Metatrader 5 / Metatrader 4 for MQL5 / MQL4 articles preview

Table of Contents

• Introduction
• 1. AI network building principles
• 2. The structure of an artificial neuron
• 3. Network training
• 4. Building our own neural network using MQL
  
  • 4.1. Connections
  • 4.2. A neuron
  • 4.3. Neural network
• Conclusion
• References
• Programs used in the article

The Artificial Intelligence is increasingly covering various aspects of our life. A lot of new publications appear, stating that "the neural network was trained to..." However, artificial intelligence is still associated with something fantastic. The idea seems to be very complicated, supernatural and inexplicable. Therefore, such a state-of-the art miracle can only be created by a group of scientists. It seems that a similar program cannot be developed using our home PC. But believe me, it's not that difficult. Let us try to understand what the neural networks are and how they can be applied in trading.

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In the first article, we introduced the concept of market memory, which is determined as a long-term dependence of price increments of some order. Further we considered the concept of "seasonal patterns" which exist in the markets. Until now, these two concepts existed separately. The purpose of the article is to show that "market memory" is of seasonal nature, which is expressed through maximized correlation of increments of arbitrary order for closely located time intervals and through minimized correlation for distant time intervals.

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Table of Contents

• Introduction
• The basic structure of the application
• Initial application launch
• Secondary application launch
• Creating the application framework
• Conclusion

Introduction

As the Meta Trader 5 platform develops further, more and more opportunities emerge along with the appearance of new tools for working with foreign exchange markets, stock exchanges, etc. One of the actively developing aspects is algo trading: newly created automated trading systems accurately implement various sophisticated trading ideas. Nevertheless, part of market participants still prefer manual trading. They create trading systems based on signals which follow specific rules and algorithms and in which the final market entry decision is performed by human. This approach has a disadvantage as compared to an automated trading system: even with strictly and clearly defined rules, there is a factor of human subjectivity. Although, many manual trading systems show positive results.

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Three-dimensional computer graphics provide the impressions of three-dimensional objects on a flat display. Such objects, as well as the position of the viewer can change over time. Accordingly, the two-dimensional picture should also change to create the illusion of the image depth, i.e. it should support rotation, zooming, changes in lighting and so on. MQL5 allows creating and managing computer graphics directly in the MetaTrader 5 terminal using DirectX functions. Please note that your video card should support DX 11 and Shader Model 5.0 for the functions to work.

• Object Modeling
• Creating a Shape
• Scene Calculation and Rendering
• Object Rotation around the Z Axis and Viewpoint
• Camera Position Management
• Object Color Management
• Rotation and Movement
• Working with Lighting
• Animation
• Control Camera Position Using the Mouse
• Applying Textures
• Creating Custom Objects
• Data-Based 3D Surface

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Contents

• Introduction
• Sockets
• Wireshark traffic analyzer
• Data exchange
  
  • Receipt
  • Sending
  
  
• MySQL transaction class
• Application
• Documentation
• Conclusion

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Table of Contents

• Introduction
• Setup Step 1: Symbols
• Setup Step 2: Timeframes
• Setup Step 3: Add signals
• Trading signal creation and editing window
• Trading signals monitor
• Conclusion

At the previous stage, we developed the general structure of the Multicurrency trading signals monitor. In this part we will sequentially implement the step-by-step stages related to the initial application configuration and will create the basic interaction of elements that make up the interface.

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Continuous Walk-Forward Optimization

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1. Continuous Walk-Forward Optimization (Part 1): Working with optimization reports
2. Continuous Walk-Forward Optimization (Part 2): Mechanism for creating an optimization report for any robot
3. Continuous Walk-Forward Optimization (Part 3): Adapting a Robot to the Auto Optimizer
4. Continuous Walk-Forward Optimization (Part 4): Optimization Manager (Auto Optimizer)

Creation of a trading robot always starts with a small file, which then grows in size as you implement more additional functions and custom objects. Most of MQL5 programmers utilize include files (MQH) to handle this problem. However, there is a better solution: start developing any trading application in a project. There are so many reasons to do so.

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Introduction

In this article, we will continue telling about the algortihms of forecasting times series. In Part 1, we presented the method of forecasting empiric mode decomposition (EMD) and indicator TSA for the statistical analysis of times series. In this second part, the object of our studies is the support-vector machine (SVM) in its version named Least-squares support-vector machine ( LS-SVM)). This technology has not been implemented in MQL yet. But first, we have to get to know math for it.

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Whether MQL-based programs need a graphical window interface? Agreement is lacking about it. On the one hand, the trader's dream is the simplest way of communicating with a trading robot — a button that enables trading and starts "coining money" magically. On the other hand, because it's a dream, it's far from reality, since you usually have to select a whole mess of settings painstakingly and for a long time, before the system starts working; however, even after that, you have to control it and correct it manually, if necessary. I say nothing of allegiants of completely manual trading — in their case, selecting a comfortable intuitive trading panel is half the battle. Generally, it can be said that window interface, in one form or another, would sooner be necessary than not.

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