MQL5 Algo Trading
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A script has been developed to output a CSV file containing all Signal properties from the MQL4 Trade Signals functionality. This tool allows users to organize and analyze signals by their preferred metrics using spreadsheet software, such as Excel. Note that it only applies to MT4 signals and is limited to 1000 entries. To ensure accurate data extraction, make sure to activate the "Signals" tab in MetaTrader, so the platform downloads the necessary data.

The CSV will be stored in the terminal's "MQL4\Files" directory. Navigate to this folder through MetaTrader by selecting File, then Open Data Folder, and proceed to "MQL4\Files". Additionally, the source code for all CodeBase publications is accessible in MetaEditor's "Public Projects" section under "FMIC".
#MQL4 #MT4 #script #CSV

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Analyzing asynchronous operations in MetaTrader 5 reveals why templates close charts prematurely. Applying a template triggers a Deinit event due to the control indicator being removed from the chart. The template processing asynchronously ensures performance, but creates challenges for programmers unfamiliar with execution sequences.

Recent updates to the replay/simulation service involve crucial changes in the control and mouse modules. Modifications include new blocking mechanisms and improved object handling within different subwindows. A key aspect is handling synchronous vs. asynchronous operations efficiently to avoid execution errors and maintain chart stability. Adjustments like the addition of unique naming conventions for objects and new variables enhance flexibility and prevent conflicts.
#MQL5 #MT5 #MetaTrader #Algorithm

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Modularizing code enhances maintainability and development efficiency, especially for an Admin Panel in MQL5. This approach breaks monolithic code into independent reusable components like Authentication.mqh for security and AdminHomeDialog.mqh for the interface. Each module is encapsulated with specific functionality, reducing complexities in the main codebase.

The modular system allows seamless integration and updates of individual components without affecting the overall structure. Custom classes define key functionalities, ensuring scalability and collaboration across projects. Authentication and two-factor verification are managed for secure access, while the Admin Panel's modular nature simplifies future enhancements.

This strategy enhances readability, avoids errors, and facilitates collaborative development, crucial for efficient proje...
#MQL5 #MT5 #AdminPanel #Modularization

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Introducing BB-Xtreme EA, a sophisticated tool engineered for Bollinger Bands breakout strategies. It incorporates dynamic risk management features critical for effective trading.

Traders can tailor their initial lot size to match their account capabilities, ensuring adaptability. Stop loss and take profit are set in pips, offering traders control to safeguard gains and mitigate potential losses. Slippage control is essential for accurate order execution, especially in volatile markets. The EA includes an on/off switch for manual control over trading operations.

With customizable Bollinger Bands settings, traders can refine their breakout strategies. Capital protection is paramount; thus, a maximum drawdown limit feature is integrated to halt trading when thresholds are reached, preserving investment security. This comprehensive EA delivers a robust fou...
#MQL4 #MT4 #EA #AlgoTrading

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Explore the power of association rule mining in algorithmic trading through algorithms like Apriori and FP-Growth. Learn how these techniques derive valuable insights by identifying frequent patterns and constructing meaningful trading rules. While the Apriori algorithm iteratively finds frequent item sets, FP-Growth optimizes the process by dramatically reducing database scans, making it ideal for larger datasets. These methods help develop trading strategies by interpreting complex data, reducing noise, and ensuring efficient computation. Discover how these innovative approaches are transforming trading algorithms by offering data-driven insights and enhancing decision-making processes for traders and developers alike.
#MQL5 #MT5 #ML #DataMining

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Introducing a technical tool designed to aid in trend determination: the Visual assistant indicator. This indicator evaluates trend direction by comparing current and previous price actions. It presents changes visually, providing a straightforward method for analyzing market trends. Utilizing a dual-line approach, it assists in observing price movement dynamics. This can be an effective resource in assessing whether an asset is experiencing an upward or downward trajectory. Such tools can enhance analytical accuracy in decision-making processes. The indicator aims to streamline trend analysis, offering clear visual insight into market conditions, enabling more informed trading strategies.
#MQL5 #MT5 #Indicator #Trend

