Usefull links/threads/tools - page 6

[Sergey Golubev]

Brokers

The forum

• How does a broker work? - the forum thread with videos about how to select the broker and more 
• FX broker And Market Makers? - the other thread which may help to select the broker
• True ECN Broker vs Not True ECN Broker - the forum thread
• What is an ECN broker? - the forum thread
• Meaning: ECN Account  - the forum thread

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Slippage

The forum

1. Slippage in Forex Explained - mini-article on post #6325
2. Slippage during copy trading and this thread
3. Question about slippage affecting TP or SL - the forum thread

CodeBase

1. SlipPage - script for MetaTrader 5 (script for MT5)
2. TradeAlgorithms - library for MetaTrader 5  (library for MT5)
3. Stop Loss and Take Profit Scripts - script for MetaTrader 4  (scripts for MT4)
4. MM % volatility - script for MetaTrader 4  (script for MT4)
5. more here

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[Sergey Golubev]

Arbitrage

• adaptable strategies for all market conditions (choppy and trending market conditions - the key thread
• Statistical Arbitrage - discussion thread
• Low-Risk Hedge (Arbitrage) Trading Methodology - discussion thread
• Triangular Arbitrage- discussion thread
• more info in search here
  

CodeBase

• Trade-Arbitrage - expert for MetaTrader 4
• Arbitrage Synthetic - expert for MetaTrader 5
• Arbitrage - expert for MetaTrader 4 
• Arbitrage - indicator for MetaTrader 4 
• Arbitrage II - indicator for MetaTrader 5
• more in search here

The articles

• Triangular arbitrage
  
• Triangular arbitrage with predictions
  
• Bi-Directional Trading and Hedging of Positions in MetaTrader 5 Using the HedgeTerminal API, Part 2

The blogs

• get posts here
  

The market

• many in search here

[Sergey Golubev]

Custom Symbols

The forum

1. New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols - the thread (announcement)
2. How to create custom symbols and feed it's chart data from a remote server in real time- small thread 
3. Upcoming Article on generating Non-Standard charts (such as Renko), using MT5’s “Custom Symbols” (similar to “Offline Charts” in MT4) - forum thread
4. and more here

The articles

1. MQL5 Cookbook: Trading strategy stress testing using custom symbols - Metatrader 5
   
2. Creating and testing custom symbols in MetaTrader 5 - Metatrader 5
3. How to create and test custom MOEX symbols in MetaTrader 5 - Metatrader 5
4. Modeling time series using custom symbols according to specified distribution laws - Metatrader 5
   
5. more here
   

CodeBase

1. Renko 2.0 Offline - library for MetaTrader 5
2. Renko 2.0 ATR - library for MetaTrader 5
3. ThirdPartyTicks - script for MetaTrader 5 
4. RenkoChart - expert for MetaTrader 5
5. Symbol - library for MetaTrader 5
6. Renko 2.0 - indicator for MetaTrader 5
7. and more here
   

Documentation

1. Custom symbols 
2. List of MQL5 Functions
3. CustomSymbolCreate
4. CustomSymbolSetString
5. more here
   

Metatrader 5 Help

1. MetaTrader 5 Build 1640: creating and testing custom symbols 
2. Custom Financial Instruments - For Advanced Users - Trading Operations
3. MetaTrader 5 Build 1730: projects in MetaEditor and Synthetic financial instruments
4. and more here

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[Sergey Golubev]

Coin Toss Trading

The forum

1. The Coin Toss Method - forum thread with method described
   
2. Forex Casino EA - forum thread with the EAs (please note that Eas should be improved/fixed for new builds of MT4).
   
3. Taking Neural Networks to the next level - discussion thread
   
4. Some new ideas for your next trading system - the thread with ideas
5. more here

The articles

1. Statistical Distributions in MQL5 - taking the best of R and making it faster - Metatrader 5
2. Random Walk and the Trend Indicator- Metatrader 5
3. Random Decision Forest in Reinforcement learning - Metatrader 5
4. The Random Sandbox - Metatrader 5
5. more here

CodeBase

1. Coin Toss Trading - script for MetaTrader 5
2. Random N positions - expert for MetaTrader 5 
   
3. Coin Flip - expert for MetaTrader 5
4. Coin Flipping EA - expert for MetaTrader 4
5. Coin Flip - expert for MetaTrader 4 
6. A Really Random Robot - expert for MetaTrader 5
7. Random - expert for MetaTrader 4
8. more here

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[Sergey Golubev]

ONNX and  MQL5 Copilot

The forum

1. MetaTrader 5 Python User Group - the summary (about ONNX as well)
2. MetaEditor, Open AI and ChatGPT - summary thread (excluding ONNX)
   
3. Learning ONNX for trading - key forum thread about ONNX
   
4. Practical examples: this page
   

The articles

1. How to use ONNX models in MQL5 - Metatrader 5 
   
2. Developing a robot in Python and MQL5 (Part 1): Data preprocessing - Metatrader 5
   
3. Overcoming ONNX Integration Challenges - Metatrader 5
   
4. Python, ONNX and MetaTrader 5: Creating a RandomForest model with RobustScaler and PolynomialFeatures data preprocessing - Metatrader 5
   
