Hyperbolic geometric spaces are essential for representing hierarchical structures in various graph learning tasks. They address structural anisotropy challenges in latent graph diffusion processes. The HypDiff framework introduces a method for generating hyperbolic Gaussian noise, tackling issues with Gaussian distributions in hyperbolic spaces. This approach applies geometric constraints based on angular similarity to preserve local graph structures.
Implementation of HypDiff in MQL5 began with OpenCL program development. Key components include data projection into hyperbolic space via hyperProjection and HyperProjectionGrad kernels. Further progress involves creating a neuronal class for hyperbolic projection, emphasizing systematic initialization and validation.
The original algorithm demanded centroid determination from training datasets, unsuitab...
π Read | AlgoBook | @mql5dev
#MQL5 #MT5 #GraphLearning
Implementation of HypDiff in MQL5 began with OpenCL program development. Key components include data projection into hyperbolic space via hyperProjection and HyperProjectionGrad kernels. Further progress involves creating a neuronal class for hyperbolic projection, emphasizing systematic initialization and validation.
The original algorithm demanded centroid determination from training datasets, unsuitab...
π Read | AlgoBook | @mql5dev
#MQL5 #MT5 #GraphLearning
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A new indicator offers a sophisticated approach by plotting multiple signals based on MACD analysis. It evaluates whether the MACD is positive or negative, assesses the crossover between the MACD main line and its signal line, and monitors the interaction between MACD and closing prices. This multiple signal plotting can assist traders in identifying potential trends and market shifts more effectively. The additional layers of analysis provide a nuanced view of the market, aiding in more informed decision-making. Stay informed with these advanced tools to enhance your market analysis strategy.
π Read | VPS | @mql5dev
#MQL4 #MT4 #Indicator
π Read | VPS | @mql5dev
#MQL4 #MT4 #Indicator
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Explore the enhanced Zone Recovery System in MQL5: Now featuring a smart trailing stop and multi-basket mechanism for algorithmic trading. These upgrades ensure dynamic profit protection with trailing stops, while multi-basket handling optimizes trade management by tracking separate trade signals. By refining the integration of RSI and Envelopes indicators, the strategy maintains precise entries and maximizes profit opportunities, making it robust in volatile markets. Discover how to implement these enhancements in MQL5 and elevate your trading system's adaptability and efficiencyβready for real-world application and testing. Dive into a technically sound transformation of trend trading strategies with advanced customization possibilities.
π Read | CodeBase | @mql5dev
#MQL5 #MT5 #Trading
π Read | CodeBase | @mql5dev
#MQL5 #MT5 #Trading
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Explore how Dijkstra's algorithm, a cornerstone of graph theory, can revolutionize algorithmic trading by modeling financial markets as weighted graphs. By treating price levels as nodes and transitions as edges, this approach predicts price movement with precision. Implementing this in MetaTrader 5, traders can leverage Dijkstraβs shortest path method to forecast probable price paths, optimizing trading decisions based on minimal resistance. This method enhances market analysis, offering a systematic way to minimize risk or maximize efficiency. Dive deep into computational mathematics to unlock insights from financial time series data, transforming classic algorithms into innovative trading solutions.
π Read | Calendar | @mql5dev
#MQL5 #MT5 #Algorithm
π Read | Calendar | @mql5dev
#MQL5 #MT5 #Algorithm
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The development of the replay/simulator system has reached its third phase, focusing now on integration with live trading servers. This stage involves creating tools for opening, managing, and closing market positions. These tools will be designed using MQL5 to adhere strictly to the simulation environment's constraints.
A new tool, Chart Trade, will function as an indicator, communicating with an Expert Advisor to execute trades. This setup replicates MetaTrader 5βs functionality without directly connecting to a real server, maintaining the challenge and integrity of using pure MQL5. Key updates involve the transition from using internal buffers to event-driven custom interactions for seamless execution within the simulated environment.
