• 概述
  • 评论 (1)
  • 评论 (7)
  • 新特性

Market book tester

1

Using data from the order book in the strategy tester

Key features:

  • Simultaneous use of several symbols, up to 7 pieces
  • DOM visualization
  • With the visualization of order books, real-time simulation is available, as well as acceleration or deceleration

Working with the library:

This product also requires a utility to save data: https://www.mql5.com/en/market/product/71642

Speed control utility: https://www.mql5.com/en/market/product/81409

Include file:   https://c.mql5.com/31/735/Market_book_synhron_lib.mqh

Version for optimization: https://www.mql5.com/en/market/product/81400#!tab=comments&page=1&comment=39641857

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该库将允许您使用任何 EA 来管理交易，并且非常容易集成到任何 EA 上，您可以使用描述中提到的脚本代码以及显示完整过程的视频演示示例自行完成。 - 下限价、止损限价和止盈限价订单 - 下达市场订单、SL 市场订单、TP 市场订单 - 修改限价订单 - 取消订单 - 查询订单 - 更改杠杆、保证金 - 获取位置信息 和更多... 租赁加密货币图表是可选的，除非您的 MT5 上没有币安图表。 对于脚本演示：单击此处 如果您想与交易面板进行交易，您可能对此产品感兴趣 该产品是加密图表的插件 该库将允许您使用任何 EA 来管理交易，并且非常容易集成到任何 EA 上，您可以使用描述中提到的脚本代码以及显示完整过程的视频演示示例自行完成。 - 下限价、止损限价和止盈限价订单 - 下达市场订单、SL 市场订单、TP 市场订单 - 修改限价订单 - 取消订单 - 查询订单 - 更改杠杆、保证金 - 获取位置信息 和更多... 租赁加密货币图表是可选的，除非您的 MT5 上
MetaCOT 2 CFTC ToolBox MT5
Vasiliy Sokolov
3.67 (3)
程序库
MetaCOT 2 CFTC ToolBox is a special library that provides access to CFTC (U.S. Commodity Futures Trading Commission) reports straight from the MetaTrader terminal. The library includes all indicators that are based on these reports. With this library you do not need to purchase each MetaCOT indicator separately. Instead, you can obtain a single set of all 34 indicators including additional indicators that are not available as separate versions. The library supports all types of reports, and prov
AO Core
Andrey Dik
3 (2)
程序库
AO Core is the core of the optimization algorithm, it is a library built on the author's HMA (hybrid metaheuristic algorithm) algorithm. Pay attention to the MT5 Optimization Booster product , which makes it very easy to manage the regular MT5 optimizer . An example of using AO Core is described in the article: https://www.mql5.com/ru/articles/14183 https://www.mql5.com/en/blogs/post/756510 This hybrid algorithm is based on a genetic algorithm and contains the best qualities and properties of
WalkForwardLight MT5
Stanislav Korotky
程序库
This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "MQL5\Files" directory. Then it uses these files to automatically build a cluster walk forward report and rolling walk forward reports that refine it (all of them in one HTML file). Using the WalkForwardBuilder MT5 auxiliary script allows building othe
BitMEX Trading API
Romeu Bertho
5 (1)
程序库
Cryptocurrency analysis has never been easier with Crypto Charts for MetaTrader 5. Now, trading on BitMEX has never been easier with BitMEX Trading API for MetaTrader 5. BitMEX Trading API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods and start trading! Features Trade on BitMEX and BitMEX Testnet. Build and automate your strategies. Concern more with the trading strategy logic and less with the c
Painel De Expert Com Teclado
Roberto Spadim
程序库
Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEv
Goliath Mt5
Nicolokondwani Biscaldi
程序库
Goliath MT5 - scalper fully automated Expert Advisor for medium-volatile forex markets P roperties: The Library trades 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, USDCAD, GBPUSD, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library does not use martingale The Library sets a fixed stop loss and take profit for all orders The Library only trades a user input volume The Library can be installed on any currency pair and any timeframe Recommendations: Before using on a real account,
Binance Library
Hadil Mutaqin SE
5 (1)
程序库
The library is used to develop automatic trading on Binance Spot Market from MT5 platform. Support all order types: Limit, Market, Stop-Limit and Stop-Market. Support margin trading. Automatically display the chart on the screen. Usage: - Open MQL5 demo account - Move BinanceLib.ex5 from folder \MQL5\Scripts\Market to MQL5\Libraries - Download Header   file and EA sample https://www.mql5.com/en/code/download/34972_260999.zip Copy Binance.mqh header file to folder \MQL5\Include Copy  BinanceEA-
Gold plucking machine
Yan Li Wu
程序库
