Dive into the groundbreaking MacroHFT framework, a cutting-edge algorithmic trading system designed for the volatile cryptocurrency market, leveraging reinforcement learning for high-frequency trading. MacroHFT breaks conventional barriers by utilizing specialized sub-agents trained for distinct market scenarios, which are then orchestrated by a hyper-agent to form a cohesive trading strategy. This dual-agent system integrates macroeconomic data, allowing real-time adaptation to market volatility and trends. With the innovative use of advanced neural networks and context-aware memory modules, MacroHFT provides a resilient and dynamic solution for traders, promising enhanced performance by addressing the intricate challenges of rapid market fluctuations.

👉 Read | NeuroBook | @mql5dev

#MQL5 #MT5 #Crypto

The previous parts discussed preparations for automating optimization of trading Expert Advisors (EAs). This included creating an optimization conveyor with three stages: optimizing strategies for specific symbols and timeframes, forming groups from optimal strategies, and generating initialization strings for the final EA. To automate conveyor creation, a specialized script was introduced to populate databases with optimization projects and tasks, allowing for staged execution.

Efforts were made to enhance performance through profiling and code optimization, reducing method calls for retrieving trading symbols data. The result was automated generation of results for further analysis, facilitating hypothesis testing for re-optimization impacts on trading performance.

The current focus is on a mechanism for loading EA parameters. This enables partial or com...

👉 Read | AppStore | @mql5dev

#MQL5 #MT5 #EAs

A new CVD indicator for MetaTrader 5 has been introduced. It offers a lightweight, open-source solution for visualizing net buying vs. selling pressure via CVD candles, facilitating basic volume and order flow analysis. The indicator computes and plots CVD on the chart using M1 data in its free version and features an optional reset on timeframe boundaries.

Functionality extends to all symbols and timeframes. CVD is calculated by determining the direction from the difference between closing and opening values, then calculating the volume delta using tick volume. The cumulative sum of volume deltas produces the CVD, which is plotted as candles.

To get started, copy the file "CVD_MT5_v3_m1_codebase.mq5" to your "MQL5/Indicators" folder and compile using MetaEditor, or simply restart MetaTrader 5. Attach the indicator through the Navigator under Indicators. ...

👉 Read | Docs | @mql5dev

#MQL5 #MT5 #Indicator

Transient functions, especially the PCF model, have applications well beyond trading. These functions utilize the Gamma distribution to model dynamic and static processes, maintaining a material balance with P+C+F=1. Applied in sectors like oil, mining, and metallurgy, they aid in predicting process dynamics and enhancing extraction techniques without intensive preprocessing, such as gold leaching experiments that improved yields.

In trading, the PCF functions were foundational in developing indicators for MetaTrader platforms, characterized by three lines (Sell, Buy, Trader). They predict price movement by historical analysis, aiding accurate entry and exit signals. Comprehensive experiments with PCF-based indicators also explored resonance effects across multiple currency pairs in automated trading scenarios, showcasing robust predictive capacities a...

👉 Read | VPS | @mql5dev

#MQL5 #MT5 #Trading

The Exponential Moving Average (EMA) indicator is now available for MetaTrader 5. This tool calculates and displays the EMA directly on charts, providing valuable insights for trend identification and signal generation. The indicator offers options to set a user-defined period and choose the applied price, including Close, Open, High, Low, Median, Typical, or Weighted values.

Utilizing the standard EMA formula, it is initialized with a Simple Moving Average (SMA) for the initial bars, ensuring smooth calculations. The indicator is designed to be lightweight and efficient, allowing traders to easily integrate it into their strategies.

The EMA provides faster reactions to price changes than the Simple Moving Average (SMA), aiding in quick market direction assessments. When the price is above the EMA, it may signal an uptrend; below it, a downtrend. It can b...

👉 Read | Quotes | @mql5dev

#MQL5 #MT5 #EMA

Explore the latest advancements in algorithmic trading with MetaTrader 5. This article delves into innovative approaches for enhancing library classes to effectively manage and program graphical objects on trading charts. By adding dynamic arrays and refining methods, developers can now create and track complex, customizable composite graphical objects directly from their applications. Additionally, new features allow seamless distinction and management of both manually and programmatically created graphical objects through unique IDs and improved property handling. These advancements facilitate more efficient and precise automation for traders and developers, streamlining the process of both creating and modifying chart elements.

👉 Read | CodeBase | @mql5dev

#MQL5 #MT5 #Graphics

The program operates in two modes: Master and Slave. It allows for trade copying from multiple vendors into a single slave account, with adjustable settings for Stop Loss and Take Profit. The copying of pending orders can be enabled or disabled as required. The tool supports seamless operation alongside other Expert Advisors and accommodates accounts with suffixes and prefixes. Trade direction can be modified, and copying can be based on balance proportion, fixed volume, or the supplier's volume.