π Read | NeuroBook | @mql5dev
#MQL5 #MT5 #Replay
A new tool, Chart Trade, will function as an indicator, communicating with an Expert Advisor to execute trades. This setup replicates MetaTrader 5βs functionality without directly connecting to a real server, maintaining the challenge and integrity of using pure MQL5. Key updates involve the transition from using internal buffers to event-driven custom interactions for seamless execution within the simulated environment.
π Read | NeuroBook | @mql5dev
#MQL5 #MT5 #Replay
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Daily VWAP (Volume Weighted Average Price) is an important tool for intraday analysis in trading. Unlike traditional moving averages, VWAP incorporates trading volume, emphasizing prices with higher trading activity. This makes VWAP crucial for determining the fair value of an asset during market sessions. It calculates the daily cumulative product of price and volume divided by total volume, resetting every new trading session.
VWAP helps identify intraday fair value and indicates whether an asset is trading above or below average. This is vital for developing entry and exit strategies. Institutional traders often reference VWAP to assess market sentiment. Furthermore, VWAP confirms trends, as a strong intraday trend correlates with price movements around VWAP.
The source code features a daily reset, robust calculation using MQL5 functions, and clear ch...
π Read | Calendar | @mql5dev
#MQL5 #MT5 #VWAP
VWAP helps identify intraday fair value and indicates whether an asset is trading above or below average. This is vital for developing entry and exit strategies. Institutional traders often reference VWAP to assess market sentiment. Furthermore, VWAP confirms trends, as a strong intraday trend correlates with price movements around VWAP.
The source code features a daily reset, robust calculation using MQL5 functions, and clear ch...
π Read | Calendar | @mql5dev
#MQL5 #MT5 #VWAP
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The Weekly VWAP (Volume Weighted Average Price) stands as a vital instrument for traders focusing on long-term market analysis. Distinguished by its integration of trade volume with price, it offers more precise insights than standard moving averages. Each new trading week begins with a refreshed VWAP calculation, thanks to its structure of dividing the cumulative product of price and volume by cumulative volume. This provides a clear indication of the week's fair value.
Strategically, traders can assess weekly sentiment and dynamics. Significant trading above the Weekly VWAP may indicate bullish conditions, whereas trading below can signal bearish trends. This assists in optimal entry and exit point determination and trend strength confirmation.
Technically, the source code leverages MQL5 for accuracy, resetting automatically each week. The output i...
π Read | NeuroBook | @mql5dev
#MQL5 #MT5 #Indicator
Strategically, traders can assess weekly sentiment and dynamics. Significant trading above the Weekly VWAP may indicate bullish conditions, whereas trading below can signal bearish trends. This assists in optimal entry and exit point determination and trend strength confirmation.
Technically, the source code leverages MQL5 for accuracy, resetting automatically each week. The output i...
π Read | NeuroBook | @mql5dev
#MQL5 #MT5 #Indicator
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The Monthly VWAP (Volume Weighted Average Price) is a custom indicator designed to aid in long-term market analysis by calculating the volume-weighted average price with each new trading month. Unlike simple moving averages, it factors in trading volume, spotlighting price levels with significant trading activity and offering a reliable view of an asset's fair value over a monthly period.
Its calculation involves the cumulative sum of (Price * Volume) divided by the cumulative volume, resetting monthly to provide fresh insights. This single line on your chart identifies where most of the trading volume occurred relative to price, aiding in long-term strategic planning, confirming macro trends, and clarifying market views without short-term distractions.
Key features include automatic monthly resets, precision calculations using standard MQL5 functions, ...
π Read | AppStore | @mql5dev
#MQL5 #MT5 #VWAP
Its calculation involves the cumulative sum of (Price * Volume) divided by the cumulative volume, resetting monthly to provide fresh insights. This single line on your chart identifies where most of the trading volume occurred relative to price, aiding in long-term strategic planning, confirming macro trends, and clarifying market views without short-term distractions.
Key features include automatic monthly resets, precision calculations using standard MQL5 functions, ...
π Read | AppStore | @mql5dev
#MQL5 #MT5 #VWAP
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In the prior assessment, the combination of Ichimoku and the ADX-Wilder indicators was discussed for identifying support, resistance, and trends. Some patterns demonstrated successful forward testing; however, pattern-0, pattern-1, and pattern-5 did not meet criteria. To improve these, supervised learning is now examined to enhance signal accuracy.
