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3,012 dokumenter
This article presents a class-based order manager for expert advisors that need to execute and maintain trades in both MetaTrader 4 and MetaTrader 5. It separates shared calculations and trade-management responsibilities from platform-specific operations,…
The article explains how generative adversarial networks can augment limited financial histories with synthetic price series, including scenarios such as volatility spikes or market declines. It outlines cleaning and scaling historical exchange-rate data,…
This tutorial describes an MQL5 expert advisor that marks potential liquidity sweeps on a chart. A bullish setup requires a candle to trade below the prior candle’s low and then close higher; a bearish setup trades above the prior high and closes lower. In…
This article outlines a Python workflow for exploring whether economic indicators can help forecast currency movements. It describes retrieving indicators such as GDP growth, inflation, interest rates, trade measures, debt, and employment from the World…
This tutorial explains how MQL5 programs can communicate with an external Python tic-tac-toe service through a FastAPI REST interface. Its focus is a set of reusable HTTP functions: one for GET requests, one for POST requests, and a central function that…
This article presents an Expert Advisor that uses readings of the Acceleration/Deceleration oscillator at several lookback offsets as inputs to a single-layer weighted sum. The sign of that score determines whether the system opens a long or short position.…
The article describes a Python trade simulator designed to approximate key behavior of the MetaTrader 5 Strategy Tester. It explains why generic Python backtesting libraries may omit broker-specific details such as instrument properties, account leverage,…
This article explains how to send selected MetaTrader 5 market information to an Excel workbook for portfolio monitoring and operational risk management. It compares real-time data exchange methods with web-based quote imports, noting that web sources can be…
The article develops a model of selling revenue and profit as functions of price, demand, and costs. It assumes a linear relationship between total sales and selling price derived from a hyperbolic price-demand relationship, then uses that model to define a…
This article presents a structure-based trading system that judges pullbacks by their depth relative to both the prior impulse and current volatility. It describes detecting and validating swing points, classifying market structure, mapping liquidity zones,…
The article introduces Brent and West Texas Intermediate (WTI), describing differences in crude quality, production geography, and access to transport. It then presents a classic spread-trading premise: deviations of the Brent–WTI price spread from a…
The article describes Break of Structure (BoS) as a price close beyond a prior swing high or low, used to identify continuation of a trend or a possible directional change. It distinguishes BoS from Market Structure Shift and Change of Character, then…
The document explains a population-based stochastic optimizer inspired by archers aiming at a target. Each candidate solution is an agent whose coordinates are updated using another agent selected according to fitness-based probabilities. The described…
The article presents MASAAT, a portfolio optimization framework that combines multiple agents, directional price filters, and attention mechanisms. Agents use filters with different thresholds to extract trends at different scales. Cross-sectional attention…
The article builds a logistic classification model intended to identify crash conditions in stock data. It discusses candidate predictors including company earnings measures, interest rates, and inflation, while explaining that supply-demand data and current…
This article introduces copulas as a way to model dependence between two assets after separating that dependence from their individual distributions. It reviews probability density and cumulative distribution functions, marginal and joint distributions, and…
The article explains how the ZUP indicator platform searches for chart patterns using market extrema identified by ZigZag variants. Its graphical interface lets users enable or disable built-in patterns, adjust five-point pattern parameters, create custom…
The article demonstrates how to use spreadsheet software to import historical price data, calculate a simple moving average, and model a trading rule based on candle bodies crossing that average. A position opens when a candle’s open and close fall on…
This installment develops an MQL5 Expert Advisor that trades around economic-calendar events. It adds filters for calendar importance, event frequency, sector, type, and currency, along with configurable pre-entry timing, fixed stop-loss and take-profit…
The article introduces the Crow Search Algorithm, a population-based method for searching an optimization space. Each candidate solution keeps a memory of its best position. During an iteration, an agent follows another agent’s remembered position by a…
The article describes a way to automate walk-forward analysis in MetaTrader using an MQL library. It defines an in-sample optimization window and a following out-of-sample test step, then shifts these periods across a longer historical range. The tester…
The article explains PSformer, a Transformer architecture for multivariate time series forecasting. It divides input series into patches, groups patches at matching positions across variables into segments, and applies attention to model relationships across…
This article describes a chart-based aid for opening trades with preset parameters, intended to reduce repeated order-entry steps during scalping. The trader chooses a direction by deleting one of two arrows shown on the previous candle; the Expert Advisor…
In this interview, automated trader Andrey Barinov discusses his approach to algorithmic trading and the Expert Advisor he entered in the 2012 Automated Trading Championship. The described system trades EUR/USD, USD/JPY, and EUR/JPY, defining trend by the…