Articles
MQL5 Wizard Techniques you should know (Part 40): Parabolic SAR for MetaTrader 5
The Parabolic Stop-and-Reversal (SAR) is an indicator for trend confirmation and trend termination points. Because it is a laggard in identifying trends its primary purpose has been in positioning trailing stop losses on open positions. We, however, explore if indeed it could be used as an Expert
MQL5 Wizard Techniques you should know (Part 39): Relative Strength Index for MetaTrader 5
The RSI is a popular momentum oscillator that measures pace and size of a security’s recent price change to evaluate over-and-under valued situations in the security’s price. These insights in speed and magnitude are key in defining reversal points. We put this oscillator to work in another custom
MQL5 Wizard Techniques you should know (Part 38): Bollinger Bands for MetaTrader 5
Bollinger Bands are a very common Envelope Indicator used by a lot of traders to manually place and close trades. We examine this indicator by considering as many of the different possible signals it does generate, and see how they could be put to use in a wizard assembled Expert Advisor
MQL5 Wizard Techniques you should know (Part 37): Gaussian Process Regression with Linear and Matern Kernels for MetaTrader 5
Linear Kernels are the simplest matrix of its kind used in machine learning for linear regression and support vector machines. The Matérn kernel on the other hand is a more versatile version of the Radial Basis Function we looked at in an earlier article, and it is adept at mapping functions that
MQL5 Wizard Techniques you should know (Part 36): Q-Learning with Markov Chains for MetaTrader 5
Reinforcement Learning is one of the three main tenets in machine learning, alongside supervised learning and unsupervised learning. It is therefore concerned with optimal control, or learning the best long-term policy that will best suit the objective function. It is with this back-drop, that we
MQL5 Wizard Techniques you should know (Part 35): Support Vector Regression for MetaTrader 5
Support Vector Regression is an idealistic way of finding a function or ‘hyper-plane’ that best describes the relationship between two sets of data. We attempt to exploit this in time series forecasting within custom classes of the MQL5 wizard
MQL5 Wizard Techniques you should know (Part 34): Price-Embedding with an Unconventional RBM for MetaTrader 5
Restricted Boltzmann Machines are a form of neural network that was developed in the mid 1980s at a time when compute resources were prohibitively expensive. At its onset, it relied on Gibbs Sampling and Contrastive Divergence in order to reduce dimensionality or capture the hidden
MQL5 Wizard Techniques you should know (Part 33): Gaussian Process Kernels for MetaTrader 5
Gaussian Process Kernels are the covariance function of the Normal Distribution that could play a role in forecasting. We explore this unique algorithm in a custom signal class of MQL5 to see if it could be put to use as a prime entry and exit signal
MQL5 Wizard Techniques you should know (Part 32): Regularization for MetaTrader 5
Regularization is a form of penalizing the loss function in proportion to the discrete weighting applied throughout the various layers of a neural network. We look at the significance, for some of the various regularization forms, this can have in test runs with a wizard assembled Expert Advisor
MQL5 Wizard Techniques you should know (Part 31): Selecting the Loss Function for MetaTrader 5
Loss Function is the key metric of machine learning algorithms that provides feedback to the training process by quantifying how well a given set of parameters are performing when compared to their intended target. We explore the various formats of this function in an MQL5 custom wizard class
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Suggestion
We need an app like this for mql5 on iOS Continuous .NET C# and F# IDE by Krueger Systems, Inc. https://itunes.apple.com/us/app/continuous-net-c-and-f-ide/id1095213378?mt=8 The link above is to an app that allows programming c# and f# on iOS. We need something similar for mql
ini script
Hello, I need help with a sample ini script that makes MetaTrader 5 optimize an EA and save the best results in a *.*set file to a location of my choosing. This optimization is to be done for multiple symbols. Are samples of this available online
Ransomware Protection
The developers of this virus that almost shut down UK's NHS are allegedly redeveloping and improving it to wreck more havoc! My question is what assurance do we have that virtual servers (esp. those offered by metaquotes in lieu of VPS) will be secure going forward
Order filling (Persistent Problem)
I keep getting order filling error 10030 with FxPro. Here is my code. bool IsFillingTypeAllowed( string symbol, int fill_type) { int filling = ( int ) SymbolInfoInteger (symbol, SYMBOL_FILLING_MODE );
Broker Order filling
I trade with a certain broker using an EA and I never used to have problems. However recently my orders have been declined because of error 10030. Prior to this I used to input the order filling type as a parameter for the EA and it would work without a problem. But now even when I use
Closing a position
How does one close a position under the new hedging system via an MqlTradeRequest
Local Network farm
Snap shot of my agents
OpenCL Query
How do I implement a for-loop with 'break' and 'continue' in OpenCL. The examples in the articles provided do not show this
PR Calculation for agents!!
The calculation of "Performance Rating" for agents is not transparent enough user accounts are running up all sorts of strange charges! Even when no passes are being made by the agents, one's balance can still be used up. I propose before each optimization Metatrader calculates the cost of a single
Build 1043
ExpertRemove() is not terminating tester as before. Why is this