Programming Articles on MQL5.com

In this article we discuss methods related to the analysis of timeseries in the frequency domain. Emphasizing the utility of examining the power spectra of time series when building predictive models. In this article we will discuss some of the useful perspectives to be gained by analyzing time series in the frequency domain using the discrete fourier transform (dft).

This article continues the series on category theory implementation in MQL5. Here we introduce monoids as domain (set) that sets category theory apart from other data classification methods by including rules and an identity element.

Neural networks are an ultimate tool in traders' toolkit. Let's check if this assumption is true. MetaTrader 5 is approached as a self-sufficient medium for using neural networks in trading. A simple explanation is provided.

There is an essential need for MQL5 programmers or developers to master important and valuable tools. One of these tools is the Strategy Tester, this article is a practical guide to understanding and using the strategy tester of MQL5.

In this article, I will consider a simple template for creating a universal MetaTrader robot that can be used on multiple charts while being attached to only one chart, without the need to configure each instance of the robot on each individual chart.

In this article we will implement an algorithm that applies the Box and Jenkins Autoregressive Integrated Moving Average model by using Powells method of function minimization. Box and Jenkins stated that most time series could be modeled by one or both of two frameworks.

The Fourier transform introduced by Joseph Fourier is a means of deconstructing complex data wave points into simple constituent waves. This feature could be resourceful to traders and this article takes a look at that.

The article describes the principles, methods and possibilities of using the Electromagnetic Algorithm in various optimization problems. The EM algorithm is an efficient optimization tool capable of working with large amounts of data and multidimensional functions.

If you think automated systems are simple, then you probably don't fully understand what it takes to create them. In this article, we will talk about the problem that kills a lot of Expert Advisors. The indiscriminate triggering of orders is a possible solution to this problem.

Here is a new article about how to create a custom indicator. This time we will work with the True Strength Index (TSI) and will create an Expert Advisor based on it.

Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.

This article describes four methods for connecting MQL5 code to a Postgres database and provides a step-by-step tutorial for setting up a development environment for one of them, a REST API, using the Windows Subsystem For Linux (WSL). A demo app for the API is provided along with the corresponding MQL5 code to insert data and query the respective tables, as well as a demo Expert Advisor to consume this data.

An automated system will not be successful without proper security. However, security will not be ensured without a good understanding of certain things. In this article, we will explore why achieving maximum security in automated systems is such a challenge.

Saplings Sowing and Growing up (SSG) algorithm is inspired by one of the most resilient organisms on the planet demonstrating outstanding capability for survival in a wide variety of conditions.

Automation means nothing if you cannot control its schedule. No worker can be efficient working 24 hours a day. However, many believe that an automated system should operate 24 hours a day. But it is always good to have means to set a working time range for the EA. In this article, we will consider how to properly set such a time range.

Although the creation of an automated EA is not a very difficult task, however, many mistakes can be made without the necessary knowledge. In this article, we will look at how to build the first level of automation, which consists in creating a trigger to activate breakeven and a trailing stop level.

In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 as a self-sufficient tool for using neural networks in trading. Simple explanation.

In this article, we will learn how to create a custom indicator using MQL5 based on our preferences, to be used in MetaTrader 5 to help us read charts or to be used in automated Expert Advisors.

In the reinforcement learning models we discussed in previous article, we used various variants of convolutional networks that are able to identify various objects in the original data. The main advantage of convolutional networks is the ability to identify objects regardless of their location. At the same time, convolutional networks do not always perform well when there are various deformations of objects and noise. These are the issues which the relational model can solve.

In this article, I will consider the Monkey Algorithm (MA) optimization algorithm. The ability of these animals to overcome difficult obstacles and get to the most inaccessible tree tops formed the basis of the idea of the MA algorithm.

In this introductory article, I address a few of the lessons one can take from the challenge rules that proprietary trading firms implement. This is especially relevant for beginners and those who struggle to find their footing in this world of trading. The subsequent article will address the code implementation.

In the current article, I will study and test the most powerful optimization algorithm - harmonic search (HS) inspired by the process of finding the perfect sound harmony. So what algorithm is now the leader in our rating?

In this article, we will provide a method to detect price actions patterns automatically by MQL5, like trends (Uptrend, Downtrend, Sideways), Chart patterns (Double Tops, Double Bottoms).

ONNX (Open Neural Network eXchange) is an open format built to represent neural networks. In this article, we will show how to use two ONNX models in one Expert Advisor simultaneously.

Category Theory is a diverse and expanding branch of Mathematics which is only recently getting some coverage in the MQL5 community. These series of articles look to explore and examine some of its concepts & axioms with the overall goal of establishing an open library that provides insight while also hopefully furthering the use of this remarkable field in Traders' strategy development.

The article describes the theory and practice of applying the backpropagation algorithm in MQL5 using matrices. It provides ready-made classes along with script, indicator and Expert Advisor examples.

GSA is a population optimization algorithm inspired by inanimate nature. Thanks to Newton's law of gravity implemented in the algorithm, the high reliability of modeling the interaction of physical bodies allows us to observe the enchanting dance of planetary systems and galactic clusters. In this article, I will consider one of the most interesting and original optimization algorithms. The simulator of the space objects movement is provided as well.

Continued from the part 1 in the series, now we proceed to implement as a simple DLL then test with MetaTrader 5. This will prepare us well before developing a full-fledge OpenCL as DLL support in the following part to come.

Alan Andrews is one of the most famous "educators" of the modern world in the field of trading. His "pitchfork" is included in almost all modern quote analysis programs. But most traders do not use even a fraction of the opportunities that this tool provides. Besides, Andrews' original training course includes a description not only of the pitchfork (although it remains the main tool), but also of some other useful constructions. The article provides an insight into the marvelous chart analysis methods that Andrews taught in his original course. Beware, there will be a lot of images.

ONNX (Open Neural Network Exchange) is an open format built to represent machine learning models. In this article, we will consider how to create a CNN-LSTM model to forecast financial timeseries. We will also show how to use the created ONNX model in an MQL5 Expert Advisor.