Gold plucking machine   Gold plucking machine   is an Expert Advisor designed specifically for trading gold. The operation is based on opening orders using the Fast and Slow lines indicator, thus the EA works according to the "Trend Follow" strategy, which means following the trend. Use grid strategy to place orders without stop loss operation, so please make sure the account has sufficient funds. magic number        -  is a special number that the EA assigns to its orders. Lot Multiplier     
Gold plucking machine S
Yan Li Wu
程序库
Gold plucking machine S   Gold plucking machine  S Gold plucking machine S   is an Expert Advisor designed specifically for trading gold. The operation is based on opening orders using the Fast and Slow lines indicator, thus the EA works according to the "Trend Follow" strategy, which means following the trend. Use grid strategy to place orders without stop loss operation, so please make sure the account has sufficient funds. magic number        -  is a special number that the EA assigns to its
Binance Futures Library
Hadil Mutaqin SE
程序库
The library is used to develop automatic trading on Binance Futures Market from MT5 platform. Support all order types: Limit, Market, Stop-Limit, Stop-Market , StopLoss and TakeProfit. Automatically display the chart on the screen. Usage: - Open MQL5 demo account - Move BinanceFuturesLib.ex5 from folder \MQL5\Scripts\Market to MQL5\Libraries -  Download Header file and EA sample https://www.mql5.com/en/code/download/34976_252386.zip Copy BinanceFutures.mqh header file to folder \MQL5\Include C
Trade Tracker for Custom Symbols
Artur Zas
程序库
The Trade Tracker Library is used to automatically detect and display trade levels on custom charts. It is an especially useful add-on for EAs that trade on custom charts in MT5. With the use of this library, the EA users can see trades as they are placed via the EA (Entry, SL & TP levels) in real-time. The header file and two examples of EA skeleton files are attached in the comments section (first comment). The library will automatically detect the tradable symbol for the following custom
K Trade Lib Pro 5
Kaijun Wang
程序库
MT4/5通用交易库(  一份代码通用4和5 ) #ifdef __MQL5__      #define KOD_TICKET ulong      #define KOD_MAGIC   long #else        #define KOD_TICKET long      #define KOD_MAGIC   int #endif class ODLIST; #import "K Trade Lib Pro 5.ex5"       //祝有个美好开始,运行首行加入    void StartGood() ;    //简单开单    long OrderOpen( int type, double volume, int magic, string symbol= "" , string comment= "" , double opprice= 0 , double sl= 0 , double tp= 0 , int expiration= 0 , bool slsetmode= false , bool tpsetmode= false );    //复杂开单
Binance Library MetaTrader 5
Roman Zhitnik
程序库
If you're a trader looking to use Binance.com and Binance.us exchanges directly from your MetaTrader 5 terminal, you'll want to check out Binance Library MetaTrader 5. This powerful tool allows you to trade all asset classes on both exchanges, including Spot, USD-M   and COIN-M futures, and includes all the necessary functions for trading activity. With Binance Library MetaTrader 5, you can easily add instruments from Binance to the Symbols list of MetaTrader 5, as well as obtain information ab
More BackTest Results
Yu Zhang
程序库
1. 这是什么 MT5系统自带的优化结果非常少，有时候我们需要研究更多的结果，这个库可以让你在回测优化时可以输出更多的结果。也支持在单次回测时打印更多的策略结果。 2. 产品特色 优化的输出的结果非常多。 可以自定义CustomMax。 输出结果在Common文件夹。 根据EA名称自动命名，且同一个EA多次回测会自动更新名称，不会覆盖上一次的结果。 函数非常简单，你一眼就可以看懂。 #import "More BackTest Results.ex5" // Libraries Folder, Download from the market. //---Set CustomMax void iSetCustomMax( string mode); //---Display multiple strategy results when backtesting alone (not opt). void iOnDeinit(); //--- void iOnTesterInit(); double iOnTester(); void iOnTesterPass( string lang
The Matrix
Omega J Msigwa
程序库
Matrix is the foundation of complex trading algorithms as it helps you perform complex calculations effortlessly and without the need for too much computation power, It's no doubt that matrix has made possible many of the calculations in modern computers as we all know that bits of information are stored in array forms in our computer memory RAM, Using some of the functions in this library I was able to create machine learning robots that could take on a large number of inputs To use this libra
T5L Library for TSUTrader
Marcos Godoy Ortiz
程序库
