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The library allows receiving a magic number bound to three elements: symbol name, timeframe and prefix index.
This calculates Optimal f using the Geometric Mean. Per Ralph Vince, "In trading we can count on our wins being for varying amounts and our losses being for varying amounts. Therefore the Kelly formulas could not give us the correct optimal f." So, using his equation(s), I created this library for the Geometric Mean version of Optimal f.
Complete and fast functions similar to Bars and iBarShift from MQL4.
Handy functions for comparison, rounding, formatting and debugging of doubles (prices, lots and money).
A module of trading signals based on the Moving Average indicator signal module.
A module of trading signals based on the Moving Average indicator signal module.
This non-trading utility generates custom symbol information on 1M chart. Configure using Tick Size, Pip Size, Points or R. Now with Asymetric Reversals!
The EasyAndFastGUI library allows creating graphical interfaces for custom MQL programs.
A module of trading signals based on the signal module of the iCCI (Commodity Channel Index, CCI) indicator.
A library for common rounding methods used in MQL development, primitive wrapper class for type (double), and vector for CDouble objects. MQL5 and MQL4 compatible!
An implementation of the dictionary (associative array) data structure in MQL5, based on CArrayObj and CList.
A library for creating icons in the Windows taskbar and for sending text alerts. The use of this library will help you make your MQL programs more informative.
Returns the profit of a position in points, as well as commission, swaps and profit in money based on the trading history.
MqlParams container class that uses method chaining to quickly add params and reduce lines of code.
Many traders are interested in native work with the BTC-e exchange directly from MetaTrader. In the exchange API, it is necessary to send data with the confirmation of parameters validity through HMAC-SHA512. The algorithm of SHA512 and HMAC calculation is implemented in this class.
Original mathematical functions taken from different places, which either do not have analogues or perform much faster than alternative implementations
This time-series library brings lightning-fast timeseries access to MQL5 for time-sensitive applications while implementing the familiar methods of MQL4, e.g. iBarShift.
The CDir class allows getting information about files and folders outside the MQL5 sandbox similar to the MS-DOS Dir command. Call of system DLL is used, therefore you should allow their use.
The library allows to automatically assign 'magic' to an Expert Advisor on any symbol and any timeframe. It allows having up to 65535 magic numbers in one Expert Advisor.
A library of averaging algorithms, the algorithms were described in details in the article "Averaging Price Series for Intermediate Calculations Without Using Additional Buffers"
The class allows to easily determine from your MQL5 programs any changes in the Market Watch window (change of symbol sorting, adding, deleting a symbol or a set of symbols), as well as opening and closure of charts, and the availability of the one click trading option on the current chart, on which the program is running.
The function returns the number of positions opened by an Expert Advisor for the day.
Module of trading signals of the "Candels High Open" custom indicator for analyzing High and Open of the last three bars.
Here are 6 classes, designed for convenient and intuitive use of indicators in your code.
Constructor for creating histograms of statistical distributions of indicators, timeseries and their derivatives.