Articles with examples of indicators developed in MQL5

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Ready-made templates for including indicators to Expert Advisors (Part 3): Trend indicators

Ready-made templates for including indicators to Expert Advisors (Part 3): Trend indicators

In this reference article, we will look at standard indicators from the Trend Indicators category. We will create ready-to-use templates for indicator use in EAs - declaring and setting parameters, indicator initialization and deinitialization, as well as receiving data and signals from indicator buffers in EAs.
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Multiple indicators on one chart (Part 03): Developing definitions for users

Multiple indicators on one chart (Part 03): Developing definitions for users

Today we will update the functionality of the indicator system for the first time. In the previous article within the "Multiple indicators on one chart" we considered the basic code which allows using more than one indicator in a chart subwindow. But what was presented was just the starting base of a much larger system.
Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators
Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators

Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators

In this article, I will start developing the methods of working with standard indicators, which will ultimately allow creating multi-symbol multi-period standard indicators based on library classes. Besides, I will add the "Skipped bars" event to the timeseries classes and eliminate excessive load from the main program code by moving the library preparation functions to CEngine class.
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Developing a trading Expert Advisor from scratch (Part 9): A conceptual leap (II)

Developing a trading Expert Advisor from scratch (Part 9): A conceptual leap (II)

In this article, we will place Chart Trade in a floating window. In the previous part, we created a basic system which enables the use of templates within a floating window.
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Timeseries in DoEasy library (part 53): Abstract base indicator class

Timeseries in DoEasy library (part 53): Abstract base indicator class

The article considers creation of an abstract indicator which further will be used as the base class to create objects of library’s standard and custom indicators.
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Developing a trading Expert Advisor from scratch (Part 13): Time and Trade (II)

Developing a trading Expert Advisor from scratch (Part 13): Time and Trade (II)

Today we will construct the second part of the Times & Trade system for market analysis. In the previous article "Times & Trade (I)" we discussed an alternative chart organization system, which would allow having an indicator for the quickest possible interpretation of deals executed in the market.
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Developing a trading Expert Advisor from scratch (Part 10): Accessing custom indicators

Developing a trading Expert Advisor from scratch (Part 10): Accessing custom indicators

How to access custom indicators directly in an Expert Advisor? A trading EA can be truly useful only if it can use custom indicators; otherwise, it is just a set of codes and instructions.
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Creating a ticker tape panel: Improved version

Creating a ticker tape panel: Improved version

How do you like the idea of reviving the basic version of our ticker tape panel? The first thing we will do is change the panel to be able to add an image, such as an asset logo or some other image, so that the user could quickly and easily identify the displayed symbol.
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Ready-made templates for including indicators to Expert Advisors (Part 2): Volume and Bill Williams indicators

Ready-made templates for including indicators to Expert Advisors (Part 2): Volume and Bill Williams indicators

In this article, we will look at standard indicators of the Volume and Bill Williams' indicators category. We will create ready-to-use templates for indicator use in EAs - declaring and setting parameters, indicator initialization and deinitialization, as well as receiving data and signals from indicator buffers in EAs.
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Timeseries in DoEasy library (part 52): Cross-platform nature of multi-period multi-symbol  single-buffer standard indicators

Timeseries in DoEasy library (part 52): Cross-platform nature of multi-period multi-symbol single-buffer standard indicators

In the article, consider creation of multi-symbol multi-period standard indicator Accumulation/Distribution. Slightly improve library classes with respect to indicators so that, the programs developed for outdated platform MetaTrader 4 based on this library could work normally when switching over to MetaTrader 5.
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Canvas based indicators: Filling channels with transparency

Canvas based indicators: Filling channels with transparency

In this article I'll introduce a method for creating custom indicators whose drawings are made using the class CCanvas from standard library and see charts properties for coordinates conversion. I'll approach specially indicators which need to fill the area between two lines using transparency.
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Implementing the Janus factor in MQL5

Implementing the Janus factor in MQL5

Gary Anderson developed a method of market analysis based on a theory he dubbed the Janus Factor. The theory describes a set of indicators that can be used to reveal trends and assess market risk. In this article we will implement these tools in mql5.
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Creating multi-symbol, multi-period indicators

Creating multi-symbol, multi-period indicators

In this article, we will look at the principles of creating multi-symbol, multi-period indicators. We will also see how to access the data of such indicators from Expert Advisors and other indicators. We will consider the main features of using multi-indicators in Expert Advisors and indicators and will see how to plot them through custom indicator buffers.
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Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Developing a trading Expert Advisor from scratch (Part 14): Adding Volume At Price (II)

Today we will add some more resources to our EA. This interesting article can provide some new ideas and methods of presenting information. At the same time, it can assist in fixing minor flaws in your projects.
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Timeseries in DoEasy library (part 51): Composite multi-period multi-symbol standard indicators

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.
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ALGLIB numerical analysis library in MQL5

ALGLIB numerical analysis library in MQL5

The article takes a quick look at the ALGLIB 3.19 numerical analysis library, its applications and new algorithms that can improve the efficiency of financial data analysis.
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Discrete Hartley transform

Discrete Hartley transform

In this article, we will consider one of the methods of spectral analysis and signal processing - the discrete Hartley transform. It allows filtering signals, analyzing their spectrum and much more. The capabilities of DHT are no less than those of the discrete Fourier transform. However, unlike DFT, DHT uses only real numbers, which makes it more convenient for implementation in practice, and the results of its application are more visual.
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Experiments with neural networks (Part 7): Passing indicators

Experiments with neural networks (Part 7): Passing indicators

Examples of passing indicators to a perceptron. The article describes general concepts and showcases the simplest ready-made Expert Advisor followed by the results of its optimization and forward test.
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Master MQL5 from beginner to pro (Part II): Basic data types and use of variable