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Harness the power of dynamic neural network design in MQL5. Delve into the transition from manual feature design to flexible architecture development. Embrace matrix operations to streamline weight and bias calculations, essential for building adaptable models. Learn how to implement a multi-layer perceptron (MLP) with changeable nodes, ensuring an optimal configuration for your data. Discover the importance of epochs and activation functions in training networks effectively. Utilize binary files for parameter storage, enabling easy access across programs. This approach fosters innovation in algorithmic trading, offering a robust foundation for developing custom AI solutions in MetaTrader 5.
#MQL5 #MT5 #Algorithm #ML

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The latest version of MetaTrader 4 provides important security improvements, error fixes, and platform stability enhancements.

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A script is available to generate a CSV file containing all MQL5 Trade Signals' properties. This CSV can be opened with spreadsheet software like Excel for sorting and analysis to facilitate copy trading decisions. The script covers MT5 signals and includes up to 1000 entries. For comprehensive data, ensure the Signals tab is open in the terminal, enabling data download. The generated file is located in the terminal's MQL5\Files folder. To access, navigate via MetaTrader's File menu to Open Data Folder. Note, code publications are accessible in the Public Projects tab of MetaEditor under FMIC.
#MQL5 #MT5 #script #CSVfile

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RSI divergence is a key concept in technical analysis, highlighting potential market reversals when the RSI indicator deviates from price trends. Automation of this process can streamline analysis and reduce errors. An MQL5 Expert Advisor can identify both regular and hidden RSI divergences, visually signaling potential trading opportunities. This tool analyses price and RSI data, detects significant divergences, and logs signals for further assessment. Proper testing is crucial to leverage its accuracy. Adjust parameters to match trading strategies, while cross-checking signals for confirmation, enhancing overall market monitoring and strategy validation.
#MQL5 #MT5 #RSIDivergence #AlgoTrading

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An advanced volume indicator offers a more detailed analysis by plotting volume changes tick by tick rather than aggregating into a single bar. Contrary to traditional volume histograms, this method enables a real-time examination of volume pressure. Enhanced observation is possible as increased tick activity results in a larger, expanding histogram, highlighting any significant volume shifts instantaneously.

This tool provides insights into sudden volume surges, supports microstructural market analysis, and clarifies how volume accumulates during the formation of a bar. Furthermore, it assists in identifying market absorption or exhaustion by correlating volume spikes with price movement. This nuanced approach is valuable for traders seeking a comprehensive understanding of market volume dynamics.
#MQL5 #MT5 #Indicator #Volume

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Explore the intricacies of implementing a robust Grid Trading strategy in MetaTrader 5 using MQL5. Part 7 dives into crafting an algorithm that combines fixed price interval trading with dynamic lot scaling. This strategy leverages market fluctuations, incorporating moving averages, to optimize risk and enhance profitability without relying on precise trend predictions. We'll dissect the blueprint of the system, from setting up grid structures and execution rules to dynamic lot management and trade closure mechanisms. This detailed approach ensures a responsive trading setup, maintaining optimal risk-to-reward. Gain insights for elevating your algorithmic trading techniques efficiently and effectively.
#MQL5 #MT5 #GridTrading #EA

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Explore the Animal Migration Optimization (AMO) algorithm, a cutting-edge approach inspired by the natural migration patterns of animals like birds and reindeer. Developed to solve complex optimization problems, the AMO algorithm emulates three primary behaviors: avoiding collisions, moving cohesively, and maintaining optimal spacing. It balances exploration and exploitation in search spaces by implementing migration and population renewal stages. Through these processes, the algorithm updates positions based on neighborhood topologies and replaces individuals based on fitness. Understand how this algorithm is implemented in MetaTrader 5 to enhance trading strategies and optimize algorithmic trading processes.
#MQL5 #MT5 #AMO #Optimization

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Explore the intricacies of data management in MQL5 programs, focusing on arrays and their pivotal role in algorithmic trading. Arrays, both static and dynamic, enable efficient data organization and manipulation, essential for handling historical market data such as prices and volumes. Learn the distinctions between one-dimensional and multidimensional arrays, understand the vital functions like ArrayResize and ArraySize, and discover how to manage time series data for optimizing trading algorithms. This guide provides practical insights into structuring data for effective program execution, crucial for developers aiming to enhance their automated trading strategies on MetaTrader 5.
#MQL5 #MT5 #Algorithm #Arrays