T5L Library is necessary to use the EAs from TSU Investimentos, IAtrader and others. It contains all the functions framework needed to Expert Advisors working properly.  ツ - The Expert Advisors from  TSU Investimentos does not work without this library,  the T5L library can have updates during the year - At this Library you will find several funcionalities like order sends, buy and sell, trigger entry points check, candlestick analyses, supply and demmand marking and lines, and much more. 
EA Toolkit
Esteban Thevenon
程序库
EA Toolkit   is a library that allows any developer to quickly and easily program Advisor experts. It includes many functions and enumerations such as trailing stop, lot, stop loss management, market trading authorisations, price table updates, trading conditions and many more. Installation + Documentation : You will find all the information to install this library and the documentation of its functions on this GitHub : https://github.com/Venon282/Expert-Advisor-Toolkit WARNING : The installa
Neural Networks Libraries
Omega J Msigwa
程序库
This is standard library built for flexible neural Networks with performance in mind. Calling this Library is so simple and takes few lines of code:    matrix Matrix = matrix_utils.ReadCsv( "Nasdaq analysis.csv" );       matrix x_train, x_test;    vector y_train, y_test;         matrix_utils.TrainTestSplitMatrices(Matrix,x_train,y_train,x_test,y_test, 0.7 , 42 );    reg_nets = new CRegressorNets(x_train,y_train,AF_RELU_,HL, NORM_MIN_MAX_SCALER); //INitializing network       reg_nets.RegressorN
SortedByValue
Xiaoyu Huang
程序库
这个库用于key 和 value 数组进行排序， 我们常常需要对值进行排序。 像python语言里面的 sorted(key_value.items(), key = lambda kv:(kv[ 1 ], kv[ 0 ])) 导入函数 #import "SortedByValue.ex5" bool SortedByDouble( long       &key[], double    & value []); bool SortedByDouble( string    &key[], double    & value []); bool SortedByInteger( long      &key[], long      & value []); bool SortedByInteger( string   &key[], long      & value []); bool SortedByDateTime( long     &key[],datetime & value []); bool SortedByDateTime( string &key[],
DailyRangeBreakOutStrategy
Yan Xiong Xue
程序库
区间突破策略简介（收盘前清仓）      区间=昨高-昨低 上轨=开盘价+区间*k;下轨=开盘价-区间*K 止损平仓: 当价格向上突破上轨或向下突破下轨后, 再次回破当日开盘价  参数： Pairs List (comma separated)     = "GBPUSD,GBPJPY,USDJPY,XAUUSD,XTIUSD,USTEC"; - TimeFrame = PERIOD_D1; - MagicNumber    = 60037;          - OrderComment   = "RangeBreakOut"; - FixedLots( RiskPercent = 0)  = 0.1;            - RiskPercent(0 - 100)     = 1;              - RangeMultiplier   = 1;               - DistancePoints   = 10; - Exit Method   =  backopen;      - Close all positions n hours before c
GetFFEvents MT5 I tester capability
Hans Alexander Nolawon Djurberg
程序库
Want to get all events like Previous/Forecast/Actual values for each news to analyze/predict it? By this simple library you can do it easily,Just import/integrate the library into your system,then get all possible values for each news   Even In Strategy Tester   . Note: Please add the address " https://www.forexfactory.com/ " of news feed at your MT5 tab > Tools > Options > Expert Advisors > Check Allow web request for listed URL. Since the WebRequest() function can't be called from indicator ba
Fast Sliding SMA algorithm
Andrei Khloptsau
程序库
A Simple Moving Average (SMA) is a statistical indicator used in time series analysis. This indicator represents the arithmetic mean of a sequence of values over a specific period of time. SMA is used to smooth short-term fluctuations in data, helping to highlight the overall trend or direction of changes. This aids analysts and traders in better understanding the general dynamics of the time series and identifying potential trends or changes in direction.  More information you can find in Wiki 
SRZ Intelligent trading AI system
Guo Zhi Shi
程序库
Hello everyone! I am a professional MQL programmer , Making EAs, Indicators and Trading Tools for my clients all over the world. I build 3-7 programs every week but I seldomly sell any ready-made Robots. Because I am fastidious and good strategy is so few...  this EA is the only one so far I think its good enough to be published here.  As we all know, the Ichimoku indicator has become world popular for decades, but still, only few people knows the right way of using it, and if we check the cl
Ak47tutu
Dian Zhou
程序库
