![Build Self Optimizing Expert Advisors With MQL5 And Python](https://c.mql5.com/2/85/Build_Self_Optimizing_Expert_Advisors_With_MQL5_And_Python_600x314.jpg)
Build Self Optimizing Expert Advisors With MQL5 And Python
In this article, we will discuss how we can build Expert Advisors capable of autonomously selecting and changing trading strategies based on prevailing market conditions. We will learn about Markov Chains and how they can be helpful to us as algorithmic traders.
![MQL5 Trading Toolkit (Part 2): Expanding and Implementing the Positions Management EX5 Library](https://c.mql5.com/2/85/MQL5_Trading_Toolkit_Part_2_600x314.jpg)
MQL5 Trading Toolkit (Part 2): Expanding and Implementing the Positions Management EX5 Library
Learn how to import and use EX5 libraries in your MQL5 code or projects. In this continuation article, we will expand the EX5 library by adding more position management functions to the existing library and creating two Expert Advisors. The first example will use the Variable Index Dynamic Average Technical Indicator to develop a trailing stop trading strategy expert advisor, while the second example will utilize a trade panel to monitor, open, close, and modify positions. These two examples will demonstrate how to use and implement the upgraded EX5 position management library.
![Neural networks made easy (Part 80): Graph Transformer Generative Adversarial Model (GTGAN)](https://c.mql5.com/2/72/Neural_networks_are_easy_Part_80_600x314.jpg)
Neural networks made easy (Part 80): Graph Transformer Generative Adversarial Model (GTGAN)
In this article, I will get acquainted with the GTGAN algorithm, which was introduced in January 2024 to solve complex problems of generation architectural layouts with graph constraints.
![Reimagining Classic Strategies (Part II): Bollinger Bands Breakouts](https://c.mql5.com/2/85/Reimagining_Classic_Strategies_Part_II_600x314.jpg)
Reimagining Classic Strategies (Part II): Bollinger Bands Breakouts
This article explores a trading strategy that integrates Linear Discriminant Analysis (LDA) with Bollinger Bands, leveraging categorical zone predictions for strategic market entry signals.
![Hybridization of population algorithms. Sequential and parallel structures](https://c.mql5.com/2/73/Hybridization_of_population_algorithms_Series_and_parallel_circuit_600x314.jpg)
Hybridization of population algorithms. Sequential and parallel structures
Here we will dive into the world of hybridization of optimization algorithms by looking at three key types: strategy mixing, sequential and parallel hybridization. We will conduct a series of experiments combining and testing relevant optimization algorithms.
![Combine Fundamental And Technical Analysis Strategies in MQL5 For Beginners](https://c.mql5.com/2/85/Combine_Fundamental_And_Technical_Analysis_Strategies_in_MQL5_For_Beginners_600x314.jpg)
Combine Fundamental And Technical Analysis Strategies in MQL5 For Beginners
In this article, we will discuss how to integrate trend following and fundamental principles seamlessly into one Expert Advisors to build a strategy that is more robust. This article will demonstrate how easy it is for anyone to get up and running building customized trading algorithms using MQL5.
![Data Science and ML (Part 27): Convolutional Neural Networks (CNNs) in MetaTrader 5 Trading Bots — Are They Worth It?](https://c.mql5.com/2/84/Data_Science_and_ML_Part_27_600x314.jpg)
Data Science and ML (Part 27): Convolutional Neural Networks (CNNs) in MetaTrader 5 Trading Bots — Are They Worth It?
Convolutional Neural Networks (CNNs) are renowned for their prowess in detecting patterns in images and videos, with applications spanning diverse fields. In this article, we explore the potential of CNNs to identify valuable patterns in financial markets and generate effective trading signals for MetaTrader 5 trading bots. Let us discover how this deep machine learning technique can be leveraged for smarter trading decisions.
