The second article of the series about deep neural networks will consider the transformation and choice of predictors during the process of preparing data for training a model.
This series of articles continues exploring deep neural networks (DNN), which are used in many application areas including trading. Here new dimensions of this theme will be explored along with testing of new methods and ideas using practical experiments. The first article of the series is dedicated to preparing data for DNN.
This article discusses an implementation of stop levels in an expert advisor in order to make it compatible with the two platforms MetaTrader 4 and MetaTrader 5.
The eighth part of the article features the description of the CSymbol class, which is a special object that provides access to any trading instrument. When used inside an Expert Advisor, the class provides a wide set of symbol properties, while allowing to simplify Expert Advisor programming and to expand its functionality.
This article considers creation of documentation for MQL5 code starting with the automated markup of required tags. It also provides the description of how to use the Doxygen software, how to properly configure it and how to receive results in different formats, including html, HtmlHelp and PDF.
This article discusses the implementation of various methods of time filtering a cross-platform expert advisor. The time filter classes are responsible for checking whether or not a given time falls under a certain time configuration setting.
This article discusses the implementation of money management method for a cross-platform expert advisor. The money management classes are responsible for the calculation of the lot size to be used for the next trade to be entered by the expert advisor.
This article discusses the CSignal and CSignals classes which will be used in cross-platform expert advisors. It examines the differences between MQL4 and MQL5 on how particular data needed for evaluation of trade signals are accessed to ensure that the code written will be compatible with both compilers.
The ring buffer is the simplest and the most efficient way to arrange data when performing calculations in a sliding window. The article describes the algorithm and shows how it simplifies calculations in a sliding window and makes them more efficient.
This article discusses the creation of an order manager for a cross-platform expert advisor. The order manager is responsible for the entry and exit of orders or positions entered by the expert, as well as for keeping an independent record of such trades that is usable for both versions.
The article offers a simple emulator of the MetaTrader 5 trading environment for MetaTrader 4. The emulator implements migration and adjustment of trade classes of the Standard Library. As a result, Expert Advisors generated in the MetaTrader 5 Wizard can be compiled and executed in MetaTrader 4 without changes.
When studying trading logic, visual representation in the form of graphs is of great importance. A number of programming languages popular among the scientific community (such as R and Python) feature the special 'plot' function used for visualization. It allows drawing lines, point distributions and histograms to visualize patterns. In MQL5, you can do the same using the CGraphics class.
Traders are well familiar with the WebTerminal, which allows trading on financial markets straight from the browser. Add the WebTerminal widget to your website — you can do it absolutely free. If you have a website, you can start selling leads to brokers — we have prepared a ready-to-use web-based solution for you. All you need to do is embed one iframe into your website.
MetaTrader 4 and MetaTrader 5 uses different conventions in processing trade requests. This article discusses the possibility of using a class object that can be used to represent the trades processed by the server, in order for a cross-platform expert advisor to further work on them, regardless of the version of the trading platform and mode being used.
There exists some components in the MQL5 Standard Library that may prove to be useful in the MQL4 version of cross-platform expert advisors. This article deals with a method of making certain components of the MQL5 Standard Library compatible with the MQL4 compiler.
This article details a method by which cross-platform expert advisors can be developed faster and easier. The proposed method consolidates the features shared by both versions into a single class, and splits the implementation on derived classes for incompatible features.
Sockets… What in our IT world could possibly exist without them? Dating back to 1982, and hardly changed up to the present time, they smoothly work for us every second. This is the foundation of network, the nerve endings of the Matrix we all live in.
A regular expression is a special language for handling texts by applying a specified rule, also called a regex or regexp for short. In this article, we are going to show how to handle a trade report with the RegularExpressions library for MQL5, and will also demonstrate the optimization results after using it.
This article contains step-by-step instructions for creating bots for Telegram in MQL5. This information may prove useful for users who wish to synchronize their trading robot with a mobile device. There are samples of bots in the article that provide trading signals, search for information on websites, send information about the account balance, quotes and screenshots of charts to you smart phone.
The sixth part of the article about the universal Expert Advisor describes the use of the trailing stop feature. The article will guide you through how to create a custom trailing stop module using unified rules, as well as how to add it to the trading engine so that it would automatically manage positions.
This article covers the main principles set fourth in evolutionary algorithms, their variety and features. We will conduct an experiment with a simple Expert Advisor used as an example to show how our trading system benefits from optimization. We will consider software programs that implement genetic, evolutionary and other types of optimization, and provide examples of application when optimizing a predictor set and parameters of the trading system.
This article provides further description of the CStrategy trading engine. By popular demand of users, we have added pending order support functions to the trading engine. Also, the latest version of the MetaTrader 5 now supports accounts with the hedging option. The same support has been added to CStrategy. The article provides a detailed description of algorithms for the use of pending orders, as well as of CStrategy operation principles on accounts with the hedging option enabled.
