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3,012 dokumentů
This article explains how to turn price action market structure into an MQL5 indicator. It classifies bullish structure through successive higher highs and higher lows, bearish structure through lower highs and lower lows, and consolidation when these…
This installment improves a MetaTrader 5 market replay tool by handling failures around its chart control indicator. The service depends on a terminal global variable shared with the indicator; when the indicator is removed or its chart closes,…
The document introduces Bayesian inference as a way to update probabilities as new evidence arrives, then applies the idea to several components of an MQL5 trading system: signal generation, money management, and trailing stops. For signals, it uses…
The article describes adding reinforcement learning to a multilayer perceptron (MLP) in an MQL5 trading system. Q-learning is used to guide model training rather than act as the direct signal generator. The market environment is represented by combinations…
The document explains semi-supervised and active learning, then describes how a classifier can use unlabeled examples to guide which labels to request. It outlines assumptions that support learning from unlabeled data, including nearby points tending to…
The document introduces William Blau’s approach to building technical indicators from price data. It describes a four-stage process: calculate an initial indicator, smooth it with successive exponential moving averages (EMAs), normalize the smoothed series…
The article develops a grid-like martingale EA that opens additional positions at fixed adverse price intervals, increasing trade size along the chain. It closes the whole basket when aggregate profit reaches a configured target. Since the approach can…
The article addresses the cost of recalculating custom indicators over full price history after synchronization events. It proposes a class that tracks calculated data separately, preserves a bounded history in a ring buffer, and reports whether data was…
This introductory article explains simple linear regression as a straight-line model relating one predictor to a target. It presents the slope and intercept, then uses Pearson correlation to assess linear association before choosing predictors. Its worked…
The article introduces artificial neurons and multilayer networks, describing inputs, weights, weighted sums, activation functions, and how learning changes weights. It explains scaling inputs to a bounded range and compares step, sigmoid, and hyperbolic…
The article describes an on-chart MetaTrader 5 tool that estimates selected market-microstructure signals from broker-provided ticks when full depth-of-market data is unavailable. It combines a tick-derived VWAP reference, directional tick-volume imbalance,…
This educational programming article explains how matrix calculations can express geometric transformations more compactly than scalar formulas. It uses an MQL5 chart indicator and canvas drawing to illustrate rotating and scaling an arrow, then compares…
The article presents the two-sample Kolmogorov–Smirnov test as a distribution-free way to compare financial return samples from different periods. It explains the null hypothesis that both samples share a distribution, the maximum gap between their empirical…
The article examines a reverse martingale approach in which a losing trade is followed by an opposite-direction trade with increased size, aiming for a later win to recover prior losses. It discusses practical settings based on the author’s tests:…
The article describes a VWAP-based signal tool that connects a MetaTrader Expert Advisor with a Python analysis service. The EA gathers recent candle prices and volume, checks for invalid values, saves the data, and sends it for processing. Python libraries…
The article explains why neural networks used in trading may benefit from scaling their inputs. It introduces z-score normalization, which centers values around their mean and scales by standard deviation, and min-max normalization, which maps values using…
The article presents an MQL5 framework for applying trading restrictions through one central validation engine shared by an Expert Advisor and a chart dashboard. The engine checks whether a symbol is approved, whether the current time falls within allowed…
This article describes an MQL5 Expert Advisor that monitors multiple forex and metal symbols from one chart and generates signals when a fast RSI crosses a slow RSI. It explains symbol selection modes, including trading the chart symbol alone or choosing…
The article explains partial position closing as a way to realize some gains at predefined price levels while leaving the rest of a trade open. It describes placing intermediate targets between entry and the original take-profit, with levels calculated as…
This article describes an Expert Advisor that helps traders search a large symbol universe by filtering instruments and simplifying chart navigation. Its configurable filters can exclude symbols based on Market Watch presence, open positions, spread, price…
This article proposes transforming financial price changes into a lower-dimensional representation with a Restricted Boltzmann Machine (RBM), then passing that representation to a multilayer perceptron (MLP) that predicts a subsequent price change. It…
This article lays out the design and MQL5 implementation of a chart-based panel for manual Forex trading. Its proposed controls include buy and sell actions, position-closing buttons, editable stop-loss and take-profit settings, and displays of account and…
This article explains how to turn a rendered chart sidebar into an interactive drawing palette in MQL5. It describes a modular design with a tool registry, canvas layers, layout and hit testing, flyout menus, an event router, and a drawing engine. Users can…
The article extends a multi-currency Expert Advisor risk manager with adaptive position-volume controls and configurable daily and overall loss limits. It discusses calculating thresholds from fixed money amounts, a base balance, or high-water marks for…