The chosen model is a neural network with a Spectral Mixture Kernel as the entry layer. This approach allows dynamic adaptation for regression tasks with oscillatory data patterns, merging neural network flexibility with Gaussian Process concepts. Implementation involves PyTorch, focusing on spectral feature extraction followed by regression. Regularization and early stopping are advised to mitigate overfitting risks.
Testing included the GBP/USD pair in a 30-minute timeframe across two years. Although ...
π Read | Freelance | @mql5dev
#MQL5 #MT5 #Indicator
The chosen model is a neural network with a Spectral Mixture Kernel as the entry layer. This approach allows dynamic adaptation for regression tasks with oscillatory data patterns, merging neural network flexibility with Gaussian Process concepts. Implementation involves PyTorch, focusing on spectral feature extraction followed by regression. Regularization and early stopping are advised to mitigate overfitting risks.
Testing included the GBP/USD pair in a 30-minute timeframe across two years. Although ...
π Read | Freelance | @mql5dev
#MQL5 #MT5 #Indicator
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Creating Expert Advisors (EAs) requires a foundational understanding of programming concepts such as variables, functions, arrays, and core operators. EAs work similarly to indicators but demand knowledge of trade orders' structure and execution. Remember, EAs discussed here are for illustrative purposes and not for real trading. Error handling is often simplified for clarity, impacting reliability and suitability for live accounts. We will build two EAs: one without indicators using pending orders, and another using a Moving Average executing trades at market price.
An EA starts with a blank template, usually generated with the MQL5 Wizard. Advanced templates are object-oriented, split across files. Understanding object-oriented programming is crucial before customizing these templates. Optional functions provided by the wizard aid in handling various events d...
π Read | Forum | @mql5dev
#MQL5 #MT5 #EA
An EA starts with a blank template, usually generated with the MQL5 Wizard. Advanced templates are object-oriented, split across files. Understanding object-oriented programming is crucial before customizing these templates. Optional functions provided by the wizard aid in handling various events d...
π Read | Forum | @mql5dev
#MQL5 #MT5 #EA
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MetaTrader 5 now integrates OpenBLAS for efficient vector and matrix operations, enabling advanced Singular Spectrum Analysis (SSA) capabilities. SSA distinguishes trends, cycles, and noise in time series without extensive assumptions, employing spectral decomposition akin to PCA. Key in MQL5, SSA provides real-time processing, valuable for forecasting and identifying dominant cycles in financial series. By reconstructing time series components, traders can filter noise effectively and enhance predictive insights. Optimal SSA application requires careful selection of window length and preprocessing adjustments, ensuring comprehensive analysis. Explore the potential of SSA to fine-tune algorithmic trading strategies through its innovative techniques.
π Read | Forum | @mql5dev
#MQL5 #MT5 #SSA
π Read | Forum | @mql5dev
#MQL5 #MT5 #SSA
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Adding the Williams Percentage Reversal Strategy to our Multiple Strategy Expert Advisor showcases innovative decision-making using a genetic optimizer. This tool refines strategy effectiveness by dynamically adjusting strategy weights, maximizing overall performance. Strategies collaborate democratically, each assigned an adjustable weight that influences the trading outcome. The genetic optimizer identifies irrelevant strategies by minimizing their weight, thereby enhancing system efficiency.
Implementing such a strategy in MetaTrader 5 requires an understanding of dependencies, constructors, and virtual methods, ensuring robust performance monitoring. Utilizing the MQL5 Cloud significantly accelerates optimization, offering a practical approach for developers in algorithmic trading to refine their strategies efficiently.
π Read | VPS | @mql5dev
#MQL5 #MT5 #Strategy
Implementing such a strategy in MetaTrader 5 requires an understanding of dependencies, constructors, and virtual methods, ensuring robust performance monitoring. Utilizing the MQL5 Cloud significantly accelerates optimization, offering a practical approach for developers in algorithmic trading to refine their strategies efficiently.
