A Non-Trading EA Testing Indicators
All indicators can be divided into two groups: static indicators, the displaying of which, once shown, always remains the same in history and does not change with new incoming quotes, and dynamic indicators that display their status for the current moment only and are fully redrawn when a new price comes. The efficiency of a static indicator is directly visible on the chart. But how can we check whether a dynamic indicator works ok? This is the question the article is devoted to.
Color buffers in multi-symbol multi-period indicators
In this article, we will review the structure of the indicator buffer in multi-symbol, multi-period indicators and organize the display of colored buffers of these indicators on the chart.
Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators
In the article, complete development of objects of multi-period multi-symbol standard indicators. Using Ichimoku Kinko Hyo standard indicator example, analyze creation of compound custom indicators which have auxiliary drawn buffers for displaying data on the chart.
Introduction to MQL5 (Part 2): Navigating Predefined Variables, Common Functions, and Control Flow Statements
Embark on an illuminating journey with Part Two of our MQL5 series. These articles are not just tutorials, they're doorways to an enchanted realm where programming novices and wizards alike unite. What makes this journey truly magical? Part Two of our MQL5 series stands out with its refreshing simplicity, making complex concepts accessible to all. Engage with us interactively as we answer your questions, ensuring an enriching and personalized learning experience. Let's build a community where understanding MQL5 is an adventure for everyone. Welcome to the enchantment!
Developing a Replay System (Part 53): Things Get Complicated (V)
In this article, we'll cover an important topic that few people understand: Custom Events. Dangers. Advantages and disadvantages of these elements. This topic is key for those who want to become a professional programmer in MQL5 or any other language. Here we will focus on MQL5 and MetaTrader 5.
A Trader's Assistant Based on Extended MACD Analysis
Script 'Trader's Assistant' helps you to make a decision on opening positions, based on the extended analysis of the MACD status for the last three bars in the real-time trading on any timeframe. It can also be used for back testing.
Considering Orders in a Large Program
General principles of considering orders in a large and complex program are discussed.
Graphics in DoEasy library (Part 98): Moving pivot points of extended standard graphical objects
In the article, I continue the development of extended standard graphical objects and create the functionality for moving pivot points of composite graphical objects using the control points for managing the coordinates of the graphical object pivot points.
Getting Started with MQL5 Algo Forge
We are introducing MQL5 Algo Forge — a dedicated portal for algorithmic trading developers. It combines the power of Git with an intuitive interface for managing and organizing projects within the MQL5 ecosystem. Here, you can follow interesting authors, form teams, and collaborate on algorithmic trading projects.
Bill Williams Strategy with and without other indicators and predictions
In this article, we will take a look to one the famous strategies of Bill Williams, and discuss it, and try to improve the strategy with other indicators and with predictions.
Developing A Custom Account Performace Matrix Indicator
This indicator acts as a discipline enforcer by tracking account equity, profit/loss, and drawdown in real-time while displaying a performance dashboard. It can help traders stay consistent, avoid overtrading, and comply with prop-firm challenge rules.
Creating a Trading Administrator Panel in MQL5 (Part III): Enhancing the GUI with Visual Styling (I)
In this article, we will focus on visually styling the graphical user interface (GUI) of our Trading Administrator Panel using MQL5. We’ll explore various techniques and features available in MQL5 that allow for customization and optimization of the interface, ensuring it meets the needs of traders while maintaining an attractive aesthetic.
Formulating Dynamic Multi-Pair EA (Part 1): Currency Correlation and Inverse Correlation
Dynamic multi pair Expert Advisor leverages both on correlation and inverse correlation strategies to optimize trading performance. By analyzing real-time market data, it identifies and exploits the relationship between currency pairs.
DoEasy. Controls (Part 26): Finalizing the ToolTip WinForms object and moving on to ProgressBar development
In this article, I will complete the development of the ToolTip control and start the development of the ProgressBar WinForms object. While working on objects, I will develop universal functionality for animating controls and their components.
