The moving average cross-over is probably one of the oldest existing trading strategies. The Moving Average Convergence Divergence (MACD) is a very popular indicator is built on top of the notion of moving average cross-overs. There are many new members of our community who may be curious to know the predictive power of the MACD indicator, in their search to build the best trading strategy possible. Additionally, there are seasoned technical analysts who utilize the MACD in their strategies ...
We continue our series on the MQL5 wizard, where lately we are alternating between simple patterns from common indicators and reinforcement learning algorithms. Having considered indicator patterns (Bill Williams’ Alligator) in the last article, we now return to reinforcement learning, where this time the algorithm we are looking at is Proximal Policy Optimization (PPO). It is reported that this algorithm, that was first published 7 years ago, is the reinforcement-learning algorithm of choice ...
In this article, we build upon our previous exploration in Part 1 of the MetaQuotes Language 5 (MQL5) Economic Calendar, where we focused on mastering the functions necessary to retrieve and analyze economic news events. Now, we will take the next step by creating a News dashboard panel that provides traders with a convenient interface for accessing critical economic data in real-time. This dashboard will help streamline decision-making processes by highlighting relevant news events that could ...
Long-term forecasting of time series is a long-standing problem in solving various applied problems. Transformer-based models show promising results. However, high computational complexity and memory requirements make it difficult to use the Transformer for modeling long sequences. This has given rise to numerous studies devoted to reducing computational costs of the Transformer algorithm. Despite the progress made by Transformer-based time series forecasting methods based, in some cases ...
Having been distracted a bit by the risk manager in the last article, let's get back to the main topic — test automation. In one of the previous articles, we outlined several stages that should be completed while optimizing and searching for the best parameters of the final EA. We have already implemented the first stage, at which we optimized the parameters of a single trading strategy instance. Its results were saved in the database. The next stage is a selection of good ...
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