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Understanding the number of bars on a chart is crucial for evaluating historical data efficiently. A script using the built-in iBars function provides an effective solution for this task. The maximum number of bars visible on your chart is subject to constraints set in Tools/Options/Charts, as well as data limits uploaded by you or from your broker. Once the script is activated on the chart, results are displayed in the experts tab and at the top left of the chart window, facilitated by a comment line in the code. This approach enables quick insight into chart data availability for informed decision-making.

πŸ‘‰ Read | VPS | Share

#MQL5 #MT5 #script
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The trading platforms MetaTrader 4 (MT4) and MetaTrader 5 (MT5) are designed to facilitate online trading in financial markets. MT4 is well-regarded for its user-friendly interface, primarily accommodating Forex traders with its robust charting capabilities and Expert Advisors support. It remains popular due to its simplicity and ease of use.

MT5 builds on MT4's functionality with additional features, including an economic calendar, more sophisticated charting tools, and support for various asset classes beyond Forex, such as stocks and commodities. It also offers a refined user interface and an upgraded environment for strategy testing.

Both platforms have their distinct advantages, depending on the trader's specific needs and the diversity of assets they wish to manage.

πŸ‘‰ Read | Signals | Share!

#MQL4 #MT4 #AlgoTrading
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The TEMPO method introduces an innovative approach to time series forecasting using pre-trained language models like GPT-2. It leverages the model's contextual understanding gained from language data to predict time sequences, transforming text into numerical codes for processing. The model's architecture is a single-layer design that simplifies implementation while maintaining robustness. The method segments time series into trend, seasonality, and residuals, converting them into embeddings suitable for language models. This decomposition happens independently for each univariate series without batch normalization, ensuring data comparability and reducing computational overhead. Instead of using a pre-trained model, a cross-attention block is trained with the main model.

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#MQL5 #MT5 #AI
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The Expert Advisor discussed employs a straightforward trading strategy based on the DeMarker indicator. It opens 'BUY' positions when the indicator falls below the DeM: Level DOWN and 'SELL' positions when it exceeds DeM: Level UP. The default setting allows multiple open positions, disregarding current market stance. Transactions commence at each new bar without analyzing if the opening price is optimal.

Notably, the EA does not incorporate Stop Loss, Take Profit, or Trailing features; trades close only upon receiving an opposing signal and ensuring they generate a positive profit margin post-closure.

The trading setup includes selecting a working timeframe, controlling position sizes through fixed or percentage-based money management, and additional features like limiting to one market position or reversing signals. Log printing is available for compre...

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#MQL5 #MT5 #EA
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Using a refined trading strategy on MetaTrader 5, we can effectively reduce the frequency of being stopped out despite predicting market trends accurately. The core approach involves implementing a mean-reverting strategy combined with support and resistance levels. Rather than following conventional advice like widening stop lossesβ€”which increases inconsistent risk exposureβ€”we maintain fixed stop loss sizes for clarity and consistency. By employing neural network predictions of moving averages to assess potential price movements, our strategy filters potential losses. This method embraces a data-driven, systematic approach over subjective judgment, enhancing profitability and risk management in algorithmic trading.

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#MQL5 #MT5 #Trading
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Transformer-based architectures are revolutionizing multimodal time series forecasting with their ability to handle channel independence and channel mixing. The fusion of these approaches allows models to suppress noise and mitigate distribution drift while capturing high information capacity and channel specificity. The InjectTST method stands out by injecting global information into independent channels without explicit dependency modeling. This approach enhances forecasting accuracy by balancing noise suppression with channel-specific insights, utilizing a hybrid strategy of channel independence and mixing. Through advanced parallel processing and Transformer encoder use, InjectTST offers a robust solution for time series analysis, promising enhanced performance for traders and developers alike.

πŸ‘‰ Read | AlgoBook | Share!

#MQL5 #MT5 #Algorithm
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