This article explains how MQL5 Expert Advisors use the CExpertMoney base class to handle position sizing and other money-management decisions. It describes the roles of its initialization, parameter validation, indicator setup, entry-volume, reversal, and…
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Документів: 3,012
This article explains how to generate a neural network Expert Advisor with the MQL5 Wizard and Hlaiman EA Generator. It treats a chart pattern as a sequence of bars preceding a profitable price move, then uses graphical buy and sell signals to create…
This article surveys ways for MQL5 programs to access PostgreSQL: a dedicated MQL5 driver, a C++ library through a DLL, the .NET Npgsql driver, or a REST API. It contrasts their setup and maintenance considerations, noting that custom drivers require…
This article describes a MetaTrader 5 control system that restricts trading to an explicitly approved set of symbols. Its rationale is to prevent strategy drift, unintended exposure, and unreliable comparisons when traders or Expert Advisors operate on…
The article describes an MQL5 analyzer that reconstructs closed round trips from deal history and measures each trade’s maximum adverse excursion (MAE), maximum favorable excursion (MFE), and exit efficiency. It groups deals by position identifier, reads M1…
This article presents a way to enforce a minimum delay between trade operations made by multiple Expert Advisors running in one MetaTrader terminal. A local timestamp works when only one expert is active, but separate experts cannot see one another’s state.…
The article explains L1 trend filtering as a way to estimate a piecewise-linear trend from noisy price data. It contrasts the method with the Hodrick–Prescott filter: penalizing the absolute second differences encourages many of them to become zero, leaving…
The article describes an MQL5 chart dashboard for monitoring several symbols and timeframes. It brings together bid prices, spreads, price changes, RSI, and ATR-based volatility, with configurable display settings, sorting options, alert thresholds, pulse…
The article describes using MQL5 to identify and draw trendlines, support, and resistance on a MetaTrader 5 chart. Its trendline examples connect recent price lows for an upward line and highs for a downward line, using copied price history and chart objects…
The document explains the Accumulation/Distribution line as a cumulative measure of money flow derived from each period’s close within its high-low range and the period’s volume. It lays out the money flow multiplier, money flow volume, and running-total…
The article introduces feedforward neural networks through the perceptron, explaining how input, hidden, and output layers pass information forward. Each neuron combines weighted inputs and applies an activation function; the author describes sigmoid and…
The document explains how to construct a MetaTrader 5 custom symbol by averaging OHLC data from multiple instruments. An Expert Advisor collects and validates source symbols, aligns their candles by timestamp, calculates averaged open, high, low, close, and…
The document argues that strong historical backtests cannot ensure an Expert Advisor will remain profitable when market behavior changes. It groups failure patterns into lazy algorithms, which hold positions unusually long and accumulate costs; persistent…
The article shows why individual asset volatility is insufficient for measuring multi-instrument portfolio risk: it describes each instrument’s variability but omits how returns move together. It introduces sample covariance and arranges pairwise covariances…
The document develops a mathematical framework for estimating order profit and loss while accounting for bid and ask prices, spread, commission, swap, contract size, and currency conversion. It starts with simplified buy and sell calculations, then adds…
The document explains HyperDet3D, a point-cloud object detector that uses a hypernetwork to adapt Transformer decoder parameters to scene context. It separates learned scene-invariant knowledge, shared across training scenes, from scene-specific knowledge,…
The article describes an MQL5 expert advisor for trading breaks of the previous day’s high and low. It defines a long entry when a bar closes above the upper range and a short entry when a bar closes below the lower range. The approach is intended for hourly…
The article presents a method for developing a trading strategy by comparing virtual trade outcomes with indicator readings. At the start of each candle, the experiment opens hypothetical long and short positions with stop loss and take profit levels tied to…
The article extends a reinforcement learning trading system based on random decision forests. It addresses overfitting by selecting price increment features and tuning regularization against out-of-bag classification error, then uses Monte Carlo sampling in…
The article explains how to add theme management to MQL5’s built-in dialog, edit, and button classes for a trading administrator panel. It describes the relevant object-oriented concepts and the GUI properties that need updating, including text, button skin,…
The article explains Feature Aggregated Queries (FAQ), a Transformer technique for video object detection, and considers how temporal features could help models interpret changing market states. Rather than averaging randomly initialized queries from…
This article presents an account-level risk supervisor for MQL5 that sits above a strategy’s entry and exit rules. It tracks equity, peak-to-current drawdown, daily loss, and rapid declines, then assigns one of four operating states: NORMAL, CAUTION,…
This article shows how to package OpenCL operations in a C++ DLL that can be called from MQL5, as a step toward adding GPU computation to MetaTrader programs. The example exposes functions to enumerate available OpenCL platforms and devices and to add two…
This article explains why a multi-currency Expert Advisor or indicator driven only by the current chart’s ticks can miss changes on other symbols, especially in quieter markets. It also discusses the difficulty of aligning bar histories across symbols,…