MQL4 and MQL5 Programming Articles

In this article the author dwells on some means of increasing indicators' informational value for visual trading. The author analyzes the realization of tricolor indicators, indicators, for building which data from other timeframes is used, and continues to dwell on the library of indicators, described in the article "Effective Averaging Algorithms with Minimal Lag: Use in Indicators"

The article considers creation of 'GroupBox' and 'CheckBox' WinForms objects, as well as the development of base objects for WinForms object categories. All created objects are still static, i.e. they are unable to interact with the mouse.

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In this article, I will implement handling Padding (internal indents/margin on all sides of an element) and Dock parameters (the way an object is located inside its container).

General principles of considering orders in a large and complex program are discussed.

On the seventh week of the Championship, Li Fang's Expert Advisor (lf8749) set a new record - it earned over $100,000 in 10 trades. This successful series helped the Expert Advisor to stay at the very top of the Automated Trading Championship 2011 rating for two weeks. In this interview we tried to find out the secret of Li Fang's success.

A few weeks ago we published the infographic on Freelance service. We also promised to reveal some statistics of the MetaTrader Market. Now, we invite you to examine the data we have gathered.

Nikolay Kositsin has told us about his developments. He believes multicurrency Expert Advisors are a promising direction; and he is an experienced developer of such robots. At the championships, Nikolay participates only with multicurrency EAs. His Expert Advisor was the only multicurrency EA among the prize winners of all the ATC contests.

The Expert Advisor of Evgeny Gnidko (FIFO) currently seems to be the most stable one at the Automated Trading Championship 2012. This trading robot entered TOP-10 at the third week remaining one of the leading Expert Advisors ever since.

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. The trader should always be aware of what the automatic EA is doing, so that if it "goes off the rails", the trader could remove it from the chart as soon as possible and take control of the situation.

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.

The two-stage approach allows you to avoid the unnecessary closing and re-opening of positions in situations close to the trend and in cases of possible occurrence of divirgence.

In the current article, I will create the class of the WinForms text label control object. Such an object will have the ability to position its container anywhere, while its own functionality will repeat the functionality of the MS Visual Studio text label. We will be able to set font parameters for a displayed text.

Andrey Voitenko is participating in the Automated Trading Championship for the first time, but his Expert Advisor is showing mature trading. For already several weeks Andrey's Expert Advisors has been listed in the top ten and seems to be continuing his positive performance. In this interview Andrey is telling about his EA's features, errors and the price they cost him.

A new article from Design Patterns articles and we will take a look at one of its types which is behavioral patterns to understand how we can build communication methods between created objects effectively. By completing these Behavior patterns we will be able to understand how we can create and build a reusable, extendable, tested software.

It was during the second week of the Championship when the Expert Advisor of Alexandr Artapov (artall) found itself on the third position trading EURUSD and EURJPY. Then it briefly left TOP-10 to appear again after one month of struggle for survival. As it turned out, this trading robot is still having something up its sleeve.

A simple concept described in the article allows those developing automated trading systems in MQL4 to simplify existing trading systems, as well as reduce time needed for development of new systems due to shorter codes.

This article on Category Theory implementation in MQL5, continues the series by looking at Functors but this time as a bridge between Graphs and a set. We revisit calendar data, and despite its limitations in Strategy Tester use, make the case using functors in forecasting volatility with the help of correlation.

In the article, an attempt is made to visualize the intensity of specific markets and of their time segments, to detect their regularities and behavior patterns.

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.

Truncated Singular Value Decomposition (SVD) and Non-Negative Matrix Factorization (NMF) are dimensionality reduction techniques. They both play significant roles in shaping data-driven trading strategies. Discover the art of dimensionality reduction, unraveling insights, and optimizing quantitative analyses for an informed approach to navigating the intricacies of financial markets.

In the article, we will complete the development of the horizontal scrollbar object functionality. We will also make it possible to scroll the contents of the container by moving the scrollbar slider and rotating the mouse wheel, as well as make additions to the library, taking into account the new order execution policy and new runtime error codes in MQL5.

In this article, I will add new mouse events relative to the boundaries of the working areas of WinForms objects and fix some shortcomings in the functioning of the TabControl and SplitContainer controls.

You must admit that it sounds alluringly - you become a fortunate possessor of a program that can develop for you a profitable automated trading system (ATC) within a few minutes. All you need is to enter desirable inputs and press Enter. And - here you are, take your ATC tested and having positive expected payoff. Where thousands of people spend thousands of hours on developing that very unique ATC, which will "wine and dine", these statements soundб to put it mildly, very hollow. On the one hand, this really looks a little larger than life... However, to my mind, this problem can be solved.

Enjoy the process of testing with charts, displaying the balance - now all the necessary information is always in view!

The Championship keeps providing us with new discoveries, as well as new interesting Participants and unusual ideas implemented in the competition trading robots. While interviewing Ruslan Ziyatdinov (rusland1962), we learned about his simple approach to trading and found out why it is better to trade less frequently.