Gain An Edge Over Any Market (Part V): FRED EURUSD Alternative Data
In today’s discussion, we used alternative Daily data from the St. Louis Federal Reserve on the Broad US-Dollar Index and a collection of other macroeconomic indicators to predict the EURUSD future exchange rate. Unfortunately, while the data appears to have almost perfect correlation, we failed to realize any material gains in our model accuracy, possibly suggesting to us that investors may be better off using ordinary market quotes instead.
Developing a trading Expert Advisor from scratch (Part 17): Accessing data on the web (III)
In this article we continue considering how to obtain data from the web and to use it in an Expert Advisor. This time we will proceed to developing an alternative system.
Trading Options Without Options (Part 2): Use in Real Trading
The article considers simple options strategies and their implementation in MQL5. We will develop a basic EA that will be modernized and become more complex.
DoEasy. Controls (Part 18): Functionality for scrolling tabs in TabControl
In this article, I will place header scrolling control buttons in TabControl WinForms object in case the header bar does not fit the size of the control. Besides, I will implement the shift of the header bar when clicking on the cropped tab header.
Cyclic Parthenogenesis Algorithm (CPA)
The article considers a new population optimization algorithm - Cyclic Parthenogenesis Algorithm (CPA), inspired by the unique reproductive strategy of aphids. The algorithm combines two reproduction mechanisms — parthenogenesis and sexual reproduction — and also utilizes the colonial structure of the population with the possibility of migration between colonies. The key features of the algorithm are adaptive switching between different reproductive strategies and a system of information exchange between colonies through the flight mechanism.
Interview with Matúš German (ATC 2012)
It's the second time Matúš German participates in the Automated Trading Championship. By the end of the fourth week of ATC 2012 his Expert Advisor has been holding its positions in the TOP-10 having about $30 000. Matúš is from Slovakia, from the little town Bardejov. Matúš is interested in trading for about 5 years and he develops Expert Advisors for 3 years already.
Price Action Analysis Toolkit Development (Part 5): Volatility Navigator EA
Determining market direction can be straightforward, but knowing when to enter can be challenging. As part of the series titled "Price Action Analysis Toolkit Development", I am excited to introduce another tool that provides entry points, take profit levels, and stop loss placements. To achieve this, we have utilized the MQL5 programming language. Let’s delve into each step in this article.
Interview with Mariusz Zarnowski (ATC 2012)
As December 28 is approaching, the list of leaders of the Automated Trading Championship 2012 is becoming clearer. With only two weeks to go until the end of the Championship, Mariusz Zarnowski (zrn) from Poland stands a good chance to be in the top three. His EA has already demonstrated how it can triple the initial deposit in just a couple of weeks.
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!
Triangular arbitrage with predictions
This article simplifies triangular arbitrage, showing you how to use predictions and specialized software to trade currencies smarter, even if you're new to the market. Ready to trade with expertise?
Creating an MQL5-Telegram Integrated Expert Advisor (Part 6): Adding Responsive Inline Buttons
In this article, we integrate interactive inline buttons into an MQL5 Expert Advisor, allowing real-time control via Telegram. Each button press triggers specific actions and sends responses back to the user. We also modularize functions for handling Telegram messages and callback queries efficiently.
Neural Networks in Trading: Integrating Chaos Theory into Time Series Forecasting (Attraos)
The Attraos framework integrates chaos theory into long-term time series forecasting, treating them as projections of multidimensional chaotic dynamic systems. Exploiting attractor invariance, the model uses phase space reconstruction and dynamic multi-resolution memory to preserve historical structures.
