles and arrows that reveal tightening consolidations, explosive breakouts, and full-range engulfment the moment they occur.
Introduction to MQL5 (Part 19): Automating Wolfe Wave Detection

Introduction to MQL5 (Part 19): Automating Wolfe Wave Detection

This article shows how to programmatically identify bullish and bearish Wolfe Wave patterns and trade them using MQL5. We’ll explore how to identify Wolfe Wave structures programmatically and execute trades based on them using MQL5. This includes detecting key swing points, validating pattern rules, and preparing the EA to act on the signals it finds.
MQL5 Wizard Techniques you should know (Part 76):  Using Patterns of Awesome Oscillator and the Envelope Channels with Supervised Learning

MQL5 Wizard Techniques you should know (Part 76): Using Patterns of Awesome Oscillator and the Envelope Channels with Supervised Learning

We follow up on our last article, where we introduced the indicator couple of the Awesome-Oscillator and the Envelope Channel, by looking at how this pairing could be enhanced with Supervised Learning. The Awesome-Oscillator and Envelope-Channel are a trend-spotting and support/resistance complimentary mix. Our supervised learning approach is a CNN that engages the Dot Product Kernel with Cross-Time-Attention to size its kernels and channels. As per usual, this is done in a custom signal class file that works with the MQL5 wizard to assemble an Expert Advisor.
Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

Reimagining Classic Strategies (Part 14): Multiple Strategy Analysis

In this article, we continue our exploration of building an ensemble of trading strategies and using the MT5 genetic optimizer to tune the strategy parameters. Today, we analyzed the data in Python, showing our model could better predict which strategy would outperform, achieving higher accuracy than forecasting market returns directly. However, when we tested our application with its statistical models, our performance levels fell dismally. We subsequently discovered that the genetic optimizer unfortunately favored highly correlated strategies, prompting us to revise our method to keep vote weights fixed and focus optimization on indicator settings instead.
From Novice to Expert: Animated News Headline Using MQL5 (VI) — Pending Order Strategy for News Trading

From Novice to Expert: Animated News Headline Using MQL5 (VI) — Pending Order Strategy for News Trading

In this article, we shift focus toward integrating news-driven order execution logic—enabling the EA to act, not just inform. Join us as we explore how to implement automated trade execution in MQL5 and extend the News Headline EA into a fully responsive trading system. Expert Advisors offer significant advantages for algorithmic developers thanks to the wide range of features they support. So far, we’ve focused on building a news and calendar events presentation tool, complete with integrated AI insights lanes and technical indicator insights.
Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover

Self Optimizing Expert Advisors in MQL5 (Part 9): Double Moving Average Crossover

This article outlines the design of a double moving average crossover strategy that uses signals from a higher timeframe (D1) to guide entries on a lower timeframe (M15), with stop-loss levels calculated from an intermediate risk timeframe (H4). It introduces system constants, custom enumerations, and logic for trend-following and mean-reverting modes, while emphasizing modularity and future optimization using a genetic algorithm. The approach allows for flexible entry and exit conditions, aiming to reduce signal lag and improve trade timing by aligning lower-timeframe entries with higher-timeframe trends.
MQL5 Wizard Techniques you should know (Part 75): Using Awesome Oscillator and the Envelopes

MQL5 Wizard Techniques you should know (Part 75): Using Awesome Oscillator and the Envelopes

The Awesome Oscillator by Bill Williams and the Envelopes Channel are a pairing that could be used complimentarily within an MQL5 Expert Advisor. We use the Awesome Oscillator for its ability to spot trends, while the envelopes channel is incorporated to define our support/resistance levels. In exploring this indicator pairing, we use the MQL5 wizard to build and test any potential these two may possess.