MQL4 and MQL5 Programming Articles
Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.
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Neural networks made easy (Part 22): Unsupervised learning of recurrent models
We continue to study unsupervised learning algorithms. This time I suggest that we discuss the features of autoencoders when applied to recurrent model training.
Betting Modeling as Means of Developing "Market Intuition"
The article dwells on the notion of "market intuition" and ways of developing it. The method described in the article is based on the modeling of financial betting in the form of a simple game.
Data label for timeseries mining (Part 2)：Make datasets with trend markers using Python
This series of articles introduces several time series labeling methods, which can create data that meets most artificial intelligence models, and targeted data labeling according to needs can make the trained artificial intelligence model more in line with the expected design, improve the accuracy of our model, and even help the model make a qualitative leap!
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.
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.
Developing a multi-currency Expert Advisor (Part 1): Collaboration of several trading strategies
There are quite a lot of different trading strategies. So, it might be useful to apply several strategies working in parallel to diversify risks and increase the stability of trading results. But if each strategy is implemented as a separate Expert Advisor (EA), then managing their work on one trading account becomes much more difficult. To solve this problem, it would be reasonable to implement the operation of different trading strategies within a single EA.
Ready-made templates for including indicators to Expert Advisors (Part 1): Oscillators
The article considers standard indicators from the oscillator category. We will create ready-to-use templates for their use in EAs - declaring and setting parameters, indicator initialization and deinitialization, as well as receiving data and signals from indicator buffers in EAs.
Category Theory in MQL5 (Part 3)
Category Theory is a diverse and expanding branch of Mathematics which as of yet is relatively uncovered in the MQL5 community. These series of articles look to introduce and examine some of its concepts with the overall goal of establishing an open library that provides insight while hopefully furthering the use of this remarkable field in Traders' strategy development.
Interview with Alexander Prishchenko (ATC 2012)
What can be more complicated than a multicurrency trading robot? Surely, it is an automated strategy based on Elliott Wave Principle. Can we imagine something more complicated than that? Yes, we can. It is a multicurrency Expert Advisor using Elliott Waves on each currency pair! Alexander Prishchenko (Crucian) believes that even a newcomer can learn the rules.
Implementing the Generalized Hurst Exponent and the Variance Ratio test in MQL5
In this article, we investigate how the Generalized Hurst Exponent and the Variance Ratio test can be utilized to analyze the behaviour of price series in MQL5.
Portfolio Optimization in Python and MQL5
This article explores advanced portfolio optimization techniques using Python and MQL5 with MetaTrader 5. It demonstrates how to develop algorithms for data analysis, asset allocation, and trading signal generation, emphasizing the importance of data-driven decision-making in modern financial management and risk mitigation.
How to Use Crashlogs to Debug Your Own DLLs
25 to 30% of all crashlogs received from users appear due to errors occurring when functions imported from custom dlls are executed.
Neural networks made easy (Part 66): Exploration problems in offline learning
Models are trained offline using data from a prepared training dataset. While providing certain advantages, its negative side is that information about the environment is greatly compressed to the size of the training dataset. Which, in turn, limits the possibilities of exploration. In this article, we will consider a method that enables the filling of a training dataset with the most diverse data possible.
Data Science and Machine Learning(Part 14): Finding Your Way in the Markets with Kohonen Maps
Are you looking for a cutting-edge approach to trading that can help you navigate complex and ever-changing markets? Look no further than Kohonen maps, an innovative form of artificial neural networks that can help you uncover hidden patterns and trends in market data. In this article, we'll explore how Kohonen maps work, and how they can be used to develop smarter, more effective trading strategies. Whether you're a seasoned trader or just starting out, you won't want to miss this exciting new approach to trading.
Data Science and Machine Learning (Part 08): K-Means Clustering in plain MQL5
Data mining is crucial to a data scientist and a trader because very often, the data isn't as straightforward as we think it is. The human eye can not understand the minor underlying pattern and relationships in the dataset, maybe the K-means algorithm can help us with that. Let's find out...
Interview with Atsushi Yamanaka (ATC 2011)
What is common between skydiving, Futures, Hawaii, translations and spies? We didn't know it until we've managed to communicate with disqualified participant Atsushi Yamanaka (alohafx). His has a creed "Life is Good!", and one can hardly doubt that. It was interesting to know that distances between the continents are not an obstacle for communication among our Championship's participants.
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.
Interview with Egidijus Bockus (ATC 2012)
"I examined many indicators before realizing that they are not necessary for making money on Forex" - our present interviewee Egidijus Bockus (Egidijus) told us boldly. We have all reasons to take his words seriously, as his Expert Advisor occupies the third place with more than $32 000 beginning from the third week of the Automated Trading Championship 2012.
Neural networks made easy (Part 44): Learning skills with dynamics in mind
In the previous article, we introduced the DIAYN method, which offers the algorithm for learning a variety of skills. The acquired skills can be used for various tasks. But such skills can be quite unpredictable, which can make them difficult to use. In this article, we will look at an algorithm for learning predictable skills.
Introduction to MQL5 (Part 4): Mastering Structures, Classes, and Time Functions
Unlock the secrets of MQL5 programming in our latest article! Delve into the essentials of structures, classes, and time functions, empowering your coding journey. Whether you're a beginner or an experienced developer, our guide simplifies complex concepts, providing valuable insights for mastering MQL5. Elevate your programming skills and stay ahead in the world of algorithmic trading!
