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3,012 dokumenti
This article extends a MetaTrader 5 toolkit for manual trading beyond order entry. It describes organizing the interface into tabs for trading, open positions, and pending orders, with tables and controls for editing or closing individual items. Position…
This article explains how to build a MetaTrader 5 Expert Advisor that records trade events in an SQLite database as they occur. It uses the terminal’s built-in database functions to create a table and time index, prepare parameterized SQL statements, and…
The article describes an analyzer that evaluates how much transaction cost a strategy’s historical results can absorb before its edge disappears. It models cost per closing deal as a fixed charge plus a per-lot amount, then calculates average edge and…
This article presents a single rule set intended to adapt a moving-average strategy to both trending and range-bound conditions. Its baseline buys when price closes above a 100-period moving average and sells below it, with fixed stop-loss and take-profit…
The article proposes forecasting SPDR’s XLY consumer discretionary ETF with quarterly macroeconomic and consumer data rather than relying mainly on the ETF’s own price and volume history. It reviews candidate datasets covering economic indicators, interest…
The article introduces the Artificial Coronary Circulation System, a population-based optimization method inspired by coronary growth. Candidate solutions are treated as capillaries, and their fitness informs global movement, local refinement, branching, and…
The article explains how to adapt an Expert Advisor generated by the MQL5 Wizard so its pending orders can be placed at a price calculated by the trading system. The standard setup uses a fixed price offset from the current market. The proposed modification…
This article describes an Expert Advisor that represents market conditions as vertices in a state-transition graph. It discretizes normalized trend, volatility, and momentum measures, counts transitions between states, smooths and decays those counts, then…
The article develops a machine learning mean reversion system for EURGBP, covering trade labeling, market regime identification, model training, and deployment in MetaTrader 5. It contrasts random horizon labels with labels based on how far prices deviate…
The article presents a workflow for mining associations in hourly data for four major currency pairs. It exports historical bars, calculates returns and technical features such as moving averages, RSI, MACD, volatility, Bollinger bands, and candle patterns,…
The article describes a binary genetic algorithm as an evolutionary method for optimizing parameters. Candidate solutions are encoded as binary chromosomes, with genes representing parameter values; the implementation uses Gray code to encode positive…
This installment explains how to extend an MQL5 trading-event library to detect modifications to existing orders and positions. It adds modification flags to event identifiers, includes order direction among searchable and sortable properties, and derives a…
The article introduces procedural and functional programming concepts through a MetaTrader 5 expert advisor. Its example buys when the latest closed candle is bullish and entirely above an exponential moving average, and sells when a bearish candle is…
The article introduces SQLite as a local, file-based relational database that lets MQL5 applications use SQL without requiring a separate database server. It outlines SQLite's data types and DLL-based API, then walks through a connector design for opening…
The article describes an MQL5 canvas tool for plotting paired symbol prices as scatter points, fitting a linear regression line, and displaying slope, intercept, correlation, and R-squared. It explains correlation as a measure of direction and strength of…
The article explains a MetaTrader 5 Expert Advisor that monitors account activity and displays a daily drawdown dashboard. Its approach derives the day's starting balance from the current balance and that day's closed deal profit, commission, and swap, then…
The article walks through adapting a supervised PatchTST time-series model for use from an MQL5 expert advisor. It explains the model’s use of reversible instance normalization to normalize inputs and restore forecast scale, decomposition into trend and…
The article describes an indicator design for keeping graphical objects synchronized across open MetaTrader 5 charts that share a symbol. It compares periodic polling with event-driven updates: polling is simpler but adds delay and repeated work, while chart…
This beginner-oriented guide presents a workflow for finding errors in MQL5 applications using MetaEditor and the trading terminal. It explains how to read compiler messages, locate syntax and declaration problems, and fix issues incrementally, recompiling…
The article explains how to build, train, and test deep neural networks with the darch package in R. It contrasts unsupervised layer-wise pretraining using restricted Boltzmann machines or autoencoders with training a multilayer network from initialized…
This article proposes an account-level risk service for MetaTrader 5 accounts running multiple Expert Advisors. When each EA sizes trades and enforces loss limits independently, their combined positions can create concentrated currency exposure, correlated…
This installment of a statistical-arbitrage series explains why a live system based on cointegrated stock baskets needs persistent market data and a way to update its models. Cointegration relationships can weaken or emerge as fundamentals change, while…
This study tests whether regime, higher-timeframe trend, and trading-session filters improve a MACD histogram crossover strategy on H1 US_TECH100 broker data. The baseline uses classic MACD settings, ATR-based stop and target distances, and a fixed maximum…
This article explains a breakeven mechanism that moves a trade’s stop loss toward or beyond its entry after price advances a set distance. Its first installment outlines a reusable MQL5 base class and a fixed-points version, with trade tickets, trigger…