Applying these methods, I managed to arrive at a nuanced conclusion that is crucial to understanding the importance of unique strategies in contemporary trading. Although the neural network advisor showed impressive efficiency in the initial stages, it proved to be highly unstable in the long run. Various factors such as market fluctuations, trend changes, external events, etc. cause its operation to be chaotic and eventually lead to instability. With these experiences, I accepted the challenge
TG Risk Service Manager MT5
Daciana Elena Chirica
程序库
Introducing "TG Risk Service Manager" — your comprehensive toolkit for swift and precise risk management and lot size calculations in the dynamic world of trading. Designed to streamline development processes and enhance trading strategies, this indispensable library equips developers with essential tools for optimizing risk assessment and trade profitability. Metatrader4 Version |  All Products  |  Contact   Key Features: Efficient Lot Size Calculation : Harness the power of precise lot size
作者的更多信息
Market book
Aliaksandr Hryshyn
指标
Depth of market display. Up to sixteen instruments can be displayed. There is auto-scrolling of prices, which can be turned off by clicking on "A" at the top of the window. It is quite a beautiful indicator, it can act as a splash screen, it will not be so boring to look like a regular chart, just right for meditation, especially after big losses in the market. The indicator is not for trading, so your deposit will be more complete. The video displays fast playback of previously saved data. Atte
Market book player
Aliaksandr Hryshyn
实用工具
Playback of previously saved data from the order book. Key features: Historical data navigation Adjusting the playback speed with the "---" and "+++" buttons, as well as with the mouse, you can by scrolling the wheel over the area of ​​these buttons and between them Turning Price Centering On and Off Time display accurate to thousandths of a second Attention: This product also needs a utility to save data: https://www.mql5.com/en/market/product/71642
FREE
Market book tester control
Aliaksandr Hryshyn
实用工具
The utility is designed to control the update rate of the order book (or several) in the strategy tester. Management is carried out by a library, which is available here https://www.mql5.com/en/market/product/81400 Interface description: S/P   Start and pause playback ---    Decrease the speed by one step +++   Increase speed by one step R      Updating the character list <0>  Slider, moving left/right change the playback speed, after releasing the mouse it is restored to its original state. The
FREE
Market book saver
Aliaksandr Hryshyn
实用工具
Saving data from the order book. Data replay utility: https://www.mql5.com/en/market/product/71640 Library for use in the strategy tester: https://www.mql5.com/en/market/product/81409 Perhaps, then a library will appear for using the saved data in the strategy tester, depending on the interest in this development. Now there are developments of this kind using shared memory, when only one copy of the data is in RAM. This not only solves the memory issue, but gives faster initialization on each
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Shigeo Sorihashi 2024.03.24 11:16 
 

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版本 1.4 2022.05.15
//Packing/unpacking data
//Initial loading of decompressed data is noticeably faster
bool cMBS_Zip(
bool zip_compression,//true=pack false=unpack
string input_file_name,//Original filename
string output_file_name=NULL//New file name.NULL=Original file is replaced
);//Returns the success of the operation

//Packing/unpacking data
//Initial loading of decompressed data is noticeably faster
bool Zip(
bool zip_compression,//true=pack false=unpack
string &input_file_names[],//Original filenames
string &output_file_names[]//Names of new files. For NULL names, the original name will be taken. The size of the array can be less than input_file_names
);//Returns the success of the operation
版本 1.3 2022.05.14
Оптимизация
版本 1.2 2022.05.14
Added the ability to shift the time for Depth of Market events

//Replacing MarketBookAdd
//Maximum 7 instruments
bool cMBS_Sy_MarketBookAdd(
const string symbol_name,//Instrument
string server_name=NULL,//Server name. NULL=current server
int time_shift=0//Time offset in ms. The event will occur at the specified time later
);
版本 1.1 2022.05.10
Небольшие улучшения