Articles on MetaTrader 5 integration using MQL5

The article describes how to add the ability to work with Microsoft SQL Server database server to MQL5-based Expert Advisors. Import of functions from a DLL is used. The DLL is created using the Microsoft .NET platform and the C# language. The methods used in the article are also suitable for experts written in MQL4, with minor adjustments.

We continue to build ensembles. This time, the bagging ensemble created earlier will be supplemented with a trainable combiner — a deep neural network. One neural network combines the 7 best ensemble outputs after pruning. The second one takes all 500 outputs of the ensemble as input, prunes and combines them. The neural networks will be built using the keras/TensorFlow package for Python. The features of the package will be briefly considered. Testing will be performed and the classification quality of bagging and stacking ensembles will be compared.

Are you trading using your own strategy? If your system rules can be formally described as software algorithms, it is better to entrust trading to an automated Expert Advisor. A robot does not need sleep or food and is not subject to human weaknesses. In this article, we show how to create Requirements Specification when ordering a trading robot in the Freelance service.

The article discusses the methods for building and training ensembles of neural networks with bagging structure. It also determines the peculiarities of hyperparameter optimization for individual neural network classifiers that make up the ensemble. The quality of the optimized neural network obtained in the previous article of the series is compared with the quality of the created ensemble of neural networks. Possibilities of further improving the quality of the ensemble's classification are considered.

The ZUP indicator platform allows searching for multiple known patterns, parameters for which have already been set. These parameters can be edited to suit your requirements. You can also create new patterns using the ZUP graphical interfaces and save their parameters to a file. After that you can quickly check, whether these new patterns can be found on charts.

The article considers the possibility to apply Bayesian optimization to hyperparameters of deep neural networks, obtained by various training variants. The classification quality of a DNN with the optimal hyperparameters in different training variants is compared. Depth of effectiveness of the DNN optimal hyperparameters has been checked in forward tests. The possible directions for improving the classification quality have been determined.

The article compares the classic MQL5 access to indicators with alternative MQL4-style methods. Several varieties of MQL4-style access to indicators are considered: with and without the indicator handles caching. Considering the indicator handles inside the MQL5 core is analyzed as well.

The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look into the macro substitution of the #define preprocessor.

The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing trading strategies — Simulated annealing. The method's algorithm, its implementation and integration into any Expert Advisor are considered. The developed algorithm is tested on the Moving Average EA.

If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented in MQL5. All functions are as clear as possible and perfectly suited for step-by-step debugging.

The article is devoted to the analysis of trading signals for the MetaTrader 5 platform, which enable the automated execution of trading operations on subscribers' accounts. Also, the article considers the development of tools, which help search for potentially promising trading signals straight from the terminal.

In this article we look at the possibility of creating a flexible news feed that offers more options in terms of the type of news and also its source. The article will show how a web API can be integrated with the MetaTrader 5 terminal.

This article describes the construction of the custom optimization criterion R-squared. This criterion can be used to estimate the quality of a strategy's balance curve and to select the most smoothly growing and stable strategies. The work discusses the principles of its construction and statistical methods used in estimation of properties and quality of this metric.

This article deals primarily with the classes CExpertAdvisor and CExpertAdvisors, which serve as the container for all the other components described in this article-series regarding cross-platform expert advisors.

This article considers new capabilities of the darch package (v.0.12.0). It contains a description of training of a deep neural networks with different data types, different structure and training sequence. Training results are included.

This article discusses how custom stop levels can be set up in a cross-platform expert advisor. It also discusses a closely-related method by which the evolution of a stop level over time can be defined.

This article is a continuation of the series of articles about deep neural networks. Here we will consider selecting samples (removing noise), reducing the dimensionality of input data and dividing the data set into the train/val/test sets during data preparation for training the neural network.

Cloud technologies are becoming more popular. Nowadays, we can choose between paid and free storage services. Is it possible to use them in trading? This article proposes a technology for exchanging data between terminals using cloud storage services.

Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited number of financial instruments.

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.

Over the ten years since the release of the first version of the ZUP platform, it has undergone through multiple changes and improvements. As a result, now we have a unique graphical add-on for MetaTrader 4 allowing you to quickly and conveniently analyze market data. The article describes how to work with the graphical interface of the ZUP indicator platform.

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.