In this article, I introduce an innovative trading algorithm that combines evolutionary algorithms with deep reinforcement learning for Forex trading. The algorithm uses the mechanism of extinction of inefficient individuals to optimize the trading strategy.
We invite you to explore a framework that combines wavelet transforms and a multi-task self-attention model, aimed at improving the responsiveness and accuracy of forecasting in volatile market conditions. The wavelet transform allows asset returns to be decomposed into high and low frequencies, carefully capturing long-term market trends and short-term fluctuations.
In this article, we explore a data-driven approach to discovering and validating non-standard Fibonacci retracement levels that markets may respect. We present a complete workflow tailored for implementation in MQL5, beginning with data collection and bar or swing detection, and extending through clustering, statistical hypothesis testing, backtesting, and integration into an MetaTrader 5 Fibonacci tool. The goal is to create a reproducible pipeline that transforms anecdotal observations into statistically defensible trading signals.
We continue the topic of analyzing completed deals in the strategy tester to improve the quality of trading. Let's see how using different trailing stops can change our existing trading results.
Unlike what was done in the previous article, here we will test the selection option using an Expert Advisor. Although this is not a final solution yet, it will be enough for now. With the help of this article, you will be able to understand how to implement one of the possible solutions.
We have built a robust feature engineering pipeline using proper tick-based bars to eliminate data leakage and solved the critical problem of labeling with meta-labeled triple-barrier signals. This installment covers the advanced labeling technique, trend-scanning, for adaptive horizons. After covering the theory, an example shows how trend-scanning labels can be used with meta-labeling to improve on the classic moving average crossover strategy.
This piece follows up ‘Part-80’, where we examined the pairing of Ichimoku and the ADX under a Reinforcement Learning framework. We now shift focus to Inference Learning. Ichimoku and ADX are complimentary as already covered, however we are going to revisit the conclusions of the last article related to pipeline use. For our inference learning, we are using the Beta algorithm of a Variational Auto Encoder. We also stick with the implementation of a custom signal class designed for integration with the MQL5 Wizard.
We continue our examination of the StockFormer hybrid trading system, which combines predictive coding and reinforcement learning algorithms for financial time series analysis. The system is based on three Transformer branches with a Diversified Multi-Head Attention (DMH-Attn) mechanism that enables the capturing of complex patterns and interdependencies between assets. Previously, we got acquainted with the theoretical aspects of the framework and implemented the DMH-Attn mechanisms. Today, we will talk about the model architecture and training.
How to build and optimize a cycle-based trading system (Detrended Price Oscillator - DPO)
This article explains how to design and optimise a trading system using the Detrended Price Oscillator (DPO) in MQL5. It outlines the indicator's core logic, demonstrating how it identifies short-term cycles by filtering out long-term trends. Through a series of step-by-step examples and simple strategies, readers will learn how to code it, define entry and exit signals, and conduct backtesting. Finally, the article presents practical optimization methods to enhance performance and adapt the system to changing market conditions.
Automating Trading Strategies in MQL5 (Part 35): Creating a Breaker Block Trading System
In this article, we create a Breaker Block Trading System in MQL5 that identifies consolidation ranges, detects breakouts, and validates breaker blocks with swing points to trade retests with defined risk parameters. The system visualizes order and breaker blocks with dynamic labels and arrows, supporting automated trading and trailing stops.
In this article, we create a supply and demand trading system in MQL5 that identifies supply and demand zones through consolidation ranges, validates them with impulsive moves, and trades retests with trend confirmation and customizable risk parameters. The system visualizes zones with dynamic labels and colors, supporting trailing stops for risk management.
In this article, you will learn how to develop an Order Blocks indicator based on order book volume (market depth) and optimize it using buffers to improve accuracy. This concludes the current stage of the project and prepares for the next phase, which will include the implementation of a risk management class and a trading bot that uses signals generated by the indicator.
Enhance your market analysis with the MQL5-native Candlestick Probability EA, a lightweight tool that transforms raw price bars into real-time, instrument-specific probability insights. It classifies Pinbars, Engulfing, and Doji patterns at bar close, uses ATR-aware filtering, and optional breakout confirmation. The EA calculates raw and volume-weighted follow-through percentages, helping you understand each pattern's typical outcome on specific symbols and timeframes. On-chart markers, a compact dashboard, and interactive toggles allow easy validation and focus. Export detailed CSV logs for offline testing. Use it to develop probability profiles, optimize strategies, and turn pattern recognition into a measurable edge.
In this article, we upgrade the ChatGPT-integrated program in MQL5 to a scrollable single chat-oriented UI, enhancing conversation history display with timestamps and dynamic scrolling. The system builds on JSON parsing to manage multi-turn messages, supporting customizable scrollbar modes and hover effects for improved user interaction.
We will look at price discretization methods using Python + MQL5. In this article, I will share my practical experience developing a Python library that implements a wide range of approaches to bar formation — from classic Volume and Range bars to more exotic methods like Renko and Kagi. We will consider three-line breakout candles and range bars analyzing their statistics and trying to define how else the prices can be represented discretely.
This article explains how to develop a professional Heikin Ashi-based Expert Advisor (EA) in MQL5. You will learn how to set up input parameters, enumerations, indicators, global variables, and implement the core trading logic. You will also be able to run a backtest on gold to validate your work.
This article walks the reader through a reimagined version of the classical Bollinger Band breakout strategy. It identifies key weaknesses in the original approach, such as its well-known susceptibility to false breakouts. The article aims to introduce a possible solution: the Double Bollinger Band trading strategy. This relatively lesser known approach supplements the weaknesses of the classical version and offers a more dynamic perspective on financial markets. It helps us overcome the old limitations defined by the original rules, providing traders with a stronger and more adaptive framework.
The strategy tester allows you to do more than just optimize your trading robot's parameters. I will show how to evaluate your account's trading history post-factum and make adjustments to your trading in the tester by changing the stop-losses of your open positions.