![MQL5 Wizard Techniques you should know (Part 28): GANs Revisited with a Primer on Learning Rates](https://c.mql5.com/2/85/MQL5_Wizard_Techniques_you_should_know_Part_28_600x314.jpg)
MQL5 Wizard Techniques you should know (Part 28): GANs Revisited with a Primer on Learning Rates
The Learning Rate, is a step size towards a training target in many machine learning algorithms’ training processes. We examine the impact its many schedules and formats can have on the performance of a Generative Adversarial Network, a type of neural network that we had examined in an earlier article.
![Building A Candlestick Trend Constraint Model(Part 6): All in one integration](https://c.mql5.com/2/85/Building_A_Candlestick_Trend_Constraint_Model_Part_6__600x314.jpg)
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.
![Population optimization algorithms: Resistance to getting stuck in local extrema (Part II)](https://c.mql5.com/2/72/Population_optimization_algorithms__Resistance___PART_II__600x314.jpg)
Population optimization algorithms: Resistance to getting stuck in local extrema (Part II)
We continue our experiment that aims to examine the behavior of population optimization algorithms in the context of their ability to efficiently escape local minima when population diversity is low and reach global maxima. Research results are provided.
![GIT: What is it?](https://c.mql5.com/2/69/GIT__Mas_que_coisa_x_esta_600x314.jpg)
GIT: What is it?
In this article, I will introduce a very important tool for developers. If you are not familiar with GIT, read this article to get an idea of what it is and how to use it with MQL5.
![Data Science and ML (Part 26): The Ultimate Battle in Time Series Forecasting — LSTM vs GRU Neural Networks](https://c.mql5.com/2/84/Data_Science_and_ML_Part_26_600x314.jpg)
Data Science and ML (Part 26): The Ultimate Battle in Time Series Forecasting — LSTM vs GRU Neural Networks
In the previous article, we discussed a simple RNN which despite its inability to understand long-term dependencies in the data, was able to make a profitable strategy. In this article, we are discussing both the Long-Short Term Memory(LSTM) and the Gated Recurrent Unit(GRU). These two were introduced to overcome the shortcomings of a simple RNN and to outsmart it.
![DoEasy. Service functions (Part 1): Price patterns](https://c.mql5.com/2/71/DoEasy._Service_functions_Part_1_600x314.jpg)
DoEasy. Service functions (Part 1): Price patterns
In this article, we will start developing methods for searching for price patterns using timeseries data. A pattern has a certain set of parameters, common to any type of patterns. All data of this kind will be concentrated in the object class of the base abstract pattern. In the current article, we will create an abstract pattern class and a Pin Bar pattern class.
![Introduction to MQL5 (Part 8): Beginner's Guide to Building Expert Advisors (II)](https://c.mql5.com/2/84/Introduction_to_MQL5_Part_8_Beginners_Guide_to_Building_Expert_Advisors_600x314.jpg)
Introduction to MQL5 (Part 8): Beginner's Guide to Building Expert Advisors (II)
This article addresses common beginner questions from MQL5 forums and demonstrates practical solutions. Learn to perform essential tasks like buying and selling, obtaining candlestick prices, and managing automated trading aspects such as trade limits, trading periods, and profit/loss thresholds. Get step-by-step guidance to enhance your understanding and implementation of these concepts in MQL5.
![SP500 Trading Strategy in MQL5 For Beginners](https://c.mql5.com/2/84/SP500_Trading_Strategy_in_MQL5_600x314.jpg)
SP500 Trading Strategy in MQL5 For Beginners
Discover how to leverage MQL5 to forecast the S&P 500 with precision, blending in classical technical analysis for added stability and combining algorithms with time-tested principles for robust market insights.
![Developing an Expert Advisor (EA) based on the Consolidation Range Breakout strategy in MQL5](https://c.mql5.com/2/84/Developing_an_Expert_Advisor_based_on_the_Consolidation_Range_Breakout_strategy_in_MQL5_600x314.jpg)
Developing an Expert Advisor (EA) based on the Consolidation Range Breakout strategy in MQL5
This article outlines the steps to create an Expert Advisor (EA) that capitalizes on price breakouts after consolidation periods. By identifying consolidation ranges and setting breakout levels, traders can automate their trading decisions based on this strategy. The Expert Advisor aims to provide clear entry and exit points while avoiding false breakouts
![Portfolio Optimization in Python and MQL5](https://c.mql5.com/2/84/Portfolio_Optimization_in_Python_and_MQL5_600x314.jpg)
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.
![Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5](https://c.mql5.com/2/84/Cascade_Order_Trading_Strategy_Based_on_EMA_Crossovers_600x314.jpg)
Cascade Order Trading Strategy Based on EMA Crossovers for MetaTrader 5
The article guides in demonstrating an automated algorithm based on EMA Crossovers for MetaTrader 5. Detailed information on all aspects of demonstrating an Expert Advisor in MQL5 and testing it in MetaTrader 5 - from analyzing price range behaviors to risk management.
![Price Driven CGI Model: Theoretical Foundation](https://c.mql5.com/2/84/Price_Driven_CGI_Model___Theoretical_Foundation_600x314.jpg)
Price Driven CGI Model: Theoretical Foundation
Let's discuss the data manipulation algorithm, as we dive deeper into conceptualizing the idea of using price data to drive CGI objects. Think about transferring the effects of events, human emotions and actions on financial asset prices to a real-life model. This study delves into leveraging price data to influence the scale of a CGI object, controlling growth and emotions. These visible effects can establish a fresh analytical foundation for traders. Further insights are shared in the article.
![Creating an Interactive Graphical User Interface in MQL5 (Part 2): Adding Controls and Responsiveness](https://c.mql5.com/2/84/Creating_an_Interactive_Graphical_User_Interface_in_MQL5_Part_2_600x314.jpg)
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.
![Using JSON Data API in your MQL projects](https://c.mql5.com/2/83/Using_Json_Data_API_in_your_MQL_projects_600x314.jpg)
Using JSON Data API in your MQL projects
Imagine that you can use data that is not found in MetaTrader, you only get data from indicators by price analysis and technical analysis. Now imagine that you can access data that will take your trading power steps higher. You can multiply the power of the MetaTrader software if you mix the output of other software, macro analysis methods, and ultra-advanced tools through the API data. In this article, we will teach you how to use APIs and introduce useful and valuable API data services.
![MQL5 Wizard Techniques you should know (Part 27): Moving Averages and the Angle of Attack](https://c.mql5.com/2/83/MQL5_Wizard_Techniques_you_should_know_Part_27__V2_600x314.jpg)
MQL5 Wizard Techniques you should know (Part 27): Moving Averages and the Angle of Attack
The Angle of Attack is an often-quoted metric whose steepness is understood to strongly correlate with the strength of a prevailing trend. We look at how it is commonly used and understood and examine if there are changes that could be introduced in how it's measured for the benefit of a trade system that puts it in use.
![Using PatchTST Machine Learning Algorithm for Predicting Next 24 Hours of Price Action](https://c.mql5.com/2/83/Using_PatchTST_Machine_Learning_Algorithm_for_Predicting_Next_24_Hours_of_Price_Action_600x314.jpg)
Using PatchTST Machine Learning Algorithm for Predicting Next 24 Hours of Price Action
In this article, we apply a relatively complex neural network algorithm released in 2023 called PatchTST for predicting the price action for the next 24 hours. We will use the official repository, make slight modifications, train a model for EURUSD, and apply it to making future predictions both in Python and MQL5.
![Eigenvectors and eigenvalues: Exploratory data analysis in MetaTrader 5](https://c.mql5.com/2/83/Eigenvectors_and_eigenvalues__Exploratory_data_analysis_in_MetaTrader_600x314.jpg)
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.
![How to Integrate Smart Money Concepts (BOS) Coupled with the RSI Indicator into an EA](https://c.mql5.com/2/83/Integrate_Smart_Money_Concepts_coupled_with_the_RSI_Indicator_into_an_EA_600x314.jpg)
How to Integrate Smart Money Concepts (BOS) Coupled with the RSI Indicator into an EA
Smart Money Concept (Break Of Structure) coupled with the RSI Indicator to make in informed automated trading decisions based on the market structure.
