Suggestions on learning MQL - page 2

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Programming tutorials - the summary thread
Programming tutorials
Programming tutorials
  • 2023.05.17
  • www.mql5.com
In our technologically advanced world, programming and computer science have emerged as transformative disciplines that fuel innovation and shape s...
 

MQL5 - You too can become a master of this language

MQL5 - You too can become a master of this language

Basically, this material is intended for those who have little or no knowledge of MQL5 or programming in general.
Most of these people are enthusiasts looking for a basic guide to take their first steps in programming. So, this article is dedicated to all of you, enthusiasts and novice MQL5 programmers willing to learn MQL5 programming.
MQL5 — You too can become a master of this language
MQL5 — You too can become a master of this language
  • www.mql5.com
This article will be a kind of interview with myself, in which I will tell you how I took my first steps in the MQL5 language. I will show you how you can become a great MQL5 programmer. I will explain the necessary bases for you to achieve this feat. The only prerequisite is a willingness to learn.
 

Structures in MQL5 and methods for printing their data

The structure is a convenient tool for storing, recording and retrieving logically related data belonging to any definition from a single variable.
MQL5 features 12 predefined structures intended for storing and transmitting service information: ...

Structures in MQL5 and methods for printing their data
Structures in MQL5 and methods for printing their data
  • www.mql5.com
In this article we will look at the MqlDateTime, MqlTick, MqlRates and MqlBookInfo strutures, as well as methods for printing data from them. In order to print all the fields of a structure, there is a standard ArrayPrint() function, which displays the data contained in the array with the type of the handled structure in a convenient tabular format.
 

Forum on trading, automated trading systems and testing trading strategies

Presenting the book "MQL5 Programming for Traders"

MetaQuotes, 2023.12.15 16:23

We have released the most comprehensive guide to MQL5 programming, authored by experienced algorithmic trader Stanislav Korotky with MetaQuotes' support.

The book is intended for programmers of all levels. Beginners will learn the fundamentals as the book introduces key development tools and basic programming concepts. With this material, you can create, compile, and run your first application in the MetaTrader 5 trading platform. Users with experience in other programming languages can immediately advance to the applied part related to creating trading robots and analytical applications in MQL5.

Presenting the book

The book is freely available online, under the "Book" section of the MQL5.community website. It consists of seven parts:

  1. Introduction to MQL5 and development environment – an overview of the basic principles of MQL5 programming and the MQL5 development environment, including MetaEditor's editing and compiling features.
  2. Fundamentals of MQL5 programming – the basic concepts, including data types, instructions, operators, expressions, variables, code blocks, and program structures applied for procedural-style MQL5 program development.
  3. Object-oriented programming – distinctive features that set MQL5 apart despite its similarities with other languages supporting the OOP paradigm, especially with C++.
  4. Common functions – frequently used built-in functions that are applicable in any program.
  5. Creating application programs – an in-depth look at the architectural nuances of MQL5 programs and their specialization by types of trading-related tasks, such as technical analysis using indicators, chart management, and use of graphical objects, among others.
  6. Trading automation – how to analyze the trading environment and automate trading using robots.
  7. Advanced language tools – a set of specialized APIs aimed at facilitating MQL5 integration with related technologies, including databases, data exchange, OpenCL, and Python.

The book provides numerous source code examples. Following the explanation, you can implement your own applications in the built-in editor and instantly view program execution results in the platform. The source codes are available in the public project \MQL5\Shared Projects\MQL5Book and in the Code Base.

Start learning MQL5 right now and discover the world of professional algorithmic trading. The knowledge gained will help you bring your ideas to life. You can also apply them in a commercial environment by developing and selling applications through the Market and taking on programming orders in the Freelance.


Read the Book
MQL5 Programming for Traders – Source Codes from the Book. Part 1
MQL5 Programming for Traders – Source Codes from the Book. Part 1
  • www.mql5.com
The first chapter of the book introduces the MQL5 language and development environment. One of the new features introduced in the MQL5 language compared to MQL4 (MetaTrader 4 language) is support for object-oriented programming (OOP), which makes it similar to C++.
 

Forum on trading, automated trading systems and testing trading strategies

Introducing the book "Neural Networks for algorithmic trading in MQL5"

MetaQuotes, 2024.02.29 15:58

We are happy to announce the release of a new book entitled Neural Networks for algorithmic trading in MQL5. From this book, you will learn how to use artificial intelligence in trading robots for the MetaTrader 5 platform. The author, Dmitry Gizlyk, is a hands-on neural network professional; he has written more than a dozen of articles on this topic. Now, with the support of MetaQuotes, all his valuable knowledge is conveniently collected in one book. The book gradually introduces the reader to neural network basics and their application in algorithmic trading. You will learn to create your own AI application, train it and extend its functionality.

Introducing the book "Neural Networks for algorithmic trading in MQL5"


The book is freely available online, under the NeuroBook section of the MQL5 Algo Trading community website. It consists of seven parts:

  • Chapter 1 introduces you to the world of artificial intelligence, laying the foundation with essential neural network building blocks, such as activation functions and weight initialization methods.
  • Chapter 2 explores MetaTrader 5 capabilities in detail, describing how to utilize the platform tools to create powerful algorithmic trading strategies.
  • Chapter 3 guides you through the step-by-step development of your first neural network model in MQL5, covering everything from data preparation to model implementation and testing.
  • Chapter 4 delves deep into understanding fundamental neural layer types, including convolutional and recurrent neural networks, their practical implementation, and comprehensive testing.
  • Chapter 5 introduces attention mechanisms like Self-Attention and Multi-Head Self-Attention, presenting advanced data analysis methodologies.
  • Chapter 6 explains architectural solutions to improve model convergence, such as Batch Normalization and Dropout.
  • Chapter 7 concludes the book and offers methods for testing trading strategies using the developed neural network models under real trading conditions through MetaTrader 5.

The book is intended for advanced users who already know how to write programs in MQL5 and Python. If you are beginning your algorithmic trading journey, we recommend starting with the book "MQL5 programming for traders" and with the language documentation.


 

Forum on trading, automated trading systems and testing trading strategies

How to start with MQL5

Sergey Golubev, 2024.03.23 06:33

Master MQL5 from beginner to pro (Part I): Getting started with programming

Master MQL5 from beginner to pro (Part I): Getting started with programming

I sometimes receive private messages from those who want to learn how to create their own Expert Advisors or indicators. Although there is a lot of material on this site and on the Internet in general, including very good resources with examples, beginners still need help. Some users seek more consistency in presentation, others require clarity or something else. Sometimes users ask: "Add comments to the code of a working Expert Advisor, I will understand everything and make the same one myself!" But, after they see a hundred lines of code, they get scared, confused and give up the idea. Instead, they say: "Better create an Expert Advisor for me."

Anyway, there are people who still want to "understand everything". This is when a step-by-step guide, explaining things from simple to complex, may come in handy. Well, users can't find such a step-by-step guide for the MQL5 language.

Master MQL5 from beginner to pro (Part I): Getting started with programming

I am starting this series of articles specifically for beginners, for those who are encountering programming for the first time and are willing to learn it. These articles are intended for traders who no longer want to depend on programmers and wish to understand how everything works. The articles offer consistent and detailed information, with pictures and examples, guiding readers to the level of "MQL5 language proficiency".


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