Social Trading. Can a profitable signal be made even better?

Most subscribers choose a trade signal by the beauty of the balance curve and by the number of subscribers. This is why many today's providers care of beautiful statistics rather than of real signal...

Triangular arbitrage

The article deals with the popular trading method - triangular arbitrage. Here we analyze the topic in as much detail as possible, consider the positive and negative aspects of the strategy and...

100 best optimization passes (part 1). Developing optimization analyzer

The article dwells on the development of an application for selecting the best optimization passes using several possible options. The application is able to sort out the optimization results by a...

Reversing: The holy grail or a dangerous delusion?

In this article, we will study the reverse martingale technique and will try to understand whether it is worth using, as well as whether it can help improve your trading strategy. We will create an...

Using indicators for optimizing Expert Advisors in real time

Efficiency of any trading robot depends on the correct selection of its parameters (optimization). However, parameters that are considered optimal for one time interval may not retain their...

Automated Optimization of an EA for MetaTrader 5

This article describes the implementation of a self-optimization mechanism under MetaTrader 5.

Deep Neural Networks (Part VIII). Increasing the classification quality of bagging ensembles

The article considers three methods which can be used to increase the classification quality of bagging ensembles, and their efficiency is estimated. The effects of optimization of the ELM neural...

PairPlot graph based on CGraphic for analyzing correlations between data arrays (time series)

Comparing several time series during a technical analysis is a quite common task that requires appropriate tools. In this article, I suggest developing a tool for graphical analysis and detecting...

Developing stock indicators featuring volume control through the example of the delta indicator

The article deals with the algorithm of developing stock indicators based on real volumes using the CopyTicks() and CopyTicksRange() functions. Some subtle aspects of developing such indicators, as...

Universal RSI indicator for working in two directions simultaneously

When developing trading algorithms, we often encounter a problem: how to determine where a trend/flat begins and ends? In this article, we try to create a universal indicator, in which we try to...

Custom presentation of trading history and creation of report diagrams

The article describes custom methods for assessing the trading history. Two classes have been written for downloading and analyzing history. The first of them collects the trading history and...

Deep Neural Networks (Part VII). Ensemble of neural networks: stacking

We continue to build ensembles. This time, the bagging ensemble created earlier will be supplemented with a trainable combiner — a deep neural network. One neural network combines the 7 best ensemble...

Comparative analysis of 10 flat trading strategies

The article explores the advantages and disadvantages of trading in flat periods. The ten strategies created and tested within this article are based on the tracking of price movements inside a...

Applying the Monte Carlo method for optimizing trading strategies

Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article...

Deep Neural Networks (Part VI). Ensemble of neural network classifiers: bagging

The article discusses the methods for building and training ensembles of neural networks with bagging structure. It also determines the peculiarities of hyperparameter optimization for individual...

How to analyze the trades of the Signal selected in the chart

The trade Signals service develops in leaps and bounds. Trusting our funds to a signal provider, we would like to minimize the risk of losing our deposit. So how to puzzle out in this forest of trade...

Developing the oscillator-based ZigZag indicator. Example of executing a requirements specification

The article demonstrates the development of the ZigZag indicator in accordance with one of the sample specifications described in the article "How to prepare Requirements Specification when ordering...

Random Decision Forest in Reinforcement learning

Random Forest (RF) with the use of bagging is one of the most powerful machine learning methods, which is slightly inferior to gradient boosting. This article attempts to develop a self-learning...

Developing multi-module Expert Advisors

MQL programming language allows implementing the concept of modular development of trading strategies. The article shows an example of developing a multi-module Expert Advisor consisting of separately...

ZUP - Universal ZigZag with Pesavento patterns. Search for patterns

The ZUP indicator platform allows searching for multiple known patterns, parameters for which have already been set. These parameters can be edited to suit your requirements. You can also create new...

Synchronizing several same-symbol charts on different timeframes

When making trading decisions, we often have to analyze charts on several timeframes. At the same time, these charts often contain graphical objects. Applying the same objects to all charts is...

Deep Neural Networks (Part V). Bayesian optimization of DNN hyperparameters

The article considers the possibility to apply Bayesian optimization to hyperparameters of deep neural networks, obtained by various training variants. The classification quality of a DNN with the...

How to reduce trader's risks

Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a...

Automatic Selection of Promising Signals

The article is devoted to the analysis of trading signals for the MetaTrader 5 platform, which enable the automated execution of trading operations on subscribers' accounts. Also, the article...

LifeHack for traders: Fast food made of indicators

If you have newly switched to MQL5, then this article will be useful. First, the access to the indicator data and series is done in the usual MQL4 style. Second, this entire simplicity is implemented...

Automatic construction of support and resistance lines

The article deals with automatic construction of support/resistance lines using local tops and bottoms of price charts. The well-known ZigZag indicator is applied to define these extreme values.

Testing patterns that arise when trading currency pair baskets. Part III

In this article, we finish testing the patterns that can be detected when trading currency pair baskets. Here we present the results of testing the patterns tracking the movement of pair's currencies...

The Channel Breakout pattern

Price trends form price channels that can be observed on financial symbol charts. The breakout of the current channel is one of the strong trend reversal signals. In this article, I suggest a way to...

How to reduce trader's risks

Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a...

Risk Evaluation in the Sequence of Deals with One Asset. Continued

The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.

Night trading during the Asian session: How to stay profitable

The article deals with the concept of night trading, as well as trading strategies and their implementation in MQL5. We perform tests and make appropriate conclusions.

Momentum Pinball trading strategy

In this article, we continue to consider writing the code to trading systems described in a book by Linda B. Raschke and Laurence A. Connors “Street Smarts: High Probability Short-Term Trading...

The NRTR indicator and trading modules based on NRTR for the MQL5 Wizard

In this article we are going to analyze the NRTR indicator and create a trading system based on this indicator. We are going to develop a module of trading signals that can be used in creating...

Testing patterns that arise when trading currency pair baskets. Part II

We continue testing the patterns and trying the methods described in the articles about trading currency pair baskets. Let's consider in practice, whether it is possible to use the patterns of the...

Trading DiNapoli levels

The article considers one of the variants for Expert Advisor practical realization to trade DiNapoli levels using MQL5 standard tools. Its performance is tested and conclusions are made.

Creating a new trading strategy using a technology of resolving entries into indicators

The article suggests a technology helping everyone to create custom trading strategies by assembling an individual indicator set, as well as to develop custom market entry signals.