Reimagining Classic Strategies (Part 16): Double Bollinger Band Breakouts
This article walks the reader through a reimagined version of the classical Bollinger Band breakout strategy. It identifies key weaknesses in the original approach, such as its well-known susceptibility to false breakouts. The article aims to introduce a possible solution: the Double Bollinger Band trading strategy. This relatively lesser known approach supplements the weaknesses of the classical version and offers a more dynamic perspective on financial markets. It helps us overcome the old limitations defined by the original rules, providing traders with a stronger and more adaptive framework.
Developing a trading Expert Advisor from scratch (Part 27): Towards the future (II)
Let's move on to a more complete order system directly on the chart. In this article, I will show a way to fix the order system, or rather, to make it more intuitive.
Build Self Optimizing Expert Advisors in MQL5 (Part 2): USDJPY Scalping Strategy
Join us today as we challenge ourselves to build a trading strategy around the USDJPY pair. We will trade candlestick patterns that are formed on the daily time frame because they potentially have more strength behind them. Our initial strategy was profitable, which encouraged us to continue refining the strategy and adding extra layers of safety, to protect the capital gained.
Expert Advisor based on the universal MLP approximator
The article presents a simple and accessible way to use a neural network in a trading EA that does not require deep knowledge of machine learning. The method eliminates the target function normalization, as well as overcomes "weight explosion" and "network stall" issues offering intuitive training and visual control of the results.
Two-Stage Modification of Opened Positions
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.
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.
Wrapping ONNX models in classes
Object-oriented programming enables creation of a more compact code that is easy to read and modify. Here we will have a look at the example for three ONNX models.
Developing a Replay System — Market simulation (Part 05): Adding Previews
We have managed to develop a way to implement the market replay system in a realistic and accessible way. Now let's continue our project and add data to improve the replay behavior.
Developing a Trading System Based on the Order Book (Part I): Indicator
Depth of Market is undoubtedly a very important element for executing fast trades, especially in High Frequency Trading (HFT) algorithms. In this series of articles, we will look at this type of trading events that can be obtained through a broker on many tradable symbols. We will start with an indicator, where you can customize the color palette, position and size of the histogram displayed directly on the chart. We will also look at how to generate BookEvent events to test the indicator under certain conditions. Other possible topics for future articles include how to store price distribution data and how to use it in a strategy tester.
DoEasy. Controls (Part 23): Improving TabControl and SplitContainer WinForms objects
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.
Graphical Interfaces X: Updates for the Rendered table and code optimization (build 10)
We continue to complement the Rendered table (CCanvasTable) with new features. The table will now have: highlighting of the rows when hovered; ability to add an array of icons for each cell and a method for switching them; ability to set or modify the cell text during the runtime, and more.
Build Self Optimizing Expert Advisors in MQL5 (Part 8): Multiple Strategy Analysis
How best can we combine multiple strategies to create a powerful ensemble strategy? Join us in this discussion as we look to fit together three different strategies into our trading application. Traders often employ specialized strategies for opening and closing positions, and we want to know if our machines can perform this task better. For our opening discussion, we will get familiar with the faculties of the strategy tester and the principles of OOP we will need for this task.
DoEasy. Controls (Part 5): Base WinForms object, Panel control, AutoSize parameter
In the article, I will create the base object of all library WinForms objects and start implementing the AutoSize property of the Panel WinForms object — auto sizing for fitting the object internal content.
Developing a Calendar-Based News Event Breakout Expert Advisor in MQL5
Volatility tends to peak around high-impact news events, creating significant breakout opportunities. In this article, we will outline the implementation process of a calendar-based breakout strategy. We'll cover everything from creating a class to interpret and store calendar data, developing realistic backtests using this data, and finally, implementing execution code for live trading.
Integrating ML models with the Strategy Tester (Conclusion): Implementing a regression model for price prediction
This article describes the implementation of a regression model based on a decision tree. The model should predict prices of financial assets. We have already prepared the data, trained and evaluated the model, as well as adjusted and optimized it. However, it is important to note that this model is intended for study purposes only and should not be used in real trading.