A conditional setting allows trades to be executed when price deviations occur between supplier and subordinate accounts by a specified value. For functionality, both the supplier and slave account terminals must remain open. The Expert Advisor should be set to Master on the supplier terminal and Slave on the subordinate terminal, with relevant options chosen. ...

👉 Read | AlgoBook | @mql5dev

#MQL5 #MT5 #EACopy

This article discusses the creation of an on-chart control panel for MetaTrader 5, targeting traders and developers interested in algorithmic trading. The focus is on building a user-friendly interface using MQL5 to automate lot size calculations and orders, enhancing speed and reliability. Readers learn how to assemble a static GUI layout, addressing key parameters such as order types, entry price, stop-loss, and risk per trade. The article details how to structure an Expert Advisor with essential functions like OnInit and OnTick. By following the guide, developers gain insights into crafting professional interfaces, improving both trading precision and interface usability.

👉 Read | Forum | @mql5dev

#MQL5 #MT5 #AlgoTrading

Explore Archimedean copulae in MQL5 for algorithmic trading! Unlike Gaussian and Student's t-copulae, Archimedean copulae offer a simplified algebraic structure and asymmetric dependency modeling, ideal for traders and developers seeking more accurate market predictions. Discover how Frank, Joe, Gumbel, Clayton, N13, and N14 copulae can be deployed to capture diverse dependencies in markets. They excel in situations where traditional models falter, particularly in non-linear and asymmetric relationships. Learn to leverage copula-based methods for enhanced pairs trading strategies, overcoming limitations of traditional methods by addressing non-normality and tail dependence, leading to more informed trading decisions.

👉 Read | NeuroBook | @mql5dev

#MQL5 #MT5 #algorithm

Developers exploring Forex market dynamics can now leverage an innovative tool that visualizes market sessions using MQL5. This project involves creating session-based candlesticks that mirror traditional timeframe analysis, allowing traders to identify session-specific behaviors, such as liquidity peaks and sentiment transitions. The core lies in a CSessionVisualizer class, which independently defines and visualizes global trading sessions with candlestick-like graphics. This tool has been designed for easy integration into larger systems, like the Market Periods Synchronizer EA. By illustrating overlapping sessions, it provides unique insights into market rhythms, enhancing traders' understanding of time and price dynamics in Forex markets.

👉 Read | Calendar | @mql5dev

#MQL5 #MT5 #Forex

An innovative indicator has been developed, designed to compare two modes and timeframes while analyzing EA settings. This tool allows for customization to fit specific requirements or the addition of new features as needed. It systematically saves collected data to a file every 5 minutes, ensuring organized data management with one file created per instance. Adjustments have been made recently to enhance functionality and accuracy. This development represents a practical approach to refining trading strategies and improving automation processes by providing a structured method for analyzing and comparing various operational parameters.

👉 Read | NeuroBook | @mql5dev

#MQL4 #MT4 #Indicator

An Expert Advisor (EA) for MetaTrader 5 incorporates probability theory to assess growth and decline probabilities of a financial instrument's price. Analyzing a default 10,000-bar price history, the EA identifies how often the price changes by a set number of pips (400 by default) within 50-bar clusters. The analysis reveals the likelihood of price increases or decreases, displaying results on the chart. Trading is triggered when the upward or downward probability surpasses 51%, with the EA executing buy or sell orders respectively. It allows for a fixed lot size or a risk-based calculation tied to the account balance. StopLoss and TakeProfit parameters ensure positions are managed upon opening. However, due to market complexities, such simple models are unlikely to consistently generate profit.

👉 Read | AppStore | @mql5dev

#MQL5 #MT5 #EA

A Dynamic Multi-Pair Expert Advisor (EA) enhances trading efficiency by seamlessly integrating Scalping and Swing Trading strategies. This sophisticated EA adapts based on real-time market volatility, employing technical indicators like EMA crossovers, RSI filters, and Fibonacci retracements. It intelligently manages risk using ATR-based stop-loss and take-profit levels tailored to forex, crypto, gold, and indices. The system executes precise trades by adjusting position sizes and orders according to each asset's volatility, ensuring consistent results. The EA's automated approach requires minimal manual oversight, allowing simultaneous handling of multiple pairs, catering to both rapid intraday gains and long-term swing profits.

