Javier Santiago Gaston De Iriarte Cabrera / Publications
Articles
Example of new Indicator and Conditional LSTM for MetaTrader 5
This article explores the development of an Expert Advisor (EA) for automated trading that combines technical analysis with deep learning predictions
Scalping Orderflow for MQL5 for MetaTrader 5
This MetaTrader 5 Expert Advisor implements a Scalping OrderFlow strategy with advanced risk management. It uses multiple technical indicators to identify trading opportunities based on order flow imbalances. Backtesting shows potential profitability but highlights the need for further optimization
Using PSAR, Heiken Ashi, and Deep Learning Together for Trading for MetaTrader 5
This project explores the fusion of deep learning and technical analysis to test trading strategies in forex. A Python script is used for rapid experimentation, employing an ONNX model alongside traditional indicators like PSAR, SMA, and RSI to predict EUR/USD movements. A MetaTrader 5 script then
Example of CNA (Causality Network Analysis), SMOC (Stochastic Model Optimal Control) and Nash Game Theory with Deep Learning for MetaTrader 5
We will add Deep Learning to those three examples that were published in previous articles and compare results with previous. The aim is to learn how to add DL to other EA
How to Implement Auto Optimization in MQL5 Expert Advisors for MetaTrader 5
Step by step guide for auto optimization in MQL5 for Expert Advisors. We will cover robust optimization logic, best practices for parameter selection, and how to reconstruct strategies with back-testing. Additionally, higher-level methods like walk-forward optimization will be discussed to enhance
Example of Stochastic Optimization and Optimal Control for MetaTrader 5
This Expert Advisor, named SMOC (likely standing for Stochastic Model Optimal Control), is a simple example of an advanced algorithmic trading system for MetaTrader 5. It uses a combination of technical indicators, model predictive control, and dynamic risk management to make trading decisions. The
Example of Causality Network Analysis (CNA) and Vector Auto-Regression Model for Market Event Prediction for MetaTrader 5
This article presents a comprehensive guide to implementing a sophisticated trading system using Causality Network Analysis (CNA) and Vector Autoregression (VAR) in MQL5. It covers the theoretical background of these methods, provides detailed explanations of key functions in the trading algorithm
Application of Nash's Game Theory with HMM Filtering in Trading for MetaTrader 5
This article delves into the application of John Nash's game theory, specifically the Nash Equilibrium, in trading. It discusses how traders can utilize Python scripts and MetaTrader 5 to identify and exploit market inefficiencies using Nash's principles. The article provides a step-by-step guide on
Example of Auto Optimized Take Profits and Indicator Parameters with SMA and EMA for MetaTrader 5
This article presents a sophisticated Expert Advisor for forex trading, combining machine learning with technical analysis. It focuses on trading Apple stock, featuring adaptive optimization, risk management, and multiple strategies. Backtesting shows promising results with high profitability but
Twitter Sentiment Analysis with Sockets for MetaTrader 5
This innovative trading bot integrates MetaTrader 5 with Python to leverage real-time social media sentiment analysis for automated trading decisions. By analyzing Twitter sentiment related to specific financial instruments, the bot translates social media trends into actionable trading signals. It
Forum
How can I make my EA trade or backtest with modeling based on every real tick as if they where 1 minute ohlc?
Have I made my point? how can I do this and how does the 1 minute ohlc work? should I make it wait till second 59 or something like that? has any one have this solution? Thanks
why do I have this Invalid Stops?
2024.08 . 16 04 : 07 : 13.842 Core 01 2024.03 . 14 23 : 47 : 38 failed instant sell 0.02 EURTRY at 34.89920 sl: 35.89920 tp: 33.89920 [Invalid stops]
How can I load custom indicators for Market (in a EA)
hi, I get this error: How can I solve this
how do I get a single value from a 3d matrix?
Hi, I don't find examples in the Documentation (probably looking wrongly), how do I extract I single value from a matrix? this doesn't seem to work static vector x_norm(SAMPLE_SIZE); static matrix input_data[ 1 ][SAMPLE_SIZE][ 1 ]; for ( int i = 0 ; i < SAMPLE_SIZE; i++) { x_norm[i] =
Search backwards
Hi I use a lot the searcher in the MetaEditor, and would like to have a search back
Adding ONNX models with input from parameters. How?
Hi, I'm traying to add ONNX models without using resource (because I want to add them to the parameters input). Is there any way around to make this possible
Sockets, new to this, can't make it recieve data. whats wrong?
this is the MQL5 code I use: //+------------------------------------------------------------------+ //| Socket.mq5 | //| Copyright 2024, Javier Santiago Gaston de Iriarte Cabrera. | //|
MT5 VPS and ONNX models.
Hi Does the MT5 VPS load the ONNX models
Wouldn't it be cool to have exponential steps in the strategy tester?
for example I need steps going from 50 de 1000, but need more steps between 50 and 200 ... Am I clear? please add this (if it's possible)