Population optimization algorithms: Artificial Bee Colony (ABC)
In this article, we will study the algorithm of an artificial bee colony and supplement our knowledge with new principles of studying functional spaces. In this article, I will showcase my interpretation of the classic version of the algorithm.
DoEasy. Controls (Part 29): ScrollBar auxiliary control
In this article, I will start developing the ScrollBar auxiliary control element and its derivative objects — vertical and horizontal scrollbars. A scrollbar is used to scroll the content of the form if it goes beyond the container. Scrollbars are usually located at the bottom and to the right of the form. The horizontal one at the bottom scrolls content left and right, while the vertical one scrolls up and down.
Build Self Optimizing Expert Advisors With MQL5 And Python (Part II): Tuning Deep Neural Networks
Machine learning models come with various adjustable parameters. In this series of articles, we will explore how to customize your AI models to fit your specific market using the SciPy library.
Price Action Analysis Toolkit Development (Part 20): External Flow (IV) — Correlation Pathfinder
Correlation Pathfinder offers a fresh approach to understanding currency pair dynamics as part of the Price Action Analysis Toolkit Development Series. This tool automates data collection and analysis, providing insight into how pairs like EUR/USD and GBP/USD interact. Enhance your trading strategy with practical, real-time information that helps you manage risk and spot opportunities more effectively.
Integrating MQL5 with data processing packages (Part 5): Adaptive Learning and Flexibility
This part focuses on building a flexible, adaptive trading model trained on historical XAUUSD data, preparing it for ONNX export and potential integration into live trading systems.
Population optimization algorithms: Stochastic Diffusion Search (SDS)
The article discusses Stochastic Diffusion Search (SDS), which is a very powerful and efficient optimization algorithm based on the principles of random walk. The algorithm allows finding optimal solutions in complex multidimensional spaces, while featuring a high speed of convergence and the ability to avoid local extrema.
Reimagining Classic Strategies (Part 19): Deep Dive Into Moving Average Crossovers
This article revisits the classic moving average crossover strategy and examines why it often fails in noisy, fast-moving markets. It presents five alternative filtering methods designed to strengthen signal quality and remove weak or unprofitable trades. The discussion highlights how statistical models can learn and correct the errors that human intuition and traditional rules miss. Readers leave with a clearer understanding of how to modernize an outdated strategy and of the pitfalls of relying solely on metrics like RMSE in financial modeling.
Simplifying Databases in MQL5 (Part 1): Introduction to Databases and SQL
We explore how to manipulate databases in MQL5 using the language's native functions. We cover everything from table creation, insertion, updating, and deletion to data import and export, all with sample code. The content serves as a solid foundation for understanding the internal mechanics of data access, paving the way for the discussion of ORM, where we'll build one in MQL5.
MQL5 Trading Toolkit (Part 3): Developing a Pending Orders Management EX5 Library
Learn how to develop and implement a comprehensive pending orders EX5 library in your MQL5 code or projects. This article will show you how to create an extensive pending orders management EX5 library and guide you through importing and implementing it by building a trading panel or graphical user interface (GUI). The expert advisor orders panel will allow users to open, monitor, and delete pending orders associated with a specified magic number directly from the graphical interface on the chart window.
Timeseries in DoEasy library (part 50): Multi-period multi-symbol standard indicators with a shift
In the article, let’s improve library methods for correct display of multi-symbol multi-period standard indicators, which lines are displayed on the current symbol chart with a shift set in the settings. As well, let’s put things in order in methods of work with standard indicators and remove the redundant code to the library area in the final indicator program.
Example of Auto Optimized Take Profits and Indicator Parameters with SMA and EMA
This article presents a sophisticated Expert Advisor for forex trading, combining machine learning with technical analysis. It focuses on trading Apple stock, featuring adaptive optimization, risk management, and multiple strategies. Backtesting shows promising results with high profitability but also significant drawdowns, indicating potential for further refinement.