👉 Read | AppStore | @mql5dev

#MQL5 #MT5 #EA

Exploring the intricacies of the engulfing candlestick pattern, we address its algorithmic application challenges and offer insightful solutions for traders and developers. To extract real value from this classic pattern, we differentiate between opening/closing prices and high/low wicks, reducing market noise. By reimagining the pattern as a three-candle setup, we enhance its fit for MetaTrader 5 backtesting, improving practical application. This refined strategy increases net profit while decreasing trade volume, illustrating a more efficient and promising use of capital. Combining these patterns with ATR indicators aids in risk management, demonstrating an effective way to enrich algorithmic trading strategies.

👉 Read | VPS | @mql5dev

#MQL5 #MT5 #Candlestick

A new script introduces a countdown timer for the upcoming bar arrival designed for flexibility and ease of use. Unlike prior releases, this version is a script rather than an indicator, providing unique advantages in its ability to persist and be removed from the chart without complications. The script is developed to function seamlessly without relying on iTime or OnTimer, differentiating it from other implementations. This approach simplifies code maintenance and potentially enhances performance by minimizing dependencies on time-based functions. Developers and users might find it particularly useful for situations needing real-time bar transitions in trading environments.

👉 Read | CodeBase | @mql5dev

#MQL5 #MT5 #script

The exploration of mathematical functions like Rademacher and Walsh in trading reveals untapped potential for market analysis. These functions have historically been overshadowed but can provide unique insights into price movements and trend identification.

Rademacher functions, based on sines, and Walsh functions, linked to trigonometric polynomials, present alternative methods for technical analysis. They offer discrete transformations that can simplify complex price models, potentially improving trading strategy outcomes.

Implementing these functions assists in tracking trends and smoothing prices, paving the way for innovative indicators and strategies. Adjusting function orders or blending multiple indicators may enhance signal accuracy and trading effectiveness. The reinvention of these functions in a trading context offers promising avenues fo...

👉 Read | Quotes | @mql5dev

#MQL5 #MT5 #Indicator

In Part 39, a Statistical Mean Reversion system will be developed in MetaQuotes Language 5 (MQL5). This system analyzes in a designated period, computes statistical moments, and identifies reversion signals using confidence intervals with adaptive thresholds. It additionally uses higher timeframe confirmations for signal validation. The system includes equity-based and fixed lot size trade management, incorporating trailing stops and partial closes. An on-chart dashboard provides real-time updates. Key implementation involves input parameter configuration, library inclusion, statistical calculations, and dashboard setup. By integrating statistical tools and risk controls, the system aims to optimize trade efficiency in volatile markets.

👉 Read | AlgoBook | @mql5dev

#MQL5 #MT5 #MQL5

MetaTrader 5 build version introduces an upgrade to the chart rendering engine.

The legacy GDI framework has been replaced with the modern Blend2D engine, which provides significantly faster and smoother rendering of charts and indicators. With advanced rendering algorithms and hardware optimization support, Blend2D delivers crisp, detailed graphics, accurate handling of transparency, and consistent performance across all systems, including high-resolution displays.

In addition, we've expanded support for the OpenBLAS linear algebra library in MQL5, with around 20 new functions added for working with matrices and vectors.

The web version of the platform has also been improved, offering enhanced stability and security. Users can now change the display mode for volumes directly in the order book.

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The discussed Zigzag indicator utilizes volatility-based confirmation for identifying swing points. It calculates volatility as a product of the current standard deviation and a set multiplier. Unlike traditional fixed-depth scanning for price extremes, this method evaluates local volatility levels. It identifies the most extreme price within a move that breaches the volatility threshold. As standard deviation updates with each bar, market conditions are dynamically reflected, allowing the threshold to adjust accordingly. A horizontal line marks the latest confirmed swing, serving as a statistically significant boundary for potential bounces or breakouts.

In bearish trends, any price movement above this level can be considered noise. Traders might position a sell stop just below or directly execute at this level, ready to exit if adverse movement ...

👉 Read | Freelance | @mql5dev

#MQL5 #MT5 #Indicator

Explore a groundbreaking trading strategy that transcends conventional indicators like MACD and Stochastic Oscillator. This approach introduces the Triple Sine Oscillator (TSO), leveraging the mathematical properties of the Sine Cube function to detect mean reversion points. By transforming price data into a normalized cyclic oscillator, TSO offers advanced insights into market momentum. Its adaptive sensitivity factor ensures it suits both short-term volatility and long-term trends. With a robust MQL5 code structure, TSO is a versatile tool for algorithmic trading, offering precise entry and exit signals. This innovative framework enhances decision-making, accommodating diverse financial markets and trading environments.

👉 Read | Forum | @mql5dev

#MQL5 #MT5 #Indicator