![Creating a Daily Drawdown Limiter EA in MQL5](https://c.mql5.com/2/83/Creating_a_Daily_Drawdown_Limiter_EA_in_MQL5_600x314.jpg)
Creating a Daily Drawdown Limiter EA in MQL5
The article discusses, from a detailed perspective, how to implement the creation of an Expert Advisor (EA) based on the trading algorithm. This helps to automate the system in the MQL5 and take control of the Daily Drawdown.
![Neural networks made easy (Part 79): Feature Aggregated Queries (FAQ) in the context of state](https://c.mql5.com/2/71/Neural_networks_are_easy_Part_79_600x314.jpg)
Neural networks made easy (Part 79): Feature Aggregated Queries (FAQ) in the context of state
In the previous article, we got acquainted with one of the methods for detecting objects in an image. However, processing a static image is somewhat different from working with dynamic time series, such as the dynamics of the prices we analyze. In this article, we will consider the method of detecting objects in video, which is somewhat closer to the problem we are solving.
![Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)](https://c.mql5.com/2/70/Neural_networks_made_easy_Part_78_600x314.jpg)
Neural networks made easy (Part 78): Decoder-free Object Detector with Transformer (DFFT)
In this article, I propose to look at the issue of building a trading strategy from a different angle. We will not predict future price movements, but will try to build a trading system based on the analysis of historical data.
![Creating an Interactive Graphical User Interface in MQL5 (Part 1): Making the Panel](https://c.mql5.com/2/83/Creating_an_Interactive_Graphical_User_Interface_in_MQL5_Part_1_600x314.jpg)
Creating an Interactive Graphical User Interface in MQL5 (Part 1): Making the Panel
This article explores the fundamental steps in crafting and implementing a Graphical User Interface (GUI) panel using MetaQuotes Language 5 (MQL5). Custom utility panels enhance user interaction in trading by simplifying common tasks and visualizing essential trading information. By creating custom panels, traders can streamline their workflow and save time during trading operations.
![MQL5 Wizard Techniques you should know (Part 26): Moving Averages and the Hurst Exponent](https://c.mql5.com/2/83/MQL5_Wizard_Techniques_you_should_know_Part_26_600x314.jpg)
MQL5 Wizard Techniques you should know (Part 26): Moving Averages and the Hurst Exponent
The Hurst Exponent is a measure of how much a time series auto-correlates over the long term. It is understood to be capturing the long-term properties of a time series and therefore carries some weight in time series analysis even outside of economic/ financial time series. We however, focus on its potential benefit to traders by examining how this metric could be paired with moving averages to build a potentially robust signal.
![Sentiment Analysis and Deep Learning for Trading with EA and Backtesting with Python](https://c.mql5.com/2/83/Sentiment_Analysis_and_Deep_Learning_for_Trading_with_EA_and_Back-testing_with_Python_600x314__1.jpg)
Sentiment Analysis and Deep Learning for Trading with EA and Backtesting with Python
In this article, we will introduce Sentiment Analysis and ONNX Models with Python to be used in an EA. One script runs a trained ONNX model from TensorFlow for deep learning predictions, while another fetches news headlines and quantifies sentiment using AI.
![Reimagining Classic Strategies in Python: MA Crossovers](https://c.mql5.com/2/82/Reimagining_Classic_Strategies_in_Python_600x314.jpg)
Reimagining Classic Strategies in Python: MA Crossovers
In this article, we revisit the classic moving average crossover strategy to assess its current effectiveness. Given the amount of time time since its inception, we explore the potential enhancements that AI can bring to this traditional trading strategy. By incorporating AI techniques, we aim to leverage advanced predictive capabilities to potentially optimize trade entry and exit points, adapt to varying market conditions, and enhance overall performance compared to conventional approaches.