π Read | VPS | @mql5dev
#MQL5 #MT5 #Strategy
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The "Set Auto TP and SL" feature is integral to executing a robust trading strategy. It offers automated risk and reward management by allowing traders to set specific levels for closing trades, targeting both profit securing and loss limitation. This automation avoids the necessity of continual manual oversight.
Integrating predefined Take Profit and Stop Loss levels in every position allows for efficient management based on custom parameters, such as pips, balance percentage, or technical indicators. This approach not only conserves time but also shields traders from market volatility and emotional trading decisions.
Key benefits include effective risk management by auto-closing trades at specific SL levels, reducing potential losses, and profit locking when TP targets are achieved. These actions aid in maintaining emotional discipline and promoting ...
π Read | CodeBase | @mql5dev
#MQL5 #MT5 #Strategy
Integrating predefined Take Profit and Stop Loss levels in every position allows for efficient management based on custom parameters, such as pips, balance percentage, or technical indicators. This approach not only conserves time but also shields traders from market volatility and emotional trading decisions.
Key benefits include effective risk management by auto-closing trades at specific SL levels, reducing potential losses, and profit locking when TP targets are achieved. These actions aid in maintaining emotional discipline and promoting ...
π Read | CodeBase | @mql5dev
#MQL5 #MT5 #Strategy
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Dive into the intricate world of Wolfe Wave patterns with this MQL5 tutorial! Explore how the five-wave structure, known for its precision, forecasts market reversals, offering smarter entry timing for traders. Understand how to identify swing highs and lows to unmistakably trace the Wolfe Wave's path. The article details programming an Expert Advisor to automate this detection, marrying technical pattern recognition with algorithmic trading. Using strategic trend lines and Fibonacci extensions, the EA discernibly navigates high-probability trades, ensuring adherence to the classic Wolfe Wave construct. Enhance your coding and trading prowess by leveraging these methodologies effectively.
π Read | CodeBase | @mql5dev
#MQL5 #MT5 #EA
π Read | CodeBase | @mql5dev
#MQL5 #MT5 #EA
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The recent enhancements to the News Headline EA in MetaTrader 5 focus on integrating a sophisticated alerting system. This update empowers traders by ensuring they receive timely notifications before major economic events. The system utilizes MQL5's robust alert functions such as Alert(), PlaySound(), SendMail(), and SendNotification() for a variety of notification methods like pop-ups and push notifications. By centralizing configuration settings, the EA allows developers to customize alerts for different news impact levels. This modular and non-blocking design also allows for future expansion, including external notification integrations, making it a versatile tool for algorithmic trading.
π Read | Freelance | @mql5dev
#MQL5 #MT5 #EA
π Read | Freelance | @mql5dev
#MQL5 #MT5 #EA
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Explore the fascinating world of unions and arrays with our latest article! Delve into the intricacies of declaring a union as a new, specialized data type in MetaTrader 5, and discover how it offers unique ways to manage and manipulate data segments efficiently. Learn to avoid common pitfalls by understanding the underlying concepts beyond mere syntax.
Unions allow for versatile data manipulation, simplifying code by interpreting memory in multiple ways simultaneously. Discover practical examples to understand differing memory compositions and their impact on execution results. Whether you're fine-tuning your algorithmic trading strategies or honing your programming skills, this read bridges the gap between abstraction and practical implementation. Prepare to challenge your understanding and elevate your code!
π Read | VPS | @mql5dev
#MQL5 #MT5 #Programming
Unions allow for versatile data manipulation, simplifying code by interpreting memory in multiple ways simultaneously. Discover practical examples to understand differing memory compositions and their impact on execution results. Whether you're fine-tuning your algorithmic trading strategies or honing your programming skills, this read bridges the gap between abstraction and practical implementation. Prepare to challenge your understanding and elevate your code!
π Read | VPS | @mql5dev
#MQL5 #MT5 #Programming
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Regressions and classical indicators often fall short in capturing the complex dynamics of financial markets. Stochastic and RSI indicators can prove inadequate for predicting the non-linear nature of market movements. It's crucial now to consider integrating more comprehensive mathematical models. Introducing sophisticated techniques including neural networks can resolve classic overfitting issues observed in linear regressions.
