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This guide explains how to configure Expert Advisor tests in MetaTrader 4, including selecting the EA, instrument, timeframe, date range, inputs, and historical data model. It distinguishes open-price testing for strategies that act only on completed bars…
The article introduces null and alternative hypotheses, significance levels, and the risks of false rejection or acceptance. It illustrates nonparametric testing with trading examples: a Wilcoxon signed-rank test compares results before and after changing…
The article extends a Times and Trade display for tape reading by adding a text panel that summarizes timing and trade information. Its market microstructure discussion distinguishes changes in bid and ask quotes from executed trades, and explains that stop…
The article describes a machine learning extension to an earlier Expert Advisor using Fractal Adaptive Moving Average (FrAMA) and Force Index signals. It outlines Python implementations of both indicators: FrAMA adapts EMA smoothing using a simplified…
This essay argues that lasting trading improvement depends more on realistic expectations, self-awareness, and disciplined practice than on secret methods or automated systems. It contrasts professional focus on developing skill with emotional reactions to…
This article presents a rule-based method for drawing sloped support and resistance trendlines from price swings detected directly in raw price data. It describes identifying local swing highs and lows, filtering them by size relative to volatility, and…
This article describes an MQL5 Expert Advisor that adds an interactive trade-control panel to MetaTrader 5’s Strategy Tester. On-chart buttons let a tester place buy or sell trades, adjust lot size and stop-loss or take-profit levels, confirm or cancel a…
The article describes extending an MQL5 footprint chart with market-structure and order-flow overlays. It explains volume profiles, point of control and value area, stacked bid or ask imbalances, absorption, single prints, unfinished business, cumulative…
The article explains how to build an MQL5 expert advisor that turns MetaTrader 5's visual Strategy Tester into a manual chart-replay workspace. On-chart buttons let a tester open buy or sell positions and close positions; configurable inputs set lot size,…
The article evaluates whether moving-average crossovers are easier to forecast than short-horizon price direction. Using EURUSD 15-minute data, it labels future outcomes based on the relative position of short and longer simple moving averages, then compares…
The article builds an hourly EURUSD breakout strategy around a channel formed from an earlier high and low. It waits for a breakout and subsequent price confirmation, then uses a fast and slow exponential moving average to filter entries. Average True Range…
The article explains simple, weighted, and exponential moving averages, emphasizing that moving averages smooth price data, follow trends, and lag because they are calculated from past prices. It then outlines three rule sets: compare price with one simple…
The article presents a MetaTrader script that classifies MACD movement by comparing the indicator’s values across three consecutive bars. It checks whether the MACD lies above or below its zero axis, whether its values rise or fall across the bars, and how…
The article describes a socket-based pipeline for sending tick data from MetaTrader 5 to Python without relying on the Windows-only MetaTrader Python package. A terminal service collects symbol, time, bid, and ask data from open charts and sends it to a…
The article defines a way to scale strategy positions in a multi-strategy Expert Advisor using a normalized balance. First, test a fixed lot size over a chosen period, measure maximum equity drawdown, and set the fitted balance so that drawdown corresponds…
This article outlines an MQL5 Expert Advisor for a multi-level grid strategy. It organizes trades into independent baskets, each tracking direction, initial and current lot size, grid spacing, take-profit level and signal time. A moving average is used to…
The article proposes a crossover signal that uses moving averages of the same period applied separately to open and close prices. When the open-based average exceeds the close-based average, the method treats that relationship as bearish; the reverse is…
This article sets out a workflow for moving quantitative trading research from an OLTP database such as SQLite to an OLAP-friendly store built from Parquet files and queried with DuckDB. It demonstrates exporting an entire SQLite database or selected tables,…
The article describes a practical MQL5 implementation inspired by the GSM++ graph sequence framework. Its pipeline combines trainable mixture tokenization for bars, neighboring edges and subgraphs; adaptive local node encoding; and a global hybrid encoder.…
This article introduces population-based metaheuristic optimization and discusses how such algorithms can be assessed for convergence, speed, repeatability, and scalability as the number of variables grows. It contrasts population searches, which evaluate…
This article develops an educational Expert Advisor for trading a synthetic basket of multiple currency pairs. It standardizes synchronized closed-bar prices, applies singular value decomposition to a covariance matrix, and selects the direction associated…
This article explains how to expand an MQL5 administrator Expert Advisor from a communications-focused panel into a multi-panel interface. It proposes an Admin Home Panel that links to separate Communications and Trade Management panels, allowing an operator…
This article describes restructuring a multi-strategy Expert Advisor so strategy instances track virtual positions instead of placing market orders independently. A receiver collects the strategies’ requested volumes by symbol and converts their combined…
This article describes a charting tool that turns historical candlestick-pattern detections into price zones. It scans a configurable lookback period, places detection prices into bins, and scores each bin using hit counts, recency weighting, and pattern…