![Neural networks made easy (Part 77): Cross-Covariance Transformer (XCiT)](https://c.mql5.com/2/70/Neural_networks_made_easy_2Part_77g__Cross-Covariance_Transformer_iXCiTe_600x314.jpg)
Neural networks made easy (Part 77): Cross-Covariance Transformer (XCiT)
In our models, we often use various attention algorithms. And, probably, most often we use Transformers. Their main disadvantage is the resource requirement. In this article, we will consider a new algorithm that can help reduce computing costs without losing quality.
![Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part III)](https://c.mql5.com/2/83/Building_A_Candlestick_Trend_Constraint_Model__Part_5___CONT_600x314.jpg)
Building A Candlestick Trend Constraint Model (Part 5): Notification System (Part III)
This part of the article series is dedicated to integrating WhatsApp with MetaTrader 5 for notifications. We have included a flow chart to simplify understanding and will discuss the importance of security measures in integration. The primary purpose of indicators is to simplify analysis through automation, and they should include notification methods for alerting users when specific conditions are met. Discover more in this article.
![Developing a Replay System (Part 41): Starting the second phase (II)](https://c.mql5.com/2/65/Desenvolvendo_um_sistema_de_Replay_pParte_417_600x314.jpg)
Developing a Replay System (Part 41): Starting the second phase (II)
If everything seemed right to you up to this point, it means you're not really thinking about the long term, when you start developing applications. Over time you will no longer need to program new applications, you will just have to make them work together. So let's see how to finish assembling the mouse indicator.
![MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading](https://c.mql5.com/2/82/MQL5_Wizard_Techniques_you_should_know_Part_25_600x314.jpg)
MQL5 Wizard Techniques you should know (Part 25): Multi-Timeframe Testing and Trading
Strategies that are based on multiple time frames cannot be tested in wizard assembled Expert Advisors by default because of the MQL5 code architecture used in the assembly classes. We explore a possible work around this limitation for strategies that look to use multiple time frames in a case study with the quadratic moving average.
![Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)](https://c.mql5.com/2/82/Data_Science_and_ML_Part_25_600x314.jpg)
Data Science and Machine Learning (Part 25): Forex Timeseries Forecasting Using a Recurrent Neural Network (RNN)
Recurrent neural networks (RNNs) excel at leveraging past information to predict future events. Their remarkable predictive capabilities have been applied across various domains with great success. In this article, we will deploy RNN models to predict trends in the forex market, demonstrating their potential to enhance forecasting accuracy in forex trading.
![Developing an MQL5 RL agent with RestAPI integration (Part 4): Organizing functions in classes in MQL5](https://c.mql5.com/2/64/Desenvolvendo_um_agente_de_Aprendizado_por_Reforso_em_MQL5_com_Integraddo_RestAPI_gParte_4e_Organiza.jpg)
Developing an MQL5 RL agent with RestAPI integration (Part 4): Organizing functions in classes in MQL5
This article discusses the transition from procedural coding to object-oriented programming (OOP) in MQL5 with an emphasis on integration with the REST API. Today we will discuss how to organize HTTP request functions (GET and POST) into classes. We will take a closer look at code refactoring and show how to replace isolated functions with class methods. The article contains practical examples and tests.
![Developing a Replay System (Part 40): Starting the second phase (I)](https://c.mql5.com/2/64/Desenvolvendo_um_sistema_de_Replay_oParte_40r_Iniciando_a_segunda_fase__600x314.jpg)
Developing a Replay System (Part 40): Starting the second phase (I)
Today we'll talk about the new phase of the replay/simulator system. At this stage, the conversation will become truly interesting and quite rich in content. I strongly recommend that you read the article carefully and use the links provided in it. This will help you understand the content better.
![Propensity score in causal inference](https://c.mql5.com/2/72/Propensity_score_in_causal_inference___600x314.jpg)
Propensity score in causal inference
The article examines the topic of matching in causal inference. Matching is used to compare similar observations in a data set. This is necessary to correctly determine causal effects and get rid of bias. The author explains how this helps in building trading systems based on machine learning, which become more stable on new data they were not trained on. The propensity score plays a central role and is widely used in causal inference.