5. Seasonality Filtering and time period for Deep Learning ONNX models with python for EA - Metatrader 5
   
6. Cross-validation and basics of causal inference in CatBoost models, export to ONNX format - Metatrader 5
   
7. Working with ONNX models in float16 and float8 formats - Metatrader 5
   
8. Data label for time series mining (Part 6)：Apply and Test in EA Using ONNX - Metatrader 5
   
9. Evaluating ONNX models using regression metrics - MT5
   
10. An example of how to ensemble ONNX models in MQL5 - Metatrader 5
    
11. Wrapping ONNX models in classes - Metatrader 5
    
12. OpenAI's ChatGPT features within the framework of MQL4 and MQL5 development - Metatrader 5
    
13. Classification models in the Scikit-Learn library and their export to ONNX - Metatrader 5 
    
14. Mastering ONNX: The Game-Changer for MQL5 Traders - Metatrader 5
    
15. Causal inference in time series classification problems - Metatrader 5
    
16. Regression models of the Scikit-learn Library and their export to ONNX - Metatrader 5
    
17. Spurious Regressions in Python - Metatrader 5
    

CodeBase

1. Information about the ONNX model's inputs and outputs - script for MetaTrader 5
2. ONNX trader - expert for MetaTrader 5
   
3. Get info about inputs and outputs of onnx-model - script for MetaTrader 5

Documentation

1. ONNX models in machine learning (MT5)
   

Learning ONNX for trading - the video:

1. ONNX Runtime - post  #60
   
2. Converting Models to #ONNX Format - post  #61
   
3. ONNX – open format for machine learning models​ - post #62
   
4. (Deep) Machine Learned Model Deployment with ONNX - post  #63
   
5. Recurrent Neural Networks | LSTM Price Movement Predictions For Trading Algorithms- post  #64
   
6. Artificial Intelligence Full Course | Artificial Intelligence Tutorial for Beginners | Edureka - post  #230
   
7. Open Neural Network Exchange (ONNX):
   7.1. Introduction to ONNX - Tutorial 1 - post #241
   7.2. Challenges in Deep Learning - Tutorial 2 - post #242
   7.3. All about ONNX - Tutorial 3 - post #243
   7.4. Design principles - Tutorial 4 - post #244
   7.5. ONNX file format - Tutorial 5 - post #245
   7.6. ONNX Data Type - Tutorial 6 - post #246
   7.7. Machine Learning Example - Tutorial 7 - post #247
   7.8. ONNX Runtime - Tutorial 8 - post #248
   7.9. ONNX Model Zoo - Tutorial 9 - post #249
   7.10. ONNX Model Zoo Demo - Tutorial 10 - post #250
   7.11. PyTorch to Tensorflow Demo - Tutorial 11 - post #251
   
8. MIT Introduction to Deep Learning:
   8.1. Introduction to Deep Learning - Lecture 1 - post #9
   8.2. Recurrent Neural Networks and Transformers -  Lecture 2 - post #10
   8.3. Convolutional Neural Networks - Lecture 3 - post  #11
   8.4. Deep Generative Modeling -  Lecture 4 - post #12
   8.5. Reinforcement Learning -  Lecture 5 - post #13
   8.6. Deep Learning New Frontiers -  Lecture 6 - post #14
   8.7. LiDAR for Autonomous Driving -  Lecture 7 - post #15
   8.8. Automatic Speech Recognition -  Lecture 8 - post #16
   8.9. AI for Science -  Lecture 9 - post #17
   8.10. Uncertainty in Deep Learning -  Lecture 10 - post #18
   

[Sergey Golubev]

Market Profile

The forum

• Market Statistics (Volume Histogram, VWAP with SD bands) - the thread
• Kevin 'Huddy' Hudson - The Basics of Market Profile - edicational video: post #16
  
• How to use market statistics histogram - the thread
• market_statistics_jurik indicator (for MT4) - post #281 
  
• Forex Market Profile - the thread  
  

The articles

• The Price Histogram (Market Profile) and its implementation in MQL5 - MT5

CodeBase

• MarketProfile - indicator for MetaTrader 5
  
• more here - search results link
  

Blog

• Video Tutorial - Introduction to Market Profile
  
• more here - search results link
  

[Sergey Golubev]

Books

• Something Interesting to Read - forum thread
• Presenting the book "MQL5 Programming for Traders" - forum thread (announcement)
• Suggestions on learning MQL5 - forum thread
• MQL5 Programming for Traders – Source Codes from the Book. Part 1 - expert for MetaTrader 5 
• MQL5 Programming for Traders – Source Codes from the Book. Part 2 - expert for MetaTrader 5
• MQL5 Programming for Traders – Source Codes from the Book. Part 3 - expert for MetaTrader 5
• MQL5 Programming for Traders – Source Codes from the Book. Part 4 - expert for MetaTrader 5
• MQL5 Programming for Traders – Source Codes from the Book. Part 5 - expert for MetaTrader 5
• MQL5 Programming for Traders – Source Codes from the Book. Part 6 - expert for MetaTrader 5
• MQL5 Programming for Traders – Source Codes from the Book. Part 7 - expert for MetaTrader 5