How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 7): ZigZag with Awesome Oscillator Indicators Signal
The multi-currency expert advisor in this article is an expert advisor or automated trading that uses ZigZag indicator which are filtered with the Awesome Oscillator or filter each other's signals.
Interview with Alexander Arashkevich (ATC 2011)
The Championship fervour has finally subsided and we can take a breath and start rethinking its results again. And we have another winner Alexander Arashkevich (AAA777) from Belarus, who has won a special prize from the major sponsor of Automated Trading Championship 2011 - a 3 day trip to one of the Formula One races of the 2012 season. We could not miss the opportunity to talk with him.
ATC Champions League: Interview with Boris Odintsov (ATC 2011)
Interview with Boris Odintsov (bobsley) is the last one within the ATC Champions League project. Boris won the Automated Trading Championship 2010 - the first Championship held for the Expert Advisors in the new MQL5 language. Having appeared in the top ten already in the first week of the ATC 2010, his EA brought it to the finish and earned $77,000. This year, Boris participates in the competition with the same Expert Advisor with modified settings. Perhaps the robot would still be able to repeat its success.
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Part III)
In this article the author continues to analyze implementation algorithms of simplest trading systems and introduces backtesting automation. The article will be useful for beginning traders and EA writers.
Interview with Ge Senlin (ATC 2011)
The Expert Advisor by Ge Senlin (yyy999) from China got featured in the top ten of the Automated Trading Championship 2011 in late October and hasn't left it since then. Not often participants from the PRC show good results in the Championship - Forex trading is not allowed in this country. After the poor results in the previous year ATC, Senlin has prepared a new multicurrency Expert Advisor that never closes loss positions and uses position increase instead. Let's see whether this EA will be able to rise even higher with such a risky strategy.
Interview with Francisco García García (ATC 2012)
Today we interview Francisco García García (chuliweb) from Spain. A week ago his Expert Advisor reached the 8th place, but the unfortunate logic error in programming threw it from the first page of the Championship leaders. As confirmed by statistics, such an error is not uncommon for many participants.
Python, ONNX and MetaTrader 5: Creating a RandomForest model with RobustScaler and PolynomialFeatures data preprocessing
In this article, we will create a random forest model in Python, train the model, and save it as an ONNX pipeline with data preprocessing. After that we will use the model in the MetaTrader 5 terminal.
Modified Grid-Hedge EA in MQL5 (Part II): Making a Simple Grid EA
In this article, we explored the classic grid strategy, detailing its automation using an Expert Advisor in MQL5 and analyzing initial backtest results. We highlighted the strategy's need for high holding capacity and outlined plans for optimizing key parameters like distance, takeProfit, and lot sizes in future installments. The series aims to enhance trading strategy efficiency and adaptability to different market conditions.
Neural networks made easy (Part 23): Building a tool for Transfer Learning
In this series of articles, we have already mentioned Transfer Learning more than once. However, this was only mentioning. in this article, I suggest filling this gap and taking a closer look at Transfer Learning.
DoEasy. Controls (Part 30): Animating the ScrollBar control
In this article, I will continue the development of the ScrollBar control and start implementing the mouse interaction functionality. In addition, I will expand the lists of mouse state flags and events.
Neural networks made easy (Part 20): Autoencoders
We continue to study unsupervised learning algorithms. Some readers might have questions regarding the relevance of recent publications to the topic of neural networks. In this new article, we get back to studying neural networks.
Design Patterns in software development and MQL5 (Part I): Creational Patterns
There are methods that can be used to solve many problems that can be repeated. Once understand how to use these methods it can be very helpful to create your software effectively and apply the concept of DRY ((Do not Repeat Yourself). In this context, the topic of Design Patterns will serve very well because they are patterns that provide solutions to well-described and repeated problems.
Timeseries in DoEasy library (part 57): Indicator buffer data object
In the article, develop an object which will contain all data of one buffer for one indicator. Such objects will be necessary for storing serial data of indicator buffers. With their help, it will be possible to sort and compare buffer data of any indicators, as well as other similar data with each other.
Neural networks made easy (Part 50): Soft Actor-Critic (model optimization)
In the previous article, we implemented the Soft Actor-Critic algorithm, but were unable to train a profitable model. Here we will optimize the previously created model to obtain the desired results.
Developing Zone Recovery Martingale strategy in MQL5
The article discusses, in a detailed perspective, the steps that need to be implemented towards the creation of an expert advisor based on the Zone Recovery trading algorithm. This helps aotomate the system saving time for algotraders.
Neural networks made easy (Part 38): Self-Supervised Exploration via Disagreement
One of the key problems within reinforcement learning is environmental exploration. Previously, we have already seen the research method based on Intrinsic Curiosity. Today I propose to look at another algorithm: Exploration via Disagreement.
Developing a trading Expert Advisor from scratch (Part 23): New order system (VI)
We will make the order system more flexible. Here we will consider changes to the code that will make it more flexible, which will allow us to change position stop levels much faster.
Neural networks made easy (Part 43): Mastering skills without the reward function
The problem of reinforcement learning lies in the need to define a reward function. It can be complex or difficult to formalize. To address this problem, activity-based and environment-based approaches are being explored to learn skills without an explicit reward function.
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.
Neural networks made easy (Part 75): Improving the performance of trajectory prediction models
The models we create are becoming larger and more complex. This increases the costs of not only their training as well as operation. However, the time required to make a decision is often critical. In this regard, let us consider methods for optimizing model performance without loss of quality.