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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How to Cut an EA Code for an Easier Life and Fewer Errors
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.
Neural Networks Made Easy (Part 87): Time Series Patching
Forecasting plays an important role in time series analysis. In the new article, we will talk about the benefits of time series patching.
Overcoming The Limitation of Machine Learning (Part 5): A Quick Recap of Time Series Cross Validation
In this series of articles, we look at the challenges faced by algorithmic traders when deploying machine-learning-powered trading strategies. Some challenges within our community remain unseen because they demand deeper technical understanding. Today’s discussion acts as a springboard toward examining the blind spots of cross-validation in machine learning. Although often treated as routine, this step can easily produce misleading or suboptimal results if handled carelessly. This article briefly revisits the essentials of time series cross-validation to prepare us for more in-depth insight into its hidden blind spots.
Understand and efficiently use OpenCL API by recreating built-in support as DLL on Linux (Part 1): Motivation and validation
Bulit-in OpenCL support in MetaTrader 5 still has a major problem especially the one about device selection error 5114 resulting from unable to create an OpenCL context using CL_USE_GPU_ONLY, or CL_USE_GPU_DOUBLE_ONLY although it properly detects GPU. It works fine with directly using of ordinal number of GPU device we found in Journal tab, but that's still considered a bug, and users should not hard-code a device. We will solve it by recreating an OpenCL support as DLL with C++ on Linux. Along the journey, we will get to know OpenCL from concept to best practices in its API usage just enough for us to put into great use later when we deal with DLL implementation in C++ and consume it with MQL5.
Neural Networks in Trading: A Multimodal, Tool-Augmented Agent for Financial Markets (Final Part)
We continue to develop the algorithms for FinAgent, a multimodal financial trading agent designed to analyze multimodal market dynamics data and historical trading patterns.
Developing a multi-currency Expert Advisor (Part 12): Developing prop trading level risk manager
In the EA being developed, we already have a certain mechanism for controlling drawdown. But it is probabilistic in nature, as it is based on the results of testing on historical price data. Therefore, the drawdown can sometimes exceed the maximum expected values (although with a small probability). Let's try to add a mechanism that ensures guaranteed compliance with the specified drawdown level.
Interview with Nikolay Kositsin: multicurrency EA are less risky (ATC 2010)
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.
News Trading Made Easy (Part 3): Performing Trades
In this article, our news trading expert will begin opening trades based on the economic calendar stored in our database. In addition, we will improve the expert's graphics to display more relevant information about upcoming economic calendar events.
Developing a multi-currency Expert Advisor (Part 19): Creating stages implemented in Python
So far we have considered the automation of launching sequential procedures for optimizing EAs exclusively in the standard strategy tester. But what if we would like to perform some handling of the obtained data using other means between such launches? We will attempt to add the ability to create new optimization stages performed by programs written in Python.
Neural networks made easy (Part 53): Reward decomposition
We have already talked more than once about the importance of correctly selecting the reward function, which we use to stimulate the desired behavior of the Agent by adding rewards or penalties for individual actions. But the question remains open about the decryption of our signals by the Agent. In this article, we will talk about reward decomposition in terms of transmitting individual signals to the trained Agent.
Experiments with neural networks (Part 4): Templates
In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 as a self-sufficient tool for using neural networks in trading. Simple explanation.
Master MQL5 from beginner to pro (Part V): Fundamental control flow operators
This article explores the key operators used to modify the program's execution flow: conditional statements, loops, and switch statements. Utilizing these operators will allow the functions we create to behave more "intelligently".
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.
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.
Building an Object-Oriented FVG Scanner in MQL5
Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC arrays with CopyRates, manages rectangles without leaks, and monitors mitigation in real time. It also shows how to integrate this class into an Expert Advisor with a strict new bar filter for stable and efficient execution.
Employing Game Theory Approaches in Trading Algorithms
We are creating an adaptive self-learning trading expert advisor based on DQN machine learning, with multidimensional causal inference. The EA will successfully trade simultaneously on 7 currency pairs. And agents of different pairs will exchange information with each other.
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.
Implementing the SHA-256 Cryptographic Algorithm from Scratch in MQL5
Building DLL-free cryptocurrency exchange integrations has long been a challenge, but this solution provides a complete framework for direct market connectivity.
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.
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.
Category Theory in MQL5 (Part 15) : Functors with Graphs
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.
Population optimization algorithms: Firefly Algorithm (FA)
In this article, I will consider the Firefly Algorithm (FA) optimization method. Thanks to the modification, the algorithm has turned from an outsider into a real rating table leader.
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 ML (Part 31): Using CatBoost AI Models for Trading
CatBoost AI models have gained massive popularity recently among machine learning communities due to their predictive accuracy, efficiency, and robustness to scattered and difficult datasets. In this article, we are going to discuss in detail how to implement these types of models in an attempt to beat the forex market.
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.
Matrix Utils, Extending the Matrices and Vector Standard Library Functionality
Matrix serves as the foundation of machine learning algorithms and computers in general because of their ability to effectively handle large mathematical operations, The Standard library has everything one needs but let's see how we can extend it by introducing several functions in the utils file, that are not yet available in the library
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.
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.
Quantum computing and trading: A fresh approach to price forecasts
The article describes an innovative approach to forecasting price movements in financial markets using quantum computing. The main focus is on the application of the Quantum Phase Estimation (QPE) algorithm to find prototypes of price patterns allowing traders to significantly speed up the market data analysis.
Andrey Voitenko: Programming errors cost me $15,000 (ATC 2010)
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.
Price Action Analysis Toolkit Development (Part 14): Parabolic Stop and Reverse Tool
Embracing technical indicators in price action analysis is a powerful approach. These indicators often highlight key levels of reversals and retracements, offering valuable insights into market dynamics. In this article, we demonstrate how we developed an automated tool that generates signals using the Parabolic SAR indicator.
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.
Introduction to MQL5 (Part 21): Automating Harmonic Pattern Detection
Learn how to detect and display the Gartley harmonic pattern in MetaTrader 5 using MQL5. This article explains each step of the process, from identifying swing points to applying Fibonacci ratios and plotting the full pattern on the chart for clear visual confirmation.
Integrating MQL5 with data processing packages (Part 2): Machine Learning and Predictive Analytics
In our series on integrating MQL5 with data processing packages, we delve in to the powerful combination of machine learning and predictive analysis. We will explore how to seamlessly connect MQL5 with popular machine learning libraries, to enable sophisticated predictive models for financial markets.
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.
Developing a multi-currency Expert Advisor (Part 4): Pending virtual orders and saving status
Having started developing a multi-currency EA, we have already achieved some results and managed to carry out several code improvement iterations. However, our EA was unable to work with pending orders and resume operation after the terminal restart. Let's add these features.
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.
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.
Testing Visualization: Account State Charts
Enjoy the process of testing with charts, displaying the balance - now all the necessary information is always in view!
Neural Networks in Trading: Scene-Aware Object Detection (HyperDet3D)
We invite you to get acquainted with a new approach to detecting objects using hypernetworks. A hypernetwork generates weights for the main model, which allows taking into account the specifics of the current market situation. This approach allows us to improve forecasting accuracy by adapting the model to different trading conditions.