History of MQL5.community development

We continue to explore reinforcement learning methods. In this article, I will focus on a slightly different algorithm that considers the Agent’s policy in the paradigm of constructing a sequence of actions.

In this article, we will try to provide trading systems using a very important concept in the financial market which is volatility. We will provide a trading system based on the Keltner Channel indicator after understanding it and how we can code it and how we can create a trading system based on a simple trading strategy and then test it on different assets.

In this article, we investigate how the Generalized Hurst Exponent and the Variance Ratio test can be utilized to analyze the behaviour of price series in MQL5.

The article considers the algorithm of the MEC family called the simple mind evolutionary computation algorithm (Simple MEC, SMEC). The algorithm is distinguished by the beauty of its idea and ease of implementation.

In this reference article, we will look at standard indicators from the Trend Indicators category. We will create ready-to-use templates for indicator use in EAs - declaring and setting parameters, indicator initialization and deinitialization, as well as receiving data and signals from indicator buffers in EAs.