In the last part of the series of articles about the CStrategy trading engine, we will consider simultaneous operation of multiple trading algorithms, will learn to load strategies from XML files, and will present a simple panel for selecting Expert Advisors from a single executable module, and managing their trading modes.
The calculator of signals operates directly from the MetaTrader 5 terminal, which is a serious advantage, since the terminal provides a preliminary selection and sorts out signals. This way, users can see in the terminal only the signals that ensure a maximum compatibility with their trading accounts.
In this article, we will continue analyzing the algorithms of the CStrategy trading engine. The third part of the series contains the detailed analysis of examples of how to develop specific trading strategies using this approach. Special attention is paid to auxiliary algorithms — Expert Advisor logging system and data access using a conventional indexer (Close[1], Open[0] etc.)
This article continues the series of publications on a universal Expert Advisor model. This part describes in detail the original event model based on centralized data processing, and considers the structure of the CStrategy base class of the engine.
Any Expert Advisor developer, regardless of programming skills, is daily confronted with the same trading tasks and algorithmic problems, which should be solved to organize a reliable trading process. The article describes the possibilities of the CStrategy trading engine that can undertake the solution of these tasks and provide a user with convenient mechanism for describing a custom trading idea.
Have you ever felt the need to add a graphical panel to your indicator or Expert Advisor for greater speed and convenience? In this article, you will find out how to implement the dialog panel with the input parameters into your MQL4/MQL5 program step by step.
This article focuses on specifics of choice, preconditioning and evaluation of the input variables (predictors) for use in machine learning models. New approaches and opportunities of deep predictor analysis and their influence on possible overfitting of models will be considered. The overall result of using models largely depends on the result of this stage. We will analyze two packages offering new and original approaches to the selection of predictors.
The MQL5 language keeps evolving, and its new features for working with data are constantly being added. Due to innovation it has recently become possible to operate with ZIP archives using regular MQL5 tools without getting third party DLL libraries involved. This article focuses on how this is done and provides the CZip class, which is a universal tool for reading, creating and modifying ZIP archives, as an example.
This article demonstrates how to utilize Depth of Market (DOM) programmatically and describes the operation principle of CMarketBook class, that can expand the Standard Library of MQL5 classes and offer convenient methods of using DOM.
This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CGrid class. The CGrid class is an auxiliary control that acts as a container for other containers and controls using a grid layout.
We can find dial gauges in cars and airplanes, in industrial production and everyday life. They are used in all spheres which require quick response to behavior of a controlled value. This article describes the library of dial gauges for MetaTrader 5.
This article presents an alternative method of GUI creation based on layouts and containers, using one layout manager — the CBox class. The CBox class is an auxiliary control that acts as a container for essential controls in a GUI panel. It can make designing graphical panels easier, and in some cases, reduce coding time.
This article describes a new approach to hedging of positions and draws the line in the debates between users of MetaTrader 4 and MetaTrader 5 about this matter. It is a continuation of the first part: "Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal Panel, Part 1". In the second part, we discuss integration of custom Expert Advisors with HedgeTerminalAPI, which is a special visualization library designed for bi-directional trading in a comfortable software environment providing tools for convenient position management.
This article describes a new approach to hedging of positions and draws the line in the debates between users of MetaTrader 4 and MetaTrader 5 about this matter. The algorithms making such hedging reliable are described in layman's terms and illustrated with simple charts and diagrams. This article is dedicated to the new panel HedgeTerminal, which is essentially a fully featured trading terminal within MetaTrader 5. Using HedgeTerminal and the virtualization of the trade it offers, positions can be managed in the way similar to MetaTrader 4.
If specific neural network programs for trading seem expensive and complex or, on the contrary, too simple, try NeuroPro. It is free and contains the optimal set of functionalities for amateurs. This article will tell you how to use it in conjunction with MetaTrader 5.
This article describes the MQL5 Standard Library extension, which allows to create Expert Advisors, place orders, Stop Losses and Take Profits using the MQL5 Wizard by the prices received from included modules. This approach does not apply any additional restrictions on the number of modules and does not cause conflicts in their joint work.
The article describes the development of an interface between MQL and the MySQL database. It discusses existing practical solutions and offers a more convenient way to implement a library for working with databases. The article contains a detailed description of the functions, the interface structure, examples and some of specific features of working with MySQL. As for the software solutions, the article attachments include the files of dynamic libraries, documentation and script examples for the MQL4 and MQL5 languages.
Let's now shape the PHP-based Twitter idea which was introduced in the first part of this article. We are assembling the different parts of the SDSS. Regarding the client side of the system architecture, we are relying on the new MQL5 WebRequest() function for sending trading signals via HTTP.