Encounters with fractal theory highlight the inadequacies of trying to fit market behavior into linear models. Differential equations and adaptive ratios can bridge this gap, making models more resilient to anomalies like black swan events, offering a balanced approach to market unpredictability. The Nelder-Mead optimization offers an efficient means to fine-tune these complex models without the computational burden witnessed in...
π Read | NeuroBook | @mql5dev
#MQL5 #MT5 #AlgoTrading
Encounters with fractal theory highlight the inadequacies of trying to fit market behavior into linear models. Differential equations and adaptive ratios can bridge this gap, making models more resilient to anomalies like black swan events, offering a balanced approach to market unpredictability. The Nelder-Mead optimization offers an efficient means to fine-tune these complex models without the computational burden witnessed in...
π Read | NeuroBook | @mql5dev
#MQL5 #MT5 #AlgoTrading
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The presented code functions to identify the highest high and lowest low within a specified range. It performs a comparison between the high of each candle and the highs of the adjacent candles to the left and right sides. In cases where the high of a particular candle surpasses that of the neighboring candles, an arrow is plotted to denote this condition. A similar approach is applied for determining the lowest lows by comparing lows of the candles. This method facilitates the visualization of significant price points in the neighborhood, aiding in the technical analysis process by marking extremes that could indicate potential market movements or turning points.
π Read | NeuroBook | @mql5dev
#MQL4 #MT4 #Indicator
π Read | NeuroBook | @mql5dev
#MQL4 #MT4 #Indicator
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Creating a Chart Trade interface in MetaTrader 5 is achievable without coding through Expert Advisor functionalities. This involves setting up your IDE by cleaning chart properties and using specific MetaTrader 5 objects with X and Y coordinates to design the interface. Save the configuration as a TEMPLATE file in the FILES directory for later use.
A message protocol is crucial for communication between the IDE and the trading system. It supports operations like buying or selling market orders and adjusting trade parameters. The objects in the IDE must be named according to the message names for exchange to work.
The TPL file details the properties and positions of objects. Use binary reading with UTF-16 to extract these. Define constants and employ a message system to keep the EA and IDE synchronized. Object rendering should ensure plac...
π Read | Forum | @mql5dev
#MQL5 #MT5 #ExpertAdvisor
A message protocol is crucial for communication between the IDE and the trading system. It supports operations like buying or selling market orders and adjusting trade parameters. The objects in the IDE must be named according to the message names for exchange to work.
The TPL file details the properties and positions of objects. Use binary reading with UTF-16 to extract these. Define constants and employ a message system to keep the EA and IDE synchronized. Object rendering should ensure plac...
π Read | Forum | @mql5dev
#MQL5 #MT5 #ExpertAdvisor
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The new technical indicator offers a streamlined approach to analyzing market trends using the stochastic oscillator. It efficiently compares the main and signal lines, providing visual markers directly on the chart. This feature enables swift identification of market conditions, essential for making informed decisions. Traders can expect enhanced clarity as the indicator highlights where the stochastic lines intersect. Whether employing this tool in trend identification or refining entry and exit points, the visual markers help reduce complexity in analysis. This addition is designed to assist professionals in optimizing strategy and increasing analytical precision.
π Read | NeuroBook | @mql5dev
#MQL4 #MT4 #Indicator
π Read | NeuroBook | @mql5dev
#MQL4 #MT4 #Indicator
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In the development of graphical objects, introducing a central pivot point for moving the entire object enhances usability. By implementing this feature, objects can be manipulated more intuitively, without the need for altering multiple pivot points independently. This method focuses on managing composite objects like trend lines with price labels. Enhancements have been made by adding a new library object type for control points and optimizing code by segregating coordinate calculations into distinct methods. Considerations include implementing limitations for graphical objects to prevent distortion when moved beyond the visible chart area, ensuring accurate graphic representation.
π Read | VPS | @mql5dev
#MQL5 #MT5 #Graph
π Read | VPS | @mql5dev
#MQL5 #MT5 #Graph
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