MetaTrader 5 Machine Learning Blueprint (Part 8): Bayesian Hyperparameter Optimization with Purged Cross-Validation and Trial Pruning
GridSearchCV and RandomizedSearchCV share a fundamental limitation in financial ML: each trial is independent, so search quality does not improve with additional compute. This article integrates Optuna — using the Tree-structured Parzen Estimator — with PurgedKFold cross-validation, HyperbandPruner early stopping, and a dual-weight convention that separates training weights from evaluation weights. The result is a five-component system: an objective function with fold-level pruning, a suggestion layer that optimizes the weighting scheme jointly with model hyperparameters, a financially-calibrated pruner, a resumable SQLite-backed orchestrator, and a converter to scikit-learn cv_results_ format. The article also establishes the boundary — drawn from Timothy Masters — between statistical objectives where directed search is beneficial and financial objectives where it is harmful.
Measuring Indicator Information
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.
DoEasy. Controls (Part 9): Re-arranging WinForms object methods, RadioButton and Button controls
In this article, I will fix the names of WinForms object class methods and create Button and RadioButton WinForms objects.
Building the Market Structure Sentinel Indicator in MQL5
This article builds a Market Structure Sentinel indicator in MQL5 that detects and visualizes Smart Money Concepts (SMC) events, including Break of Structure (BOS) and Change of Character (CHOCH), in real time. It explains swing detection, structural validation, and trend classification, and adds a compact dashboard to track bullish, bearish, or ranging states for faster on‑chart interpretation.
Creating Custom Indicators in MQL5 (Part 2): Building a Gauge-Style RSI Display with Canvas and Needle Mechanics
In this article, we develop a gauge-style RSI indicator in MQL5 that visualizes Relative Strength Index values on a circular scale with a dynamic needle, color-coded ranges for overbought and oversold levels, and customizable legends. We utilize the Canvas class to draw elements like arcs, ticks, and pies, ensuring smooth updates on new RSI data.
Graphics in DoEasy library (Part 99): Moving an extended graphical object using a single control point
In the previous article, I implemented the ability to move pivot points of an extended graphical object using control forms. Now I am going to implement the ability to move a composite graphical object using a single graphical object control point (form).
MQL5 Wizard Techniques you should know (Part 83): Using Patterns of Stochastic Oscillator and the FrAMA — Behavioral Archetypes
The Stochastic Oscillator and the Fractal Adaptive Moving Average are another indicator pairing that could be used for their ability to compliment each other within an MQL5 Expert Advisor. We look at the Stochastic for its ability to pinpoint momentum shifts, while the FrAMA is used to provide confirmation of the prevailing trends. In exploring this indicator pairing, as always, we use the MQL5 wizard to build and test out their potential.
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.
Fast trading strategy tester in Python using Numba
The article implements a fast strategy tester for machine learning models using Numba. It is 50 times faster than the pure Python strategy tester. The author recommends using this library to speed up mathematical calculations, especially the ones involving loops.
Raw Code Optimization and Tweaking for Improving Back-Test Results
Enhance your MQL5 code by optimizing logic, refining calculations, and reducing execution time to improve back-test accuracy. Fine-tune parameters, optimize loops, and eliminate inefficiencies for better performance.
Fallacies, Part 2. Statistics Is a Pseudo-Science, or a Chronicle of Nosediving Bread And Butter
Numerous attempts to apply statistical methods to the objective reality, i.e. to financial series, crash when met with the nonstationarity of processes, "fat tails" of accompanying probability distributions, and insufficient volume of financial data.In this publication I will try to refer not to the financial series as such, but to their subjective presentation - in this case, to the way a trader tries to halter the series, i.e. to the trading system. The eduction of statistical regularities of the trading results process is a rather enthralling task. In some cases quite true conclusions about the model of this process can be made, and these can be applied to the trading system.
Mastering Quick Trades: Overcoming Execution Paralysis
The UT BOT ATR Trailing Indicator is a personal and customizable indicator that is very effective for traders who like to make quick decisions and make money from differences in price referred to as short-term trading (scalpers) and also proves to be vital and very effective for long-term traders (positional traders).
Building a Liquidity Spectrum Volume Profile Indicator in MQL5
Build a Liquidity Spectrum Volume Profile in MQL5 that allocates volume to equal price bins over a chosen lookback using candle close prices. The guide covers data retrieval with copy functions, binning and normalization, and drawing rectangles and POC lines with chart objects and time offsets to reveal high-activity liquidity zones on the chart.