Master MQL5 from beginner to pro (Part II): Basic data types and use of variable

This is a continuation of the series for beginners. In this article, we'll look at how to create constants and variables, write dates, colors, and other useful data. We will learn how to create enumerations like days of the week or line styles (solid, dotted, etc.). Variables and expressions are the basis of programming. They are definitely present in 99% of programs, so understanding them is critical. Therefore, if you are new to programming, this article can be very useful for you. Required programming knowledge level: very basic, within the limits of my previous article (see the link at the beginning).
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Custom Indicators (Part 1): A Step-by-Step Introductory Guide to Developing Simple Custom Indicators in MQL5

Custom Indicators (Part 1): A Step-by-Step Introductory Guide to Developing Simple Custom Indicators in MQL5

Learn how to create custom indicators using MQL5. This introductory article will guide you through the fundamentals of building simple custom indicators and demonstrate a hands-on approach to coding different custom indicators for any MQL5 programmer new to this interesting topic.
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Timeseries in DoEasy library (part 50): Multi-period multi-symbol standard indicators with a shift

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.
Graphical Interfaces X: Updates for the Rendered table and code optimization (build 10)
Graphical Interfaces X: Updates for the Rendered table and code optimization (build 10)

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.
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Data Science and Machine Learning (Part 22): Leveraging Autoencoders Neural Networks for Smarter Trades by Moving from Noise to Signal

Data Science and Machine Learning (Part 22): Leveraging Autoencoders Neural Networks for Smarter Trades by Moving from Noise to Signal

In the fast-paced world of financial markets, separating meaningful signals from the noise is crucial for successful trading. By employing sophisticated neural network architectures, autoencoders excel at uncovering hidden patterns within market data, transforming noisy input into actionable insights. In this article, we explore how autoencoders are revolutionizing trading practices, offering traders a powerful tool to enhance decision-making and gain a competitive edge in today's dynamic markets.
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How to build and optimize a volatility-based trading system (Chaikin Volatility - CHV)

How to build and optimize a volatility-based trading system (Chaikin Volatility - CHV)

In this article, we will provide another volatility-based indicator named Chaikin Volatility. We will understand how to build a custom indicator after identifying how it can be used and constructed. We will share some simple strategies that can be used and then test them to understand which one can be better.
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Implementing the Generalized Hurst Exponent and the Variance Ratio test in MQL5

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.
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Introduction to MQL5 (Part 4): Mastering Structures, Classes, and Time Functions

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!
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Introduction to MQL5 (Part 3): Mastering the Core Elements of MQL5

Introduction to MQL5 (Part 3): Mastering the Core Elements of MQL5

Explore the fundamentals of MQL5 programming in this beginner-friendly article, where we demystify arrays, custom functions, preprocessors, and event handling, all explained with clarity making every line of code accessible. Join us in unlocking the power of MQL5 with a unique approach that ensures understanding at every step. This article sets the foundation for mastering MQL5, emphasizing the explanation of each line of code, and providing a distinct and enriching learning experience.
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Benefiting from Forex market seasonality

Benefiting from Forex market seasonality

We are all familiar with the concept of seasonality, for example, we are all accustomed to rising prices for fresh vegetables in winter or rising fuel prices during severe frosts, but few people know that similar patterns exist in the Forex market.
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Category Theory in MQL5 (Part 5): Equalizers

Category Theory in MQL5 (Part 5): Equalizers

Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.
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Elastic net regression using coordinate descent in MQL5

Elastic net regression using coordinate descent in MQL5

In this article we explore the practical implementation of elastic net regression to minimize overfitting and at the same time automatically separate useful predictors from those that have little prognostic power.
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DRAW_ARROW drawing type in multi-symbol multi-period indicators

DRAW_ARROW drawing type in multi-symbol multi-period indicators

In this article, we will look at drawing arrow multi-symbol multi-period indicators. We will also improve the class methods for correct display of arrows showing data from arrow indicators calculated on a symbol/period that does not correspond to the symbol/period of the current chart.
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Color buffers in multi-symbol multi-period indicators

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.
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Angle-based operations for traders

Angle-based operations for traders

This article will cover angle-based operations. We will look at methods for constructing angles and using them in trading.
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Indicator of historical positions on the chart as their profit/loss diagram

Indicator of historical positions on the chart as their profit/loss diagram

In this article, I will consider the option of obtaining information about closed positions based on their trading history. Besides, I will create a simple indicator that displays the approximate profit/loss of positions on each bar as a diagram.
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Building A Candlestick Trend Constraint Model (Part 4): Customizing Display Style For Each Trend Wave

Building A Candlestick Trend Constraint Model (Part 4): Customizing Display Style For Each Trend Wave

In this article, we will explore the capabilities of the powerful MQL5 language in drawing various indicator styles on Meta Trader 5. We will also look at scripts and how they can be used in our model.
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Building A Candlestick Trend Constraint Model (Part 6): All in one integration

Building A Candlestick Trend Constraint Model (Part 6): All in one integration

One major challenge is managing multiple chart windows of the same pair running the same program with different features. Let's discuss how to consolidate several integrations into one main program. Additionally, we will share insights on configuring the program to print to a journal and commenting on the successful signal broadcast on the chart interface. Find more information in this article as we progress the article series.
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Eigenvectors and eigenvalues: Exploratory data analysis in MetaTrader 5

Eigenvectors and eigenvalues: Exploratory data analysis in MetaTrader 5

In this article we explore different ways in which the eigenvectors and eigenvalues can be applied in exploratory data analysis to reveal unique relationships in data.