Frequency domain representations of time series: The Power Spectrum
In this article we discuss methods related to the analysis of timeseries in the frequency domain. Emphasizing the utility of examining the power spectra of time series when building predictive models. In this article we will discuss some of the useful perspectives to be gained by analyzing time series in the frequency domain using the discrete fourier transform (dft).
Design Patterns in software development and MQL5 (Part 3): Behavioral Patterns 1
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.
Neural Networks in Trading: Enhancing Transformer Efficiency by Reducing Sharpness (SAMformer)
Training Transformer models requires large amounts of data and is often difficult since the models are not good at generalizing to small datasets. The SAMformer framework helps solve this problem by avoiding poor local minima. This improves the efficiency of models even on limited training datasets.
Graphics in DoEasy library (Part 92): Standard graphical object memory class. Object property change history
In the article, I will create the class of the standard graphical object memory allowing the object to save its states when its properties are modified. In turn, this allows retracting to the previous graphical object states.
Neural networks made easy (Part 55): Contrastive intrinsic control (CIC)
Contrastive training is an unsupervised method of training representation. Its goal is to train a model to highlight similarities and differences in data sets. In this article, we will talk about using contrastive training approaches to explore different Actor skills.
MQL5 Wizard Techniques you should know (Part 73): Using Patterns of Ichimoku and the ADX-Wilder
The Ichimoku-Kinko-Hyo Indicator and the ADX-Wilder oscillator are a pairing that could be used in complimentarily within an MQL5 Expert Advisor. The Ichimoku is multi-faceted, however for this article, we are relying on it primarily for its ability to define support and resistance levels. Meanwhile, we also use the ADX to define our trend. As usual, we use the MQL5 wizard to build and test any potential these two may possess.
DoEasy. Controls (Part 4): Panel control, Padding and Dock parameters
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).
Trading Insights Through Volume: Trend Confirmation
The Enhanced Trend Confirmation Technique combines price action, volume analysis, and machine learning to identify genuine market movements. It requires both price breakouts and volume surges (50% above average) for trade validation, while using an LSTM neural network for additional confirmation. The system employs ATR-based position sizing and dynamic risk management, making it adaptable to various market conditions while filtering out false signals.
Creating an Interactive Graphical User Interface in MQL5 (Part 2): Adding Controls and Responsiveness
Enhancing the MQL5 GUI panel with dynamic features can significantly improve the trading experience for users. By incorporating interactive elements, hover effects, and real-time data updates, the panel becomes a powerful tool for modern traders.
Neural Networks in Trading: A Parameter-Efficient Transformer with Segmented Attention (PSformer)
This article introduces the new PSformer framework, which adapts the architecture of the vanilla Transformer to solving problems related to multivariate time series forecasting. The framework is based on two key innovations: the Parameter Sharing (PS) mechanism and the Segment Attention (SegAtt).
Price Action Analysis Toolkit Development (Part 12): External Flow (III) TrendMap
The flow of the market is determined by the forces between bulls and bears. There are specific levels that the market respects due to the forces acting on them. Fibonacci and VWAP levels are especially powerful in influencing market behavior. Join me in this article as we explore a strategy based on VWAP and Fibonacci levels for signal generation.
Moving to MQL5 Algo Forge (Part 1): Creating the Main Repository
When working on projects in MetaEditor, developers often face the need to manage code versions. MetaQuotes recently announced migration to GIT and the launch of MQL5 Algo Forge with code versioning and collaboration capabilities. In this article, we will discuss how to use the new and previously existing tools more efficiently.
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.
DoEasy. Controls (Part 8): Base WinForms objects by categories, GroupBox and CheckBox controls
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.
Overcoming ONNX Integration Challenges
ONNX is a great tool for integrating complex AI code between different platforms, it is a great tool that comes with some challenges that one must address to get the most out of it, In this article we discuss the common